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Pre-prints

  1. A. Bermúdez, L. Río-Martín, A. Prieto. A time-harmonic/time-domain hybrid approach based on displacement-based formulations to compute the absorbing coefficient in alpha cabins.
  2. Fernando Alonso, Álvaro Leitao, Carlos Vázquez. Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing..
  3. Graziana Colonna, Ana María Ferreiro-Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez. A Multi-Level Monte Carlo Lagrange-Galerkin mehod for solving a XVA hybrid model in European options.
  4. Íñigo Arregui, Carlos Vázquez. Modelling and simulation of journal-bearing devices with stochastic film thickness and cavitation.
  5. María Suárez-Taboada, Carlos Vázquez. Valuation of a mine project with abandonment option and a price dependent extraction rate.
  6. Roberto Daluiso, Héctor Folgar-Cameán, Andrea Pallavicini, Carlos Vázquez. Rough volatility dynamics in commodity markets.