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Artículos en 2025

  1. Alberto P. Manzano-Herrero, Gonzlao Ferro, Álvaro Leitao, Carlos Vázquez, Andrés Gómez. Alternative pipeline for Option Pricing using Quantum Computers, EPJ Quantum Technology, 12 (2025), 28.
  2. Davide Trevisani, José Germán López-Salas, Carlos Vázquez, José Antonio García-Rodríguez. Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem, Applied Mathematics and Computation, 488 (2025), 129105.
  3. Francisco Gómez-Casanova, Álvaro Leitao, Fernando de Lópe-Contreras, Carlos Vázquez. Deep joint learning valuation of Bermudan swaptions, International Journal of Computer Mathematics, (2025), .