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Aceptados para a súa publicación

  1. 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, Applied Mathematics and Computation.
  2. 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, Archives of Computational Methods in Engineering.
  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. Mathematical analysis of a nonlinear PDE model for European options with counterparty risk, Comptes Rendus Mathématique.
  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, J.A.S. Witteveen, L. A. Grzelak and Cornelis W. Oosterlee. Uncertainty Quantification and Heston Model, Journal of Mathematics in Industry.
  7. María Suárez-Taboada, Carlos Vázquez. Numerical methods for PDE models related to pricing and expected lifetime of an extraction project, Discrete and Continuous Dynamical Systems - Series B.
  8. Sara Dutra-Lópes, Carlos Vázquez. Real world scenarios with negative interest rates based on the LIBOR Market Model, Applied Mathematical Finance.
  9. Zuzana Krajcovicova, Pedro Pablo Pérez-Velasco, Carlos Vázquez. A new approach to quantification of model risk for practitioners, Journal of Computational Finance.