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Pre-prints


  1. Iñigo Arregui, J. Jesús Cendán, María González. A local discontinuous Galerkin method for the compressible Reynolds lubrication equation.
  2. José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals.
  3. M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez. Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations.
  4. M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak and Cornelis W. Oosterlee. Uncertainty Quantification and Heston Model.
  5. Zuzana Krajcovicova, Pedro Pablo Pérez-Velasco, Carlos Vázquez. A new approach to quantification of model risk for practitioners.