The following pages link to Carlos Vázquez (Q168145):
Displaying 50 items.
- (Q236170) (redirect page) (← links)
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- SABR/LIBOR market models: pricing and calibration for some interest rate derivatives (Q279498) (← links)
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← links)
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
- A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981) (← links)
- A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution (Q740733) (← links)
- Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454) (← links)
- Enthalpy balance methods \textit{versus} temperature models in ice sheets (Q907626) (← links)
- Characteristics method for the formulation and computation of a free boundary cavitation problem (Q1301692) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
- Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239) (← links)
- PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
- PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- A duality method for the compressible Reynolds equation. application to simulation of read/write processes in magnetic storage devices (Q1765422) (← links)
- Anisotropic effects by homogenization in a free boundary problem. (Q1773349) (← links)
- A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices (Q1791498) (← links)
- On the existence of solution for a nonhomogeneous Stokes-rod coupled problem (Q1887971) (← links)
- Numerical computation of free boundary problems in elastohydrodynamic lubrication (Q1913056) (← links)
- Parallel two-phase methods for global optimization on GPU (Q1997322) (← links)
- A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs (Q1998126) (← links)
- PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
- Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs (Q2009548) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
- The stochastic \(\theta\)-SEIHRD model: adding randomness to the COVID-19 spread (Q2170821) (← links)
- A two-dimensional multi-species model for different \textit{Listeria monocytogenes} biofilm structures and its numerical simulation (Q2189870) (← links)
- Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432) (← links)
- Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices (Q2229840) (← links)
- Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
- Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
- Homogenization of the layer-structured dam problem with isotropic permeability (Q2252953) (← links)
- Numerical methods for a nonlinear reaction-diffusion system modelling a batch culture of biofilm (Q2284423) (← links)
- A new mathematical model for pricing a mine extraction project (Q2286643) (← links)
- Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty (Q2321069) (← links)
- Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting (Q2404005) (← links)
- Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
- Sensitivity and approximation of coupled fluid-structure equations by virtual control method (Q2493285) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
