Books

  • "Numerical Simulation in Physics and Engineering."
    Proceedings of the XIV Spanish-French Jacques-Louis Lions School
    (I. Arregui, J. A. García, C. Vázquez, eds.)
    Universidade da Coruña, 2010
    ISBN: 978-84-9749-420-5
  • "Third International Conference on Computational Finance. Book of abstracts."
    (I. Arregui, J. A. García, C. Vázquez, eds.)
    Universidade da Coruña, 2019
    ISBN: 978-84-9749-725-1

Book chapters and proceedings

  • "Progress in Industrial Mathematics at ECMI 2021 "
    (Matthias Ehrhardt, Michael Günther, ed.). Springer, 2022. ISBN: 978-3-031-11818-0
  • "Recent Advances in Differential Equations and Applications"
    (J. L. García Guirao, A. Murillo, F. Periago, ed.). Springer, 2019. ISBN: 978–3–030–00340–1
    • Iñigo Arregui, J. Jesús Cendán, María González
       Application of a local discontinuous Galerkin method to the 1d compressible Reynolds equation
      Pages: 63-75
  • "Numerical Analysis and its Applications. Lecture Notes in Computer Science, 10187"
    (I. Dimov, I. Faragó, L. Vulkov, ed.). Springer, 2017. ISBN: 978-3-319-57099-0
    • I. Arregui, B. Salvador, C. Vázquez
       PDE models and numerical methods for CVA computing
      Pages: 15-24
  • "Numerical Mathematics and Advanced Applications"
    (A. Bermúdez, D. Gómez, P. Quintela, P. Salgado, ed.). Springer, 2006. ISBN: 3-540-34287-7
    • I. Arregui, J. J. Cendán, C. Parés, C. Vázquez
       Optimization of a duality method for the compressible Reynolds equation
      Pages: 319-327


  • "Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones XVI Congreso de Matemática Aplicada"
    (Rafael Gallego, Mariano Mateos, eds). Servicio de Publicaciones de la Universidad de Oviedo, 2021. ISBN: 978-84-18482-21-2
    • Iñigo Arregui, Jonatan Ráfales
      Pricing TARN options with a stochastic local volatility model
      Pages: 39-43
    • I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
      XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
      Pages: 44-50
  • "Third International Conference on Computational Finance. Book of Abstracts"
    (Iñigo Arregui, José A. García, Carlos Vázquez, eds). Universidade da Coruña, 2019. ISBN: 978-84-9749-725-1
    • Í. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
      PDE models for American options with total value adjustment and two stochastic factors
      Pages: 107-110
  • "Proceedings of the 18th International Conference on Computational and Mathematical Methods in Science and Engineering"
    (J. Vigo, eds). 2018. ISBN: 978-84-697-7861-6
    • Íñigo Arregui, Jonatan Ráfales
      A stochastic local volatility technique for TARN options

  • "Numerical Analysis and its Applications"
    (I. Dimov, I. Faragó, L. Vulkov, eds). Springer, 2017. ISBN: 978-3-319-57099-0
    • Í. Arregui, B. Salvador, C. Vázquez
      PDEs and numerical methods for XVA computing
      Pages: 15-24
  • "Proceedings of the 17th International Conference on Mathematical Methods in Science and Engineering"
    (J. Vigo-Aguiar, eds). 2017. ISBN: 978-84-617-8694-7
    • Í. Arregui, D. Ševčovič, C. Vázquez
      Numerical methods for nonlinear option pricing models with variable transaction costs
      Pages: 131-139
  • "Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering"
    (J. Vigo-Aguiar, eds). 2015. ISBN: 978-84-617-2230-3
    • Í. Arregui, B. Salvador, C. Vázquez
      A numerical strategy for telecommunications networks capacity planning
      Pages: 152-159
  • "Proceedings of the 2011 International Conference on Computational and Mathematical Methods in Science and Engineering"
    (J. Vigo-Aguiar, eds). 2011. ISBN: 978-84-614-6167-7
    • Í. Arregui, C. Vázquez
      Numerical solution of an optimal investment problem with transaction costs
      Pages: 120-126
  • "Actas XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada"
    Universitat de les Illes Balears, 2011.
    • Í. Arregui, J. J. Cendán, C. Vázquez
      Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética

  • "Proceedings of the 3rd International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources"
    (B. Amaziane, D. Barrera, M. A. Fortes, M. J. Ibáñez, M. Odunlami, A. Palomares, M. Pasadas, M. L. Rodríguez, eds). Editorial Universidad de Granada, 2009. ISBN: 978-84-338-5006-5
    • A. Acción, Í. Arregui, C. Vázquez
      Numerical solution of a free boundary problem associated to investments with irreversible environmental effects
      Pages: 31-36
  • "Actas XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada"
    Universidad de Sevilla, 2007. ISBN: 978-84-690-7182-3
    • A. Acción, Í. Arregui, C. Vázquez
      Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles

  • "Numerical Mathematics and Advanced Applications"
    (A. Bermúdez de Castro, D. Gómez, P. Quintela, P. Salgado, eds). Springer, 2006. ISBN: 3-540-34287-7
    • Í. Arregui, J. J. Cendán, C. Parés, C. Vázquez
      Optimization of a duality method for the compressible Reynolds equation
      Pages: 319-327
  • "Proceedings of the International Conference on Computational Methods in Sciences and Engineering"
    (T. E. Simos, eds). World Scientific, 2003. ISBN: 981-238-595-9
    • Í. Arregui, J. J. Cendán, C. Vázquez
      A duality method for the compressible Reynolds equation. Application to simulation of read/write process in magnetic storage devices

  • "Actas XVI Congreso de Ecuaciones Diferenciales y Aplicaciones / VI Congreso de Matemática Aplicada"
    Servicio de Publicaciones y Producción Documental de la U.L.P.G.C., 1999. ISBN: 84-95286-18-1
    • Í. Arregui, C. Vázquez
      Simulación numérica del eje-cojinete con el nuevo modelo elastohidrodinámico de Reynolds-Koiter

Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
Tel: +34.881.011.327