Journal articles
- Graziana Colonna, Ana María Ferreiro-Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez. A Multi-Level Monte Carlo Lagrange-Galerkin mehod for solving a XVA hybrid model in European options, preprint.
- Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez.
Global optimization for model points automatic selection in life insurance portfolios,
Mathematics, 9 (2021) 5, 472. - A.M. Ferreiro-Ferreiro , J.A. García-Rodríguez, J.G. López-Salas , C. Escalante , M.J. Castro.
Global optimization for data assimilation in landslide tsunami models,
Journal of Computational Physics, 403 (2020) 109069. - Ana M. Ferreiro Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez.
Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU,
Business & Information Systems Engineering, 62 (2020) 5-20. - Ana María Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez.
A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs,
Mathematics and Computers in Simulation, 177 (2020) 467-486. - 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, 356 (2019) 282-298. - Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia.
Parallel two-phase methods for global optimization on GPU,
Mathematics and Computers in Simulation, 156 (2019) 67-90. - José Luis Fernández, Ana Maria Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez.
GPU parallel implementation for Asset-Liability Management in insurance companies,
Journal of Computational Science, 24 (2018) 232-254. - Ana María Ferreiro, José Antonio García-Rodríguez, José Germán López-Salas, Carlos Vázquez.
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives,
Applied Mathematics and Computation, 242 (2014) 1, 65-89. - Ana María Ferreiro, José Antonio García, José Germán López-Salas, Carlos Vázquez.
An efficient implementation of parallel simulated annealing algorithm on GPUs,
Journal of Global Optimization, 57 (2013) 3, 863-890. - Daniel Castillo, Ana María Ferreiro, José Antonio García, Carlos Vázquez.
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs,
Applied Mathematics and Computation, 219 (2013) 11233-11257. - José Luis Fernández, Ana María Ferreiro, José Antonio García, Alvaro Leitao, José Germán López-Salas, Carlos Vázquez.
Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs,
Mathematics and Computers in Simulation, 94 (2013) 55-75. - Manuel J. Castro Díaz, E.D. Fernández Nieto, Ana María Ferreiro, José Antonio García, C.Parés.
High order extensions of Roe schemes for two dimensional nonconservative hyperbolic systems,
Journal of Scientific Computing, 39 (2009) 67-114. - Manuel J. Castro, E.D. Fernández Nieto, Ana María Ferreiro, C. Parés.
Two-dimensional sediment transport models in shallow water equations. A second order finite volume approach over non-structured meshes,
Computer Methods in Applied Mechanics and Engineering, 198 (2009) 33, 2520-2538. - Manuel J. Castro Díaz, Enrique D. Fernández Nieto, Ana María Ferreiro.
Sediment transport models in shallow water equations and numerical approach by high order finite volume methods,
Computers and Fluids, 37 (2008) 299-316. - Manuel J. Castro, Ana María Ferreiro, José Antonio García Rodríguez, José M. González Vida, Carlos Parés.
Two-Layer Flow Models: Application to the Simulation of Spill Motions (Modèles Saint-Venant Bicouche: Application À la Simulation Du Transport de Polluants),
La Houille Blanche, 5 (2007) 85-88. - Manuel J. Castro, Ana María Ferreiro Ferreiro, José Antonio García Rodríguez, J. M. González Vida, J. Macías, C. Parés, M. Elena Vázquez Cendón.
The numerical treatment of wet/dry fronts in shalow flows: application to one-layer and two-layer systems,
Mathematical and Computer Modelling, 42 (2005) 419-439. - L. Cea, Ana María Ferreiro, M. Elena Vázquez Cendón, J. Puertas.
Experimental and numerical analysis of solitary waves generated by bed and boundary movements,
International Journal for Numerical Methods in Fluids, 46 (2004) 793-813.
Departamento de Matemáticas
Facultad de Ciencias
Campus de A Zapateira, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 2121
Facultad de Ciencias
Campus de A Zapateira, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 2121