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Artigos en 2016


  1. Emmanuel Gobet, José Germán López-Salas, Plamen Turkedjiev, Carlos Vázquez. Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs, SIAM Journal on Scientific Computing, 38 (2016), 6, 652-677.
  2. Ignacio Fraga Cadórniga; Luis Cea Gómez; Jerónimo Puertas Agudo; Joaquín Suárez López; Vicente Jiménez; Alfredo Jácome Burgos. Global sensitivity and GLUE-based uncertainty analysis of a 2D-1D dual urban drainage model, Journal of Hydrologic Engineering, 21 (2016), 5, 04016004.
  3. Ignacio Fraga Cadórniga; Tom Cochrane; Frances Charters; Aisling Dominique O'Sullivan. A novel modelling framework to prioritize estimation of non-point source pollution parameters for quantifying pollutant origin and discharge in urban catchments, Journal of Environmental Management , 167 (2016), 1, 75-84.
  4. M. Pájaro, A. A. Alonso, J.A. Carrillo, C. Vázquez. Stability of stochastic gene networks using entropy methods, IFAC-PapersOnLine, 49 (2016), 24, 1-5.
  5. María del Carmen Calvo-Garrido, Carlos Vázquez. A new numerical method for pricing Fixed-Rate Mortgages with prepayment and default options, International Journal of Computer Mathematics, 93 (2016), 5, 761-780.
  6. Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Computing American option price under regime switching with rationality parameter, Computers & Mathematics with Applications, 72 (2016), 3, 741-754.
  7. Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing, Journal of Computational and Applied Mathematics, 304 (2016), 1-17.