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Pre-prints


  1. Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios.
  2. Ana María Ferreiro, José Antonio García Rodríguez, Luis Souto, Carlos Vázquez. Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs.
  3. Emmanuel Gobet, José Germán López-Salas, Carlos Vázquez. Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs.
  4. Eva Balsa-Canto, Alejadro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation.
  5. Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez. Modelling, mathematical analysis and numerical methods for American options with counterparty risk and two stochastic factors.
  6. Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options.
  7. José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals.
  8. Juan Galvis, Luis F. Contreras, Carlos Vázquez. Numerical upscaling of the free boundary dam problem in multiscale high-contrast media.
  9. Manuel Pájaro, Irene Otero-Muras, Carlos Vazquez, Antonio A. Alonso. Inherent stochasticity precludes hysteresis in gene regulatory networks.
  10. Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez. PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV model.