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Artículos en 2026
- Davide Trevisani, José Germán López-Salas, Carlos Vázquez. Modelling, mathematical analysis and computation of the total value adjustment including KVA and multicurrency, Communications in Nonlinear Science and Numerical Simulation, 152 (2026), B, 109240.
- Íñigo Arregui, Alejandro López-Núñez, Carlos Vázquez. Pricing American real options with double continuation region under Heston model, Applied Mathematics and Computation, 513 (2026), Article Nr. 129810.
- Joel P. Villarino, Alvaro Leitao. On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment, Applied Mathematics and Computation, 510 (2026), 129679.
- Jonatan Ráfales, Carlos Vázquez. Models and numerical methods for equilibrium problems with heterogeneous agents involving two productive sectors, Journal of Computational and Applied Mathematics, 472 (2026), 116812.