María Suárez-Taboada

Available identifiers

zbMath Open suarez-taboada.mariaMaRDI QIDQ2286642

List of research outcomes

Publication	Date of Publication	Type
A new mathematical model for pricing a mine extraction project	2020-01-22	Paper
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions	2019-09-26	Paper
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty	2019-08-28	Paper
Uncertainty quantification and Heston model	2019-07-10	Paper
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem	2014-01-28	Paper
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics	2012-06-11	Paper
MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL	2011-08-17	Paper
A numerical method for pricing spread options on LIBOR rates with a PDE model	2011-02-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: María Suárez-Taboada