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Aceptados para a súa publicación

  1. Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia. GPU parallelization of two-phase optimization algorithms, Mathematics and Computers in Simulation.
  2. Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez. A new numerical method fo the PIDE formulation of a gene networks problem and its numerical analysis, Mathematical Models and Methods in Applied Sciences.
  3. Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. A Monte Carlo approach to American options pricing including counterparty risk, International Journal of Computer Mathematics.
  4. Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation, Computers & Mathematics with Applications.
  5. L.A. Grzelak, J.A. Witteveen, María Suárez-Taboada, C.W. Oosterlee. The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions, Quantitative Finance.
  6. M. Suárez-Taboada, C. Vázquez. Numerical methods for PDE models related to pricing and expected lifetime of an extraction project, Discrete and Continuous Dynamical Systems - Series B.
  7. Sara Dutra-Lópes, Carlos Vázquez. Real world scenarios with negative interest rates based on the LIBOR Market Model, Applied Mathematical Finance.