Maria del Carmen Calvo-Garrido

Available identifiers

zbMath Open del-carmen-calvo-garrido.mariaMaRDI QIDQ1681007

List of research outcomes

Publication	Date of Publication	Type
Model and numerical methods for pricing renewable energy certificate derivatives	2023-02-16	Paper
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method	2022-12-09	Paper
Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs)	2021-11-11	Paper
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model	2021-08-16	Paper
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance	2019-03-22	Paper
Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate	2018-03-28	Paper
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options	2017-11-17	Paper
Pricing pension plans under jump-diffusion models for the salary	2017-08-30	Paper
A new numerical method for pricing fixed-rate mortgages with prepayment and default options	2016-07-19	Paper
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement	2014-01-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Maria del Carmen Calvo-Garrido