Journal articles
- María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez.
Model and numerical methods for pricing renewable energy certificate derivatives,
Communications in Nonlinear Science and Numerical Simulation, 118 (2023) 107066. - María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method,
Journal of Computational and Applied Mathematics, 422 (2023) 114891. - María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez.
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs),
Applied Mathematics and Computation, 404 (2021) 126199. - Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez.
PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model,
Communications in Nonlinear Science and Numerical Simulation, 102 (2021) 105914. - M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez.
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations,
Applied Numerical Mathematics, 139 (2019) 77-92. - María del Carmen Calvo-Garrido, Carlos Vázquez.
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options,
Nonlinear Analysis: Real World Applications, 39 (2018) 157-165. - María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate,
SeMA Journal, 74 (2017) 3, 279-298. - María del Carmen Calvo-Garrido, Mathias Ehrhardt, Carlos Vázquez.
Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach,
Journal of Computational Finance, 20 (2017) 3, 81-107. - 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. - María del Carmen Calvo-Garrido, Carlos Vázquez.
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance,
Applied Mathematics and Computation, 271 (2015) 730-742. - María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing pension plans under jump-diffusion models for the salary,
Computers & Mathematics with Applications, 68 (2014) 12, 1933-1944. - María del Carmen Calvo-Garrido, Andrea Pascucci, Carlos Vázquez.
Mathematical analysis and numerical methods for pricing pension plans allowing early retirement,
SIAM Journal on Applied Mathematics, 73 (2013) 5, 1747–1767. - María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing pension plans based on average salary without early retirement: PDE modeling and numerical solution,
Journal of Computational Finance, 16 (2012) 1, 111-140.
Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 5518
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 5518