| Department | Mathematics |
| Knowledgment area | Applied Mathematics |
| Research | Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas |
| Research lines | No data available from Curriculum Management System at UDC. (SUXI). |
| Teaching merits evaluation | 6 five years period(s) |
| Research merits evaluation | 6 six years period(s) |
| Contacto | UDC directory |
| Orcid id0000-0001-6591-2252 ResearcherIDK-5498-2016 Scopus7101849066 | |
This section shows the teaching given in degrees, masters and other officers studies in last 6 years.
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Master`s Dissertation
Master's Degree in Quantum Information Science and Technology
|
Compulsory | 0 | 1 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 30 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
| Introduction to Quantum Computing | Compulsory | 0 | 10.5 |
| Master's Dissertation | Compulsory | 0 | 38 |
| Mathematical Modeling in Finance | Optional | 0 | 42 |
| Numerical Methods in Quantum Computing | Optional | 0 | 8.5 |
| Practical Applications of Quantum Computing | Optional | 0 | 3 |
| Professional Software in Finance | Optional | 0 | 12 |
| Stochastic Numerical Methods | Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Final Year Dissertation. Mention in Computer Science
Degree in Computer Engineering
|
Compulsory | 0 | 1 |
|
Final Year Dissertation. Mention in Software Engineering
Degree in Computer Engineering
|
Compulsory | 0 | 1 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 41.5 |
|
Mathematical Modeling in Finance
Máster Universitario en Matemática Industrial
Máster Universitario en Matemática Industrial
|
Optional | 0 | 36 |
|
Numerical Methods in Quantum Computing
Master's Degree in Quantum Information Science and Technology
|
Optional | 0 | 21 |
|
Practical Applications of Quantum Computing
Master's Degree in Quantum Information Science and Technology
|
Optional | 0 | 10.5 |
|
Professional Software in Finance
Máster Universitario en Matemática Industrial
|
Optional | 0 | 12 |
|
Stochastic Numerical Methods
Máster Universitario en Matemática Industrial
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 41 |
|
Mathematical Modeling in Finance
Máster Universitario en Matemática Industrial
Máster Universitario en Matemática Industrial
|
Optional | 0 | 30 |
|
Numerical and Statistical Methods
Degree in Nanoscience and Nanotechnology
|
Compulsory | 0 | 7 |
|
Professional Software in Finance
Máster Universitario en Matemática Industrial
|
Optional | 0 | 6 |
|
Stochastic Numerical Methods
Máster Universitario en Matemática Industrial
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 37 |
|
Mathematical Modeling in Finance
Máster Universitario en Matemática Industrial
Máster Universitario en Matemática Industrial
|
Optional | 0 | 28 |
|
Numerical and Statistical Methods
Degree in Nanoscience and Nanotechnology
|
Compulsory | 0 | 7 |
|
Professional Software in Finance
Máster Universitario en Matemática Industrial
|
Optional | 0 | 6 |
|
Stochastic Numerical Methods
Máster Universitario en Matemática Industrial
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 16 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 17 |
|
Mathematical Modeling in Finance
Máster Universitario en Matemática Industrial
Máster Universitario en Matemática Industrial
|
Optional | 0 | 42 |
|
Professional Software in Finance
Máster Universitario en Matemática Industrial
|
Optional | 0 | 6 |
|
Stochastic Numerical Methods
Máster Universitario en Matemática Industrial
|
Optional | 0 | 42 |
Defined tutoring by teacher for 2024/2025 academic course.
| Quarter | Day | Site |
|---|---|---|
| 2nd quarter |
Monday
11:00 a 14:00 |
Despacho 211 |
| 2nd quarter |
Tuesday
11:00 a 14:00 |
Despacho 211 |
| 2nd chance |
Monday
12:00 a 14:00 |
Despacho 211 |
| 2nd chance |
Monday
16:00 a 18:00 |
Despacho 211 |
Directed or codirected by current teacher since 2013 year.
| Calibratio and pricig of options on oil forward prices |
Select merit type and year to query research merits.
Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | VÁZQUEZ CENDÓN, CARLOS |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/09/2023 to 31/08/2026 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC 2022
| Funding entity | Consellería de Educación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2022 to 20/11/2025 |
Nuevos modelos de valoración de tipo autocallable sobre equity y Bermudan swaption sobre tipos
| Funding entity | BBVA |
| Main researches | Carlos Vázquez Cendón |
| Type | Contrato |
| Dates | From 01/11/2021 to 30/04/2023 |
Métodos matemáticos y computacionales para nuevos retos en finanzas cuantitativas, mediambiente, biotecnología e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Vázquez Cendón, Carlos |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/06/2020 to 31/05/2023 |
NExt ApplicationS of Quantum Computing (NEASQC)
| Funding entity | Union Europea |
| Main researches | Vicente Moret Bonillo |
| Type | Proyecto UE |
| Dates | From 01/09/2020 to 31/08/2024 |
Rede Temática de Matemática Industria
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Peregrina Quintela Estévez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2020 to 31/12/2021 |
Fintech and Artificial Intelligence in Finance. Towards a transparent financial industry
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Internacional |
| Dates | From 14/09/2020 to 13/09/2024 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2019 to 20/11/2021 |
Axuda para a acreditación, estruturación e mellora de centros de investigación do Sistema universitario de Galicia
| Funding entity | CONSELLERIA DE EDUCACIÓN, UNIVERSIDADE E FORMACIÓN PROFESIONAL |
| Main researches | Manuel Francisco González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/12/2019 to 28/02/2023 |
Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/11/2018 to 31/10/2022 |
Rede Tecnolóxica de Matemática Industrial TMATI (R2016/051)
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2017 to 30/11/2018 |
Red temática matemática-industria
| Funding entity | Ministerio de Economía y Competitividad |
| Main researches | Quintela Estévez Peregrina |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/07/2017 to 30/06/2019 |
Axudas para a acreditación, estruturación e mellora de centros de investigación singulares e agrupacións estratéxicas consolidadas do Sistema universitario de Galicia, cofinanciadas polo Fondo Europeo de Desenvolvemento Rexional (Feder), no marco do programa operativo Feder Galicia 2014-2020
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Manuel F. González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2016 to 30/11/2019 |
Axudas para a acreditación, estruturación e mellora de centros de investigación singulares e agrupacións estratéxicas consolidadas do Sistema universitario de Galicia, cofinanciadas polo Fondo Europeo de Desenvolvemento Rexional (Feder), no marco do programa operativo Feder Galicia 2014-2020
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Manuel F. González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2016 to 30/11/2019 |
METODOS MATEMATICOS Y SIMULACION NUMERICA PARA RETOS EN FINANZAS CUANTITATIVAS, MEDIOAMBIENTE, BIOTECNOLOGIA Y EFICIENCIA INDUSTRIAL
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 30/12/2016 to 29/09/2020 |
Applied Mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/01/2015 to 31/12/2018 |
Rede Tecnolóxica de Matemática Industrial
| Funding entity | Dirección General de I+D de la Xunta de Galicia |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2015 |
Modelado matemático, análisis y simulación numérica de problemas en finanzas y seguros, procesos industriales, biotecnología y medioambiente
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2014 to 31/12/2017 |
Rede Temática de Matemática - Industria
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Peregrina Quintela Estévez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/12/2014 to 30/11/2016 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema universitario de Galicia. Grupos de referencia competitica. GRC2014/044
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2017 |
Multi- ITN STRIKE
| Funding entity | COMISIÓN EUROPEA |
| Type | Proyecto UE |
| Dates | From 01/01/2013 to 31/12/2016 |
Modelos, análisis matemático y resolución numérica de algunos problemas en ciencia e ingeniería basados en EDPS (MTM2010-21135-C02-01)
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2011 to 30/06/2015 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema Universitario de Galicia. Grupos de referencia competitiva. CN2011/004
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2011 to 31/12/2013 |
XIV Escuela Hispano-Francesa sobre simulación numérica en física e ingeniería
| Funding entity | Ministerio de Economía y Competitividad |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 01/04/2010 to 31/10/2010 |
Modelo matemático y simulación numérica de procesos en finanzas cuantitativas y mecánica.
| Funding entity | Dirección Xeral de Investigación, Desenvolvemento e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 02/12/2009 to 01/12/2012 |
CONVENIO DE COLABORACIÓN ENTRE AS UNIVERSIDADES GALEGAS E A S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA ( CESGA ) PARA O DESENVOLVEMENTO DO SOFTWARE LIBRE EN GALICIA
| Funding entity | CESGA - S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA |
| Type | Contrato |
| Dates | From 01/01/2007 to 30/10/2007 |
MÉTODOS MATEMÁTICOS Y NUMÉRICOS PARA MODELOS DE ECUACIONES EN DERIVADAS PARCIALES NO LINEALES Y ACOPLADAS EN FINANZAS, MECÁNICA Y MEDIOAMBIENTE.
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 01/10/2007 to 31/12/2010 |
Modelos y métodos numéricos en Ingeniería y Ciencias Aplicadas (M2NICA)
| Type | Proyecto Otros Programas |
| Dates | From 31/08/2007 to 15/11/2010 |
Modelos matemáticos e métodos numéricos de EDP en finanzas cuantitativas, mecánica e ambiente
| Type | Proyecto Otros Programas |
| Dates | From 01/01/2006 to 31/12/2009 |
Análisis matemático y numérico de modelos térmicos, mecánicos e hidrodinámicos acoplados: aplicaciones en combustión, glaciología y tribología. (INCENTIVO)
| Type | Proyecto Otros Programas |
| Dates | From 13/07/2005 to 13/07/2008 |
Aplicación de medición del riesgo y optimización de carteras de cobertura para el sector seguros
| Funding entity | Ministerio de Industria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 15/07/2005 to 31/12/2005 |
Recuperación de información para la búsqueda de respuestas en textos económicos. (SUBPROYECTO)
| Funding entity | Plan Nacional de I+D |
| Main researches | Miguel Ángel Alonso Pardo |
| Type | Proyecto Otros Programas |
| Dates | From 13/12/2004 to 13/12/2007 |
Análisis matemático y numérico de modelos térmicos, mecánicos e hidrodinámicos acoplados: aplicaciones en combustión, glaciología y tribología. (COORDINADO)
| Funding entity | MINISTERIO DE EDUCACIÓN Y CIENCIA |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 13/12/2004 to 13/12/2007 |
Modelos acoplados termomecánicos y termohidrodinámicos en tribología y glaciología: Análisis matemático y resolución numérica. MATERTRIGLA
| Type | Proyecto Otros Programas |
| Dates | From 23/05/2002 to 23/05/2005 |
Modelos acoplados termomecánicos y termohidrodinámicos en Tribología y Glaciología. Análisis matemático y resolución numérica (Incentivo BFM2001-3261-C02-02)
| Funding entity | Secretaria Xeral de Investigación e Desenvolvemento Tecnolóxico |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 01/01/2002 to 31/12/2004 |
DOCUMENTACIÓN CORRESPONDIENTE A LA PARTICIPACIÓN DE D. CARLOS VÁZQUEZ CENDÓN EL PROYECTO "RESOLUCIÓN NUMÉRICA DE MODELOS PARA LA VALORACIÓN DE PRODUCTOS FINANCIEROS" FINANCIADO POR LA FUNDACIÓN CAIXA GALICIA Y DIRIGIDO POR D. ALFREDO BERMÚDEZ DE LA U
| Funding entity | FUNDACIÓN CAIXA GALICIA |
| Type | Contrato |
| Dates | From 01/01/2001 to 01/01/2002 |
Análisis matemático y numérico de los efectos elásticos en los modelos hidrodinámicos en Tribología
| Type | Proyecto Otros Programas |
| Dates | From 24/07/2001 to 31/12/2002 |
Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología
| Funding entity | Dirección Xeral de Universidades |
| Type | Proyecto Otros Programas |
| Dates | From 01/01/1997 to 01/01/2000 |
Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología
| Funding entity | Comisión Interministerial de Ciencia y Tecnología (CICYT) |
| Type | Proyecto Otros Programas |
| Dates | From 01/12/1997 to 01/12/2000 |
Modelización y simulación numérica de diferentes acoplamientos elastohidrodinámicos en capas finas de fluído
| Type | Proyecto Otros Programas |
| Dates | From 01/01/1997 to 01/01/1999 |
Análisis matemático y simulación numérica en lubricación hidrodinámica y elastohidrodinámica
| Type | Proyecto Otros Programas |
| Dates | From 01/01/1993 to 01/11/1995 |
CUSIMANN: An optimized simulated annealing software for GPUs.
| Type | Software Registrado |
| Entity | Universidade da Coruña (UDC) |
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Application date | 21/03/2012 |
Alternative pipeline for option pricing using quantum computers
| Authors | A. Manzano Herrero, G. Ferro, Álvaro Leitao, C. Vázquez, A. Gómez |
| Journal | EPJ Quantum Technology Vol. 12 |
| DOI | https://doi.org/10.1140/epjqt/s40507-025-00328-3 |
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem
| Authors | D. Trevisani, Jose German Lopez Salas, C. Vázquez, Jose Antonio García-Rodríguez |
| Journal | Applied Mathematics and Computation Vol. 488 |
| DOI | https://doi.org/10.1016/j.amc.2024.129105 |
Jump¿diffusion productivity models in equilibrium problems with heterogeneous agents
| Authors | Jonatan Ráfales, C. Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 225 (pages 313 to 331) |
| DOI | https://doi.org/10.1016/j.matcom.2024.05.018 |
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
| Authors | J.G. López-Salas, Soledad Pérez-Rodríguez, C. Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 169 (pages 88 to 98) |
| DOI | https://doi.org/10.1016/j.camwa.2024.06.010 |
Assessing the value and risk of renewable PPAs
| Authors | Julio Pombo Romero, O. Rúas-Barrosa, C. Vázquez |
| Journal | ENERGY ECONOMICS Vol. 139 |
| DOI | https://doi.org/10.1016/j.eneco.2024.107861 |
Model and numerical methods for pricing renewable energy certificate derivatives
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 118 |
| DOI | https://doi.org/10.1016/j.cnsns.2022.107066 |
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 422 |
| DOI | https://doi.org/10.1016/j.cam.2022.114891 |
XVA in a multi-currency setting with stochastic foreign exchange rates
| Authors | Roberta Simonella, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 207 (pages 59 to 79) |
| DOI | https://doi.org/10.1016/j.matcom.2022.12.014 |
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
| Authors | I. Arregui, Álvaro Leitao, B. Salvador, C. Vázquez |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 101 Num. 8 (pages 821 to 841) |
| DOI | https://doi.org/10.1080/00207160.2023.2172322 |
Pricing commodity index options
| Authors | A. Manzano Herrero, Enmamuele Nastasi, Andrea Pallavicini, Carlos Vázquez |
| Journal | Quantitative Finance Vol. 23 Num. 2 (pages 297 to 308) |
| DOI | https://doi.org/10.1080/14697688.2022.2138775 |
Global optimization approach for parameter estimation in stochastic dynamic models of biosystems
| Authors | C. Sequeiros, I. Otero-Muras, C. Vázquez, Julio R. Banga |
| Journal | IEEE/ACM Transactions on Computational Biology and Bioinformatics Vol. 20 Num. 3 (pages 1971 to 1982) |
| DOI | https://doi.org/10.1109/tcbb.2022.3225675 |
Automatic design of synthetic gene circuits in presence of molecular noise
| Authors | C. Sequeiros, C. Vázquez, Julio R. Banga, I. Otero-Muras |
| Journal | ACS Synthetic Biology Vol. 12 Num. 10 (pages 2865 to 22876865) |
| DOI | https://doi.org/10.1021/acssynbio.3c00033 |
IDESS: a toolbox for identification and automated design of stochastic gene circuits
| Authors | C. Sequeiros, Manuel Pájaro, C. Vázquez, Julio R. Banga, I. Otero-Muras |
| Journal | BIOINFORMATICS Vol. 39 Num. 11 |
| DOI | https://doi.org/10.1093/bioinformatics/btad682 |
A stochastic ¿-SEIHRD model: adding randomness to the COVID-19 spread
| Authors | Álvaro Leitao, Carlos Vázquez |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 115 (pages 1 to 19) |
| DOI | https://doi.org/10.1016/j.cnsns.2022.106731 |
Total value adjustment for European options in a multi¿currency setting
| Authors | Iñigo Arregui, Roberta Simonella, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 413 |
| DOI | https://doi.org/10.1016/j.amc.2021.126647 |
A modular framework for generic quantum algorithms
| Authors | A. Manzano Herrero, D. Musso, Álvaro Leitao, A. Gómez, Carlos Vázquez, G. Ordoñez, María R. Nogueiras |
| Journal | Mathematics Vol. 10 Num. 5 |
| DOI | https://doi.org/10.3390/math10050785 |
A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
| Authors | A. Gómez, Álvaro Leitao, A. Manzano Herrero, D. Musso, María R. Nogueiras, G. Ordoñez, C. Vázquez |
| Journal | ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 29 Num. 6 (pages 4137 to 4163) |
| DOI | https://doi.org/10.1007/s11831-022-09732-9 |
Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios
| Authors | Ana María Ferreiro, E. Ferri, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Mathematics Vol. 9 Num. 5 (pages 472 to 472) |
Equilibrium models with heterogeneous agents under rational expectations and its numerical solution
| Authors | Jonatan Ráfales, Carlos Vázquez |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 96 (pages 105673 to 105673) |
AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models
| Authors | Jose German Lopez Salas, S. Pérez-Rodríguez, Carlos Vázquez |
| Journal | SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 43 Num. 1 |
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs)
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 404 (pages 126199 to 126199) |
PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model
| Authors | M.C. Calvo-Garrido, S. Diop, Andrea Pascucci, C. Vázquez |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 102 (pages 1 to 12) |
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution
| Authors | Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 79 Num. 5 (pages 1525 to 1542) |
Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU
| Authors | A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, Luis Souto, C. Vázquez |
| Journal | Business & Information Systems Engineering Vol. 62 (pages 5 to 20) |
Quasi-Regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs
| Authors | E. Gobet, J.G. López-Salas, C. Vázquez |
| Journal | ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 27 Num. 3 (pages 889 to 921) |
Numerical upscaling of the free boundary dam problem in multiscale high-contrast media
| Authors | J. Galvis, L.F. Contreras, C. Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 367 (pages 112437 to 112437) |
A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 177 (pages 467 to 486) |
A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation
| Authors | E. Balsa-Canto, A. López-Núñez, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 384 (pages 125383 to 125383) |
LIBOR market model including credit risk under real world measure
| Authors | S. Dutra-Lopes, Carlos Vázquez |
| Journal | Journal of Computational Finance Vol. 24 Num. 3 (pages 111 to 141) |
| DOI | https://doi.org/10.21314/jcf.2020.399 |
Parallel two-phase methods for global optimization on GPU
| Authors | Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 156 (pages 67 to 90) |
A Monte Carlo approach to American options pricing including counterparty risk
| Authors | Iñigo Arregui, B. Salvador, Carlos Vázquez |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 96 Num. 11 (pages 2157 to 2176) |
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project
| Authors | M. Suárez-Taboada, C. Vázquez |
| Journal | DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Vol. 24 Num. 8 (pages 3503 to 3523) |
| DOI | https://doi.org/10.3934/dcdsb.2018254 |
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
| Authors | Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez |
| Journal | COMPTES RENDUS MATHEMATIQUE Vol. 357 Num. 3 (pages 252 to 257) |
Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs
| Authors | Ana María Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 356 (pages 282 to 298) |
Asymptotic stability of empirical processes and related functionals
| Authors | Jose Luis Fernandez, E. Ferri, Carlos Vázquez |
| Journal | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 475 Num. 1 (pages 755 to 768) |
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
| Authors | M.C. Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez |
| Journal | APPLIED NUMERICAL MATHEMATICS Vol. 139 (pages 77 to 92) |
Transient hysteresis and inherent stochasticity in gene regulatory networks
| Authors | Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez, Antonio A. Alonso |
| Journal | NATURE COMMUNICATIONS Vol. 10 (pages 4581 to 4581) |
A new mathematical model for pricing a mine extraction project
| Authors | Michele Pignotti, M. Suárez-Taboada, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 50 (pages 8 to 24) |
A new approach to quantification of model risk for practitioners
| Authors | Z. Krajcovicova, P.P. Pérez-Velasco, Carlos Vázquez |
| Journal | Journal of Computational Finance Vol. 23 Num. 2 (pages 1 to 27) |
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 39 (pages 157 to 165) |
PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique
| Authors | Jose German Lopez Salas, Carlos Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 75 Num. 5 (pages 1616 to 1634) |
GPU parallel implementation for Asset-Liability Management in insurance companies
| Authors | Jose L Fernández, Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Journal of Computational Science Vol. 24 (pages 232 to 254) |
SELANSI: a toolbox for the numerical simulation of stochastic gene regulatory networks
| Authors | Manuel Pájaro, Irene Otero-Muras, Antonio A. Alonso, Carlos Vázquez |
| Journal | BIOINFORMATICS Vol. 34 Num. 5 (pages 893 to 895) |
A new numerical method fo the PIDE formulation of a gene networks problem and its numerical analysis
| Authors | Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES |
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
| Authors | Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 76 Num. 4 (pages 725 to 740) |
Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks
| Authors | Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 28 Num. 10 (pages 2069 to 2095) |
Real world scenarios with negative interest rates based on the LIBOR Market Model
| Authors | Sara Dutra-Lopes, Carlos Vázquez |
| Journal | Applied Mathematical Finance Vol. 25 Num. 5-6 (pages 466 to 482) |
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty
| Authors | Iñigo Arregui, B. Salvador, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 318 (pages 491 to 503) |
| DOI | https://doi.org/10.1016/j.cam.2016.01.056 |
Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach
| Authors | María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez |
| Journal | Journal of Computational Finance Vol. 20 Num. 3 (pages 81 to 107) |
Pricing of mortgages with prepayment and default options: numerical methods for the case with ajustable (floating) rate
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | SeMA Journal Vol. 74 Num. 3 (pages 279 to 298) |
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk
| Authors | Iñigo Arregui, B. Salvador, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 308 (pages 31 to 53) |
| DOI | https://doi.org/10.1016/j.amc.2017.03.008 |
A Direct LU Solver for Pricing American Bond Options under Hull-White model
| Authors | A. Falcó, Ll.Navarro, C. Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 309 (pages 442 to 455) |
Numerical methods for a reaction-diffusion system modelling biofilm formation
| Authors | E. Balsa-Canto, Alejandro López-Núñez, Carlos Vázquez |
| Journal | APPLIED MATHEMATICAL MODELLING Vol. 41 (pages 164 to 179) |
Multicurve LIBOR Market Models and drift-free Simulation
| Authors | Jose Luis Fernandez, María R. Nogueiras, Marta Pou Bueno, Carlos Vázquez |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 94 Num. 11 (pages 2194 to 2207) |
An Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication
| Authors | Guillermo García, C. Moreno, C. Vázquez |
| Journal | APPLIED MATHEMATICAL MODELLING (pages 374 to 389) |
Effective stochastic modeling and numerical simulation of gene regulatory networks with protein bursting
| Authors | Manuel Pájaro, Antonio A. Alonso, Irene Otero-Muras, Carlos Vázquez |
| Journal | JOURNAL OF THEORETICAL BIOLOGY Vol. 421 (pages 51 to 70) |
Modelling reveals the role of aging and glucose uptake impairment in L1A1 Listeria monocytogenes biofilm life cycle
| Authors | E. Balsa-Canto, C. Vilas, A. López-Núñez, M. Mosquera-Fernández, R. Briandet, M. Cabo, C. Vázquez |
| Journal | FRONTIERS IN MICROBIOLOGY Vol. 8 |
| DOI | https://doi.org/10.3389/fmicb.2017.02118 |
A new numerical method for pricing fixed-rate mortgages with prepayment and default options
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 93 Num. 5 (pages 761 to 780) |
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs
| Authors | E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez |
| Journal | SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 38 Num. 6 (pages 652 to 677) |
Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing
| Authors | R. Company, V. Egorova, L. Jódar, C. Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 304 (pages 1 to 17) |
Modelling and computing American option price under regime switching with rationality parameter
| Authors | R. Company, V. Egorova, L. Jódar, C. Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 72 Num. 3 (pages 741 to 754) |
Stability of stochastic gene networks using entropy methods
| Authors | M. Pájaro, A.A. Alonso, J.A. Carrillo, C. Vázquez |
| Journal | IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 49 Num. 24 (pages 1 to 5) |
Evaluation of the optimal utility of some investment projects with irreversible environmental effects
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Journal | PURE AND APPLIED GEOPHYSICS Vol. 172 Num. 1 (pages 149 to 165) |
| DOI | https://doi.org/10.1007/s00024-014-0900-1 |
Enthalpy balance methods versus temperature models in ice sheets
| Authors | Calvo, Natividad, Durany, Jose, Vazquez, Carlos |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 22 Num. 1-3 (pages 526 to 544) |
| DOI | https://doi.org/10.1016/j.cnsns.2014.08.007 |
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 271 (pages 730 to 742) |
A Drift-Free Simulation Method for pricing commodity derivatives
| Authors | J.L. Fernández-Pérez, Marta Pou Bueno, Carlos Vázquez |
| Journal | Applied Stochastic Models in Business and Industry Vol. 31 Num. 4 (pages 536 to 550) |
A new parameterization for the drift-free simulation in the Libor market model
| Authors | J.L. Fernández-Pérez, Marta Pou Bueno, María Rodríguez Nogueiras, Carlos Vázquez |
| Journal | REVISTA DE LA REAL ACADEMIA DE CIENCIAS: SERIE A: MATEMÁTICAS Vol. 109 Num. 1 (pages 73 to 92) |
Shaping protein distributions in stochastic self-regulated gene expressions networks
| Authors | M. Pájaro, A.A. Alonso, Carlos Vázquez |
| Journal | Physical Review E Vol. 92 Num. 3 |
| DOI | https://doi.org/10.1103/physreve.92.032712 |
A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution
| Authors | Arregui, Inigo, Ildefonso Diaz, Jesus, Vazquez, Carlos |
| Journal | REVISTA DE LA REAL ACADEMIA DE CIENCIAS: SERIE A: MATEMÁTICAS Vol. 108 Num. 2 (pages 867 to 879) |
| DOI | https://doi.org/10.1007/s13398-013-0148-0 |
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives
| Authors | A.M. Ferreiro-Ferreiro, Garcia-Rodriguez, Jose A., Lopez-Salas, Jose G. , Vazquez, Carlos |
| Journal | Applied Mathematics and Computation Vol. 242 (pages 65 to 89) |
| DOI | https://doi.org/10.1016/j.amc.2014.05.017 |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 99 (pages 190 to 202) |
| DOI | https://doi.org/10.1016/j.matcom.2013.04.001 |
Pricing pension plans under jump-diffusion models for the salary
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 68 Num. 12 (pages 1933 to 1944) |
| DOI | https://doi.org/10.1016/j.camwa.2014.10.002 |
Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem
| Authors | Carlos Vázquez, María Suárez Taboada, Andrea Pascucci |
| Journal | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 403 Num. 1 (pages 38 to 53) |
| DOI | https://doi.org/10.1016/j.jmaa.2013.02.007 |
An efficient implementation of parallel simulated annealing algorithm on GPUs
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Jose German Lopez Salas |
| Journal | JOURNAL OF GLOBAL OPTIMIZATION Vol. 57 Num. 3 (pages 863 to 890) |
A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices
| Authors | Guy Bayada, Begoña Cid Iglesias, Guillermo García Lomba, Carlos Vázquez |
| Journal | APPLIED MATHEMATICAL MODELLING Vol. 37 Num. 18 (pages 8505 to 8517) |
| DOI | https://doi.org/10.1016/j.apm.2013.03.072 |
Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs
| Authors | José Luis Fernández Pérez, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Álvaro Leitao, Jose German Lopez Salas, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 94 (pages 55 to 75) |
Homogenization of the layer-structured dam problem with isotropic permeability
| Authors | Sébastien Martin, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 14 Num. 6 (pages 2133 to 2151) |
| DOI | https://doi.org/10.1016/j.nonrwa.2013.04.002 |
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 219 Num. 24 (pages 1233 to 1257) |
| DOI | https://doi.org/10.1016/j.amc.2013.05.032 |
Numerical solution of an optimal investment problem with proportional transaction costs
| Authors | Carlos Vázquez, Íñigo Arregui Álvarez |
| Journal | Journal of Computational and Applied Mathematics Vol. 236 Num. 12 (pages 2923 to 2937) |
| DOI | https://doi.org/10.1016/j.cam.2012.01.029 |
Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics
| Authors | Carlos Vázquez, María Suárez Taboada |
| Journal | Applied Mathematics and Computation Vol. 218 Num. 9 (pages 5217 to 5230) |
| DOI | https://doi.org/10.1016/j.amc.2011.11.004 |
Mathematical analysis and numerical methods for pricing pension plans allowing early retirement
| Authors | María del Carmen Calvo Garrido, Andrea Pascucci, Carlos Vázquez |
| Journal | SIAM JOURNAL ON APPLIED MATHEMATICS Vol. 73 Num. 5 (pages 1747 to 1767) |
Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Journal | Journal of Computational Finance Vol. 16 Num. 1 (pages 111 to 140) |
Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions
| Authors | Nuria Calvo, José Durany Castrillo, Raquel Toja Gómez, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 235 Num. 5 (pages 1394 to 1411) |
Numerical solution of a thermomechanical coupled model governing glacier evolution
| Authors | Nuria Calvo, J. Durany, Raquel Toja Gomez, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 12 Num. 4 (pages 2040 to 2057) |
Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems
| Authors | Andrea Pascucci, María Suárez Taboada, Carlos Vázquez |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 21 (pages 1479 to 1498) |
| DOI | https://doi.org/10.1142/s0218202511005465 |
A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model
| Authors | Carlos Vázquez, A. González Gaspar |
| Journal | MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 260 to 267) |
A new fully nonisothermal coupled model for the simulation of ice sheet flow
| Authors | Carlos Vázquez, N. Calvo, A. Durany |
| Journal | PHYSICA D Vol. 239 Num. 5 (pages 248 to 257) |
A numerical method for pricing spread options on LIBOR rates with a PDE model
| Authors | Carlos Vázquez, María Suárez Taboada |
| Journal | MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 1074 to 1080) |
Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
| Authors | Carlos Vázquez, Íñigo Arregui Álvarez, A. Acción |
| Journal | Applied Mathematics and Computation Vol. 215 Num. 9 (pages 3461 to 3472) |
Temperature-dependent shear flow and the absence of thermal runaway in valley glaciers
| Authors | Carlos Vázquez, Raquel Toja Gómez |
| Journal | PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES Vol. 466 Num. 2114 (pages 363 to 382) |
An introduction to black-scholes modeling and numerical methods in derivates pricing
| Authors | Carlos Vázquez |
| Journal | MAT Num. 17 (pages 3 to 44) |
Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez, J.J. Cendán, Carlos Parés |
| Journal | RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE Vol. 42 (pages 645 to 665) |
A survey on mathematical aspects of lubrication
| Authors | Carlos Vázquez, G. Bayada |
| Journal | BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 39 (pages 31 to 74) |
GLANUSIT: a software toolbox for the numerical simulation of large ice masses evolution
| Authors | Carlos Vázquez, N. Calvo, J. Durany, Raquel Toja Gómez |
| Journal | Advances in Engineering Software Vol. 38 (pages 410 to 422) |
Numerical simulation of head/tape magnetic reading devices by a new 2-D model
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | FINITE ELEMENTS IN ANALYSIS AND DESIGN Vol. 43 (pages 311 to 320) |
A coupled multivalued model for ice streams and its numerical simulation
| Authors | Natividad Calvo, José Durany, Ana I. Muñoz, E. Schiavi, Carlos Vázquez |
| Journal | IMA JOURNAL OF APPLIED MATHEMATICS Vol. 71 (pages 62 to 91) |
About a generalized Buckley-Leverett equation and lubrication multifluid flow.
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Journal | EUROPEAN JOURNAL OF APPLIED MATHEMATICS Vol. 17 (pages 491 to 524) |
Micro-roughness effects in (elasto) hydrodynamic lubrication including a mass-flow preserving cavitation model.
| Authors | G. Bayada, S. Martin, Carlos Vázquez |
| Journal | TRIBOLOGY INTERNATIONAL Vol. 39 (pages 1707 to 1718) |
Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part I: Time discretization.
| Authors | Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez |
| Journal | SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 44 (pages 1829 to 1853) |
Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part II: Fully discretized scheme and quadrature formulas.
| Authors | Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez |
| Journal | SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 44 (pages 1854 to 1876) |
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange-Galerkin methods.
| Authors | Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez |
| Journal | APPLIED NUMERICAL MATHEMATICS Vol. 56 (pages 1256 to 1270) |
A duality method for the compressible Reynolds equation. Application to simulation of read/write processes in magnetic storage devices
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 175 Num. 1 (pages 31 to 40) |
An average flow model of the Reynolds roughness including mass-flow preserving cavitation
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Journal | JOURNAL OF TRIBOLOGY-TRANSACTIONS OF THE ASME Vol. 127 Num. 4 (pages 793 to 802) |
Effects d¿anisotropie par homogénéisation dans un problème à frontière libre
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Journal | COMPTES RENDUS MATHEMATIQUE Vol. 340 (pages 541 to 546) |
Homogenization of a non local elastohydrodynamic lubrication problem: a new free boundary model
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 15 Num. 12 (pages 1923 to 1956) |
Numerical techniques for pricing callable bonds with notice
| Authors | Javier Farto, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 161 Num. 3 (pages 989 to 1013) |
Sensitivity and approximation of coupled fluid-structure equations by virtual control method
| Authors | Cornel Marius Murea, Carlos Vázquez |
| Journal | APPLIED MATHEMATICS AND OPTIMIZATION Vol. 52 Num. 2 (pages 183 to 218) |
Two-scale homogenization of a hydrodynamic Elrod-Adams model
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Journal | ASYMPTOTIC ANALYSIS Vol. 44 (pages 75 to 110) |
Modelado y simulación numérica de la dinámica y termomecánica de grandes masas de hielo.
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Journal | BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 28 (pages 7 to 50) |
On the existence of solution for a nonhomogeneous Stokes-rod coupled model.
| Authors | Guy Bayada, Michelle Chambat, Begoña Cid Iglesias, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS Vol. 59 (pages 1 to 19) |
Two-scale homgenization of a Reynolds-rod elastohydrodynamic model
| Authors | Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 13 Num. 2 (pages 259 to 293) |
Numerical simulation of the elastohydrodynamic Reynolds-rod model for lubrication of rough surfaces
| Authors | Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias |
| Journal | JOURNAL OF COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING Vol. 3 Num. 3 (pages 239 to 249) |
Finite elements numerical solution of a coupled profile-velocity-temperature shallow ice sheet approximation model
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo |
| Journal | Journal of Computational and Applied Mathematics Vol. 158 (pages 31 to 41) |
Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, J. Durany Castrillo |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 12 Num. 2 (pages 229 to 248) |
Numerical simulation of a lubricated hertzian contact problem under imposed load
| Authors | Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba |
| Journal | FINITE ELEMENTS IN ANALYSIS AND DESIGN Vol. 38 Num. - (pages 645 to 658) |
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 36 Num. 2 (pages 325 to 343) |
On a doubly nonlinear parabolic obstacle problem modelling ice sheet dynamics
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, Jesús Ildefonso Díaz Díaz, J. Durany Castrillo, Emanuel Schiavi |
| Journal | SIAM JOURNAL ON APPLIED MATHEMATICS Vol. 63 Num. 2 (pages 683 to 707) |
Efficient parallel numerical solver for the elastohydrodynamic Reynolds-Hertz problem
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez |
| Journal | PARALLEL COMPUTING Vol. 27 Num. 13 (pages 1743 to 1765) |
Existence of solution of an elastohydrodynamic Reynolds-Koiter model.
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE Vol. 333 Num. 1 (pages 1047 to 1052) |
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-beaing.
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Journal | COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 190 Num. - (pages 2051 to 2062) |
Mathematical Analysis of a Stefan Problem with Dirichlet-Signorini Boundary Conditions Appearing in Polythermic Ice Sheet Modeling.
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castillo |
| Journal | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 262 Num. - (pages 577 to 600) |
Mathematical analysis of some new Reynolds-rodelastohydrodynamic models.
| Authors | Carlos Vázquez, Begoña Cid Iglesias, Guy Bayada |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 24 Num. - (pages 1169 to 1187) |
Numerical computation of ice sheet profiles with free boundary models
| Authors | José Durany Castrillo, Carlos Vázquez, Natividad Calvo Ruibal |
| Journal | APPLIED NUMERICAL MATHEMATICS Num. 35 (pages 111 to 128) |
A Parallel Approach for Solving a Lubrication Problem in Industrial Devices
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez |
| Journal | LECTURE NOTES IN COMPUTER SCIENCE Vol. 1593 Num. - (pages 1087 to 1093) |
High Performance Computing of a New Numerical Algorithm for an Industrial Problem in Tribology
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Carlos Vázquez |
| Journal | LECTURE NOTES IN COMPUTER SCIENCE Vol. 1573 Num. - (pages 652 to 665) |
Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets
| Authors | Carlos Vázquez, N. Calvo, José Durany Castillo |
| Journal | NUMERICHE MATHEMATIK Vol. 83 Num. - (pages 557 to 580) |
Resolución Eficiente dun Problema de Lubricación Bóla-Plano mediante Técnicas de Vectorización e Paralelización
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez |
| Journal | DÍXITOS (NOVAS DO CENTRO DE SUPERCOMPUTACIÓN DE GALICIA) Num. - (pages 4 to 5) |
Characteristics method for the formulation and computation of a free boundary cavitation problem
| Authors | Guy Bayada, Michelle Chambat, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 98 Num. - (pages 191 to 212) |
An upwind numerical approach for an American and European option pricing model
| Authors | Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 97 Num. - (pages 273 to 286) |
Solución numérica de problemas de contacto rodante esférico en lubricación elastohidrodinámica
| Authors | José Durany Castillo, Guillermo García Lomba, Carlos Vázquez |
| Journal | INFORMACIÓN TECNOLÓGICA Vol. 9 Num. 1 (pages 159 to 166) |
An Elastohydrodynamic Coupled Problem Between a Piezoviscous Reynolds Equation and a Higed Plate Model
| Authors | Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba |
| Journal | MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 31 Num. 4 (pages 495 to 516) |
Comparación de Algoritmos Numéricos en problemas de Lubricación Hidrodinámica en Dimensión uno
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo |
| Journal | REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. 13 Num. 2 (pages 185 to 210) |
Numerical solution of a Reynolds-Hertz Coupled Problem with a Nonlocal Constraint
| Authors | Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba |
| Journal | SCIENTIFIC COMPUTATION, MODELLING AND APPLIED MATHEMATICS Vol. 5 Num. - (pages 615 to 620) |
Numerical Simulation of two coupled Problems with Free Boundary in Tribology
| Authors | Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba |
| Journal | FREE BOUNDARY PROBLEMS NEWS Vol. - Num. 4 (pages 32 to 33) |
Existence of solution for elastohydrodynamic lubrications problems with a New Model for cavitation
| Authors | G. Bayada, M. E. Alaoui, Carlos Vázquez |
| Journal | EUROPEAN JOURNAL OF APPLIED MATHEMATICS Vol. 7 Num. - (pages 63 to 73) |
A Mixed Dirichlet-Neuman Problem for a Nonlinear Reynolds equation on Elastohydrodynamic Piezoviscous Lubrication
| Authors | J. Durany, G. García, Carlos Vázquez |
| Journal | PROCEEDINGS OF THE EDINBURGH MATHEMATICAL SOCIETY Vol. 39 Num. - (pages 151 to 162) |
Numerical computation of Free Boundary Problems in Elastohydrodynamic Lubrication
| Authors | J. Durany, G. García, Carlos Vázquez |
| Journal | APPLIED MATHEMATICAL MODELLING Vol. 20 Num. - (pages 104 to 113) |
Comparación de Algoritmos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
| Authors | N. Calvo, J. Durany, Carlos Vázquez |
| Journal | REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. - Num. - (pages 1094 to 1103) |
Contacto elastohidrodinámico en lubricación piezoviscosa de dispositivos. Eje Cojinete con imposición de carga
| Authors | J. Durany, G. García, Carlos Vázquez |
| Journal | REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. - Num. - (pages 1114 to 1123) |
Third International Conference on Computational Finance. Book of abstracts
| Publishing | Publicaciones UDC, (España) |
| ISBN | 978¿84¿9749¿725¿1 |
Advances in Numerical Simulation in Physics and Engineering
| Authors | Estefanía Pena, Begoña Calvo, Enrique D. Fernández Nieto, Emmanuel Gobet, Philippe L. Floch, Carlos Castro Barbero, Emanuel Schiavi, Denis Talay |
| Editors | Carlos Parés Madroñal, Carlos Vázquez, Frederic Coquel |
| Publishing | Springer, (Suiza) |
| ISBN | 978-3-319-02839-2 |
Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Louis Lions School
| Publishing | Universidade da Coruña, Servizo de Publicacións, Coruña, A (España) |
| ISBN | 978-84-9749-420-5 |
Quantum Arithmetic for Directly Embedded Arrays
| Authors | A. Manzano Herrero. D. Musso. Álvaro Leitao. Andrés Gómez. Carlos Vázquez. G. Ordoñez. M. Rodríguez Nogueiras |
| Book |
The 4th XoveTIC Conference Vol. 1 Publishing: MDPI. ISBN: 978-3-0365-2497-9 |
| Pages | From 45 to 45 |
PIDE modelling and numerical methods for pricing swing options in electricity markets with two stochastic factors
| Authors | M.C. Calvo-Garrido. M. Ehrhardt. C. Vázquez |
| Book |
Actas XXV Congreso de Ecuaciones Diferenciales y Aplicaciones, XV Congreso de Matemática Aplicada Publishing: UP4, Institute of Sciences, S.L. ISBN: 978-84-944402-1-2 |
| Pages | From 107 to 114 |
CVA computing by PDE models
| Authors | I. Arregui. B. Salvador. Carlos Vázquez |
| Book |
Numerical Analysis and its Applications Publishing: SPRINGER. ISBN: 978-3-319-57099-0 |
| Pages | From 15 to 24 |
Numerical methods for nonlinear option pricing models with variable transaction costs
| Authors | I. Arregui. D. Sevcovic. Carlos Vázquez |
| Book |
Proceedings of the 2017 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-88694-7 |
| Pages | From 131 to 139 |
Sparse grid combination technique for Hagan SABR/LIBOR Market Model
| Authors | Jose German Lopez Salas. Carlos Vázquez |
| Book |
Novel Methods for Computational Finance Publishing: SPRINGER. ISBN: 978-3-319-61281-2 |
| Pages | From 477 to 500 |
Quantification of model risk: data uncertainty
| Authors | Zuzana Krajcovicova. Pedro Pablo Pérez Velasco. Carlos Vázquez |
| Book |
Geometric Science of Information Third International Conference, GSI 2017 Publishing: SPRINGER. ISBN: 978-3-319-68445-1 |
| Pages | From 523 to 531 |
New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
| Authors | M. Suárez-Taboada. C. Vázquez |
| Book |
Proceedings of the 2017 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-88694-7 |
| Pages | From 131 to 139 |
Modelling and optimisation techniques with applications in food processes, bio-processes and bio-systems
| Authors | E. Balsa-Canto. A.A. Alonso. A. Arias-Méndez. M.R. García. Alejandro López-Núñez. M. Mosquera-Fernández. Carlos Vázquez. C. Vilas |
| Book |
Numerical Simulation in Physics and Engineering: Lecture Notes of the XVI Jacques-Louis Lions Spanish-French School Vol. 9 Publishing: SPRINGER. ISBN: 978-3-319-32146-2 |
| Pages | From 187 to 216 |
Numerical solution of an optimal investment problem with transaction costs
| Authors | Íñigo Arregui Álvarez. Carlos Vázquez |
| Book |
Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-2230-3 |
| Pages | From 120 to 126 |
A numerical strategy for telecommunications networks capacity planning
| Authors | I. Arregui. B. Salvador. Carlos Vázquez |
| Book |
Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-2230-3 |
| Pages | From 152 to 159 |
A GPU implementation of an asset-liability management model for insurance companies
| Authors | J. L. Fernández-Pérez. Ana María Ferreiro. J.A. García-Rodríguez. Carlos Vázquez |
| Book |
Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-2230-3 |
| Pages | From 490 to 502 |
Pricing adjustable-rate mortgages with prepayment and default options
| Authors | M. C. Calvo-Garrido. Carlos Vázquez |
| Book |
Actas XXIV Congreso de ecuaciones diferenciales y aplicaciones/XIV Congreso de matemática aplicada Publishing: Universidad de Cádiz. ISBN: 978-84-9828-527-7 |
| Pages | From 779 to 785 |
Speed up calibration and pricing of SABR models: from equities to interest rates derivatives
| Authors | A.M. Ferreiro-Ferreiro. J.A. García-Rodríguez. J.G. López-Salas. Carlos Vázquez |
| Book |
Actuarial Sciences and Quantitative Finance Publishing: SPRINGER. ISBN: 978-3-319-18239-1 |
| Pages | From 49 to 63 |
Matemáticas y economía
| Authors | Carlos Vázquez |
| Book |
Unidad Didáctica Matemáticas del Planeta Tierra Publishing: Ministerio de Economía y Competitividad. ISBN: 978-94-007-6189-6 |
| Pages | From 171 to 191 |
Planes de pensiones basados en el salario medio: análisis matemático y solución numérica
| Authors | M. C. Calvo-Garrido. Andrea Pascucci. Carlos Vázquez |
| Book |
Actas XXIII Congreso de ecuaciones diferenciales y aplicaciones/XIII Congreso de matemática aplicada Publishing: Universitat Jaume I . ISBN: 978-84-8021-963-1 |
| Pages | From 18 to 26 |
Drift-Free Simulation methods for pricing cross-market derivatives with LMM
| Authors | J. L. Fernandez. María Rodríguez Nogueiras. Marta Pou Bueno. Carlos Vázquez |
| Book |
Recent Developments in Computational Finance Foundations, Algorithms and Applications Publishing: World Scientific Publishing. ISBN: 978-981-4436-42-7 |
| Pages | From 373 to 406 |
An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
| Authors | A.M. Ferreiro-Ferreiro. Jose Antonio García-Rodríguez. Jose German Lopez Salas. Carlos Vázquez |
| Book |
RSME 2011.Transfer and Industrial Mathematics Publishing: Servizo de Publicacións USC. ISBN: 978-84-9887-715-1 |
| Pages | From 175 to 179 |
Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem
| Authors | Alfredo Bermúdez de Castro. María Rodríguez Nogueiras. Carlos Vázquez |
| Book |
Free Boundary Problems Vol. - Publishing: Birkhäuser. ISBN: 978-3-7643-7718-2 |
| Pages | From 95 to 106 |
A Parallel Algorithm for an Elastohydrodynamic Piezoviscous Lubrication Problem.
| Authors | Manuel Carlos Arenaz Silva. Ramón Doallo. Juan Touriño Domínguez. Carlos Vázquez |
| Book |
Kluwer Int'l Series in Engineering and Computer Science( Parallel Numerical Computation with Applications) Vol. - Publishing: Kluwer Academic Publishers. ISBN: 0-7923-8588-8 |
| Pages | From 191 to 201 |
A Parallel algorithm for a lubrication problem
| Authors | Manuel Carlos Arenaz Silva. Ramón Doallo. Juan Touriño Domínguez. Carlos Vázquez |
| Book |
Kluwer Int'l Series in Engineering and Computer Science( Parallel Numerical Computation with Applications) Vol. - Publishing: Kluwer Academic Publishers. ISBN: 0-7923-8588-8 |
| Pages | From 191 to 201 |
Modelos Matemáticos en Lubricación Hidrodinámica y Elastohidrodinámica
| Authors | Carlos Vázquez. Natividad Calvo Ruibal. José Durandy Castrillo. Guillermo García Lomba |
| Book |
Actas de la Jornada Científica en Homenaje al Profesor Antonio Valle Sánchez Vol. - Publishing: Univ. de Sevilla. ISBN: 84-472-0407-3 |
| Pages | From 45 to 59 |
Ëtude mathématique et numérique d'un modèle de cavitation
| Authors | Carlos Vázquez |
| Book |
Lubrification hydrodynamique et élastohydrodynamique Vol. - Publishing: Univ. Claude-Bernard-Lyon. ISBN: nodef-0486 |
| Pages | From 0 to 0 |
Contributions to the mathematical analysis and numerical simulation of stochastic models of general equilibrium with heterogeneous agents and fixed costs
| Autor | Jonatan Ráfales Pérez |
| Director/s | Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Design, analysis and optimization of biochemical and genetic regulation routes using stochastic models
| Autor | Carlos Xosé Sequeiros Ferreiro |
| Director/s | Irene Otero Muras; Julio Rodriguez Banga; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Contributions to the pricing of financial derivatives contracts in commodity markets and the use of quantum computing in finance
| Autor | Alberto Pedro Manzano Herrero |
| Director/s | Andrea Pallavicini; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente |
Mathematical models and numerical methods for XVA in multi-currency setting
| Autor | Roberta Simonella |
| Director/s | Iñigo Arregui Álvarez; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Modelling, mathematical analysis and numerical simulation to value derivatives related to renewable energy certificates
| Autor | María de los Angeles Baamonde Seoane |
| Director/s | María Del Carmen Calvo Garrido; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Real world scenario generator
| Autor | Sara Bárbara Dutra Lopes |
| Director/s | CARLOS VÁZQUEZ CENDÓN MARÍA DO ROSÁRIO GROSSINHO |
| Scope | Universidade de Lisboa |
| Qualification | Sobresaliente Cum Laude |
Contributions to mathematical modelling and numerical simulation of biofilms
| Autor | Alejandro López Núñez |
| Director/s | Eva Balsa Canto; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
New approaches to quantification and management of model risk
| Autor | Zuzana Krajcovicova |
| Director/s | Pedro Pablo Pérez Velasco; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Portfolio representation as applied to model points selection for ALM in life insurance
| Autor | Enrico Ferri |
| Director/s | María del Pilar Barrios Gómez; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Modeling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA
| Autor | Beatriz Salvador Mancho |
| Director/s | Iñigo Arregui Álvarez; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Mathematical modelling, analysis and numerical simulation for a general class of gene regulatory networks
| Autor | Manuel Pájaro Diéguez |
| Director/s | Antonio Álvarez Alonso, Carlos Vázquez Cendón |
| Scope | Universidade de Vigo |
| Qualification | Sobresaliente Cum Laude |
Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives
| Autor | José Germán López Salas |
| Director/s | Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Mathematical analysis and numerical methods for pricing some pension plans and mortgages
| Autor | María del Carmen Calvo Garrido |
| Director/s | Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Apto Cum Laude |
Drift Free Simulation and LIBOR Market Models
| Autor | Marta Pou Bueno |
| Director/s | Carlos Vázquez Cendón, José Luis Fernández Pérez |
| Scope | Matemáticas |
| Qualification | Apto Cum Laude |
Numerical methods to price interest rate derivatives based on LIBOR Market Model for forward rates
| Autor | María Suárez Taboada |
| Director/s | Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Apto Cum Laude |
Contributions to the numerical simulation of coupled models in glaciology
| Autor | Raquel Toja Gómez |
| Director/s | Carlos Vázquez Cendón;José Durany Castrillo |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Contribution à la modélisation de phénomènes de frontiére libre en mécanique des filmes minces
| Autor | Sébastien Martin |
| Director/s | Guy Bayada ;Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Estudio matemático y numérico del modelo de Reynolds-Koiter y de los modelos tribológicos en lectura magnética
| Autor | J.Jesús Cendán Verdes |
| Director/s | Íñigo Arregui Álvarez;Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Numerical analysis of second order Lagrange-Galerkin schemes. Application to option pricing problems
| Autor | María Rodríguez Nogueiras |
| Director/s | Alfredo Bermúdez de Castro;Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Nuevos modelos elastohidrodinámicos en Tribología: análisis matemático y simulación numérica.
| Autor | Mª Begoña Cid Iglesias |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
Análisis y resolución numérica de algunos modelos matemáticos de frontera libre en glaciología
| Autor | Natividad Calvo Ruibal |
| Director/s | José Durany Castrillo;Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Apto |
Estudio matemático de fenómenos de cavitación en lubricación elastohidrodinámica piezoviscosa
| Autor | Guillermo García Lomba |
| Director/s | Carlos Vázquez Cendón;J. Durany Castrillo |
| Scope | Matemáticas |
| Qualification | Apto |
Modelling and numerical methods for pricing in renewable energy certificates markets
ALGORITMY 2024 Central-European Conference on Scientific Computing
International
| Authors | María A. Baamonde-Seoane, M. C. Calvo-Garrido, Carlos Vázquez |
| Place | High Tatra Mountains (Eslovaquia) |
A nonlinear PDE model for pricing of Renewable Energy Certificates (ETAMM 2024)
Emerging trends in applied mathematics and mechanics - ETAMM 2024
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, C. Vázquez |
| Place | Coruña, A (España) |
Numerical solution of obstacle problems arising in equilibrium models with heterogeneous agents and two productive sectors
Emerging trends in applied mathematics and mechanics - ETAMM 2024
International
| Authors | Jonatan Ráfales, C. Vázquez |
| Place | Coruña, A (España) |
Stochastic modelling of rough surfaces in tribology
Emerging trends in applied mathematics and mechanics - ETAMM 2024
International
| Authors | I. Arregui, C. Vázquez |
| Place | Coruña, A (España) |
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
V International Conference on Computational Finance (ICCF2024)
International
| Authors | J.G. López-Salas, S. Pérez-Rodríguez, C. Vázquez |
| Place | Amsterdam (Países Bajos) |
Scope 3 capital design for carbonemissions-facilitation tax risk
V International Conference on Computational Finance (ICCF2024)
International
| Authors | D. Trevisani, Jose German Lopez Salas, C. Kenyon, Carlos Vázquez, M. Berraoui |
| Place | Amsterdam (Países Bajos) |
Pricing American options with endogeneous negative rates under Heston model
XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
National
| Authors | I. Arregui, A. López-Núñez, C. Vázquez |
| Organization | UNIVERSIDAD DEL PAÍS VASCO |
| Place | Bilbao (España) |
Models and numerical methods for XVA pricing in multicurrency derivatives
XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
National
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Organization | UNIVERSIDAD DEL PAÍS VASCO |
| Place | Bilbao (España) |
Two-productive sector equilibrium problems with heterogeneous agents under jump-diffusion models
XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
National
| Authors | Jonatan Ráfales, C. Vázquez |
| Organization | UNIVERSIDAD DEL PAÍS VASCO |
| Place | Bilbao (España) |
Deep joint learning valuation of Bermudan swaptions
XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
National
| Authors | F. Casanova, Álvaro Leitao, F. de Lope, Carlos Vázquez |
| Organization | UNIVERSIDAD DEL PAÍS VASCO |
| Place | Bilbao (España) |
XVA modeling with nonlinear PDEs and its numerical solution
Actuarial and Financial Mathematics Conference
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Bruselas (Bélgica) |
Model and numerical methods related to renewable energy certificates
Actuarial and Financial Mathematics Conference
International
| Authors | María A. Baamonde-Seoane, M.C. Calvo-Garrido, Carlos Vázquez |
| Place | Bruselas (Bélgica) |
Method for pricing renewable energy certificates
VI Congreso XoveTIC 2023
National
| Authors | María A. Baamonde-Seoane, M. C. Calvo-Garrido, C. Vázquez |
| Organization | Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC) |
| Place | Coruña, A (España) |
Equilibrium problems with heterogeneous agentes undaer jump-diffusion models
21st IMACS World Congress
International
| Authors | Jonatan Ráfales, C. Vázquez |
| Place | Roma (Italia) |
XVA Modelling and Computing in a Multicurrency Setting
21st IMACS World Congress
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Place | Roma (Italia) |
Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Model and Numerical Methods for Pricing Renewable Energy Certificate Derivatives
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática
Aplicada (XXVII CEDYA - XVII CMA)
National
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Universidad de Zaragoza (UNIZAR) |
| Place | Zaragoza (España) |
Pricing renewable energy certificates and some derivatives
Fields-CFI Workshop on Impacts of Climate Change on Economics, Finance, and Insurance 2022
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | THE FIELDS INSTITUTE |
| Place | Toronto (Canadá) |
Total value adjustment in a multi-currency setting with deterministic FX rates. Modelling and numerical computing
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Modeling mathematical analysis and numerical simulation of problems related to XVA
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | B. Salvador, C. Vázquez, I. Arregui, Álvaro Leitao, C.W. Oosterlee, D. Sevcovic |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Equilibrium problems with heterogeneous agents: mathematical modelling and numerical solution
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | Jonatan Ráfales, Carlos Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Coupled models for equilibrium problems with heterogeneous agents
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática
Aplicada (XXVII CEDYA - XVII CMA)
National
| Authors | Jonatan Ráfales, C. Vázquez |
| Organization | Universidad de Zaragoza (UNIZAR) |
| Place | Zaragoza (España) |
A nonlinear PDE model for pricing Renewable Energy Certificates
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Place | Online (Alemania) |
A Nonlinear PDE Model for Pricing Renewable Energy Certificates
Canandian Applied and Industrial Mathematics Society 2021 (CAIMS 2021)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Organization | Canadian Applied and Industrial Mathematics Society |
| Place | Waterloo (Canadá) |
PDE model and numerical methods for pricing Renewable Energy Certificates
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática
Aplicada (XXVI CEDYA / XVI CMA)
National
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, C. Vázquez |
| Organization | Universidad de Oviedo (UNIOVI) |
| Place | Gijón (España) |
Free boundary SABR model for possible negative rates: computation of the volatility surface
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática
Aplicada (XXVI CEDYA / XVI CMA)
National
| Authors | María A. Baamonde-Seoane, Carlos Vázquez |
| Organization | Universidad de Oviedo (UNIOVI) |
| Place | Gijón (España) |
Modelling and Computing the XVA for Several European Options in a Multi-Currency Setting
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Place | Online (Alemania) |
A Hybrid Approach Based on a Multi-Level Monte-Carlo Finite Element Method for XVA in European Options
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | G. Colonna, A.M. Ferreiro-Ferreiro, C. Vázquez |
| Place | Online (Alemania) |
Quasi-regresion Monte-Carlo Scheme for BSDEs and Applicatins in Finance
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | E. Gobet, J.G. López-Salas, C. Vázquez |
| Place | Online (Alemania) |
XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | I. Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez |
| Place | Gijón (España) |
New mathematical models for pricing a mine extraction project
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | M. Pignotti, M. Suárez-Taboada, C. Vázquez |
| Place | Gijón (España) |
Time integration with AMF-W-type methods and applications to the Heston problem
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | J.G. López-Salas, S. Pérez-Rodríguez, C. Vázquez |
| Place | Gijón (España) |
Quantum Arithmetic for Directly Embedded Arrays 2: Advanced Operations and Applications
2nd European Quantum Technologies Virtual Conference (EQTC)
International
| Authors | A. Manzano Herrero, D. Musso, Álvaro Leitao, A. Gómez, C. Vázquez, G. Ordoñez |
| Organization | National University of Ireland |
| Place | Galway - online (Irlanda) |
Computational advances in financial mathematics for valuation adjustments (XVA)
ALGORITHMY 2020
International
| Authors | Arregui, Inigo, B. Salvador, Daniel Sevcovic, C. Vázquez |
| Place | Podbanske (Eslovaquia) |
PDE models for American options with total value adjustment and two stochastic factors
International Conference on Computational Finance 2019 (ICCF2019)
International
| Authors | I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
Pricing swing options in electricity markets with two stochastic factors: PIDE modelling and numerical solution
3rd International Conference on Computational Finance
International
| Authors | M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez |
| Place | Coruña, A (España) |
LIBOR market model with credit risk under real world measure
3rd International Conference on Computational Finance
International
| Authors | Sara Dutra-Lopes, C. Vázquez |
| Place | Coruña, A (España) |
Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs
3rd International Conference on Computational Finance
International
| Authors | E. Gobet, J.G. López-Salas, C. Vázquez |
| Place | Coruña, A (España) |
Mining extraction projects: mathematical analysis and numerical methods for new PDE models
3rd International Conference on Computational Finance
International
| Authors | M. Pignotti, M. Suárez-Taboada, C. Vázquez |
| Place | Coruña, A (España) |
Regression Monte Carlo schemes for BSDEs
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International
| Authors | E. Gobet, J.G. López-Salas, C. Vázquez |
| Place | Valencia (España) |
Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
The 2nd XoveTIC Conference (XoveTIC 2019)
Autonomous
| Authors | E. Gobet, J.G. López-Salas, C. Vázquez |
| Organization | Universidade da Coruña |
| Place | Coruña, A (España) |
Assessing flood risk probability in urban environments using a new GPU parallelized dual drainage model
5th IAHR Europe Congress
International
| Authors | Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez, M. Castro |
| Place | Trento (Italia) |
Effect of rainfall and calibration uncertainties in flood warning systems forecasts
5th IAHR Europe Congress
International
| Authors | Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez |
| Place | Trento (Italia) |
Total value adjustment for European options with two stochastic factors
16th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM2018)
International
| Authors | Iñigo Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez |
| Place | Rodas (Grecia) |
An approach for model points selection in life insurance
22nd International Congress on Insurance, Mathematics and Economics
International
| Authors | A.M. Ferreiro-Ferreiro, E. Ferri, J.A. García-Rodríguez, C. Vázquez |
| Place | Sidney (Australia) |
Numerical Simulation of the Dynamics of Listeria monocytogenes Biofilms
XoveTIC 2018
Autonomous
| Authors | E. Balsa-Canto, A. López-Núñez, C. Vázquez |
| Organization | Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC) |
| Place | Coruña, A (España) |
Supercomputing: A View from Financial Mathematics
Financial Mathematics and Supercomputing
International
| Authors | C. Vázquez |
| Place | Coruña, A (España) |
An Asset-Liability Management (ALM) model for insurance companies and its implementation in GPUs
Financial Mathematics and Supercomputing
International
| Authors | J.A. García-Rodríguez, J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, C. Vázquez |
| Place | Coruña, A (España) |
Efficient regression Monte Carlo schemes for semilinear PDEs and its application to problems arising in mathematical finance
Financial Mathematics and Supercomputing
International
| Authors | J.G. López-Salas, E. Gobet, P. Turkedjiev, C. Vázquez |
| Place | Coruña, A (España) |
Pension plans with defined benefits based on salary: mathematical modeling, analysis and numerical simulation
Congreso Bienal de la Real Sociedad Matemática Española Zaragoza 2017
National
| Authors | M.C. Calvo-Garrido, C. Vázquez |
| Place | Zaragoza (España) |
Pricing XVA for European and American options with (non)linear PDEs
Stochastic Dynamical Models in Mathematical Finance, Econometrics and Actuarial Sciences
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Lausanne (Suiza) |
Pricing swing options with jump-diffusion models and a partial integro-differential equations approach
Commodity and Energy Markets 2017 - CEM2017
International
| Authors | M.C. Calvo-Garrido, C. Vázquez |
| Place | Oxford (Reino Unido) |
PDE models for total value adjustment in European and American options
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Cartagena (España) |
PIDE modelling and numerical methods for pricing swing options in electricity markets with two stochastic factors
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National
| Authors | M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez |
| Place | Cartagena (España) |
PIDE modelling of genetic circuits and a semilagrangian numerical method for its solution
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National
| Authors | M. Pájaro, I. Otero, A.A. Alonso, C. Vázquez |
| Place | Cartagena (España) |
Sparse grid combination technique for SABR/LIBOR market models
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National
| Authors | J.G. López-Salas, C. Vázquez |
| Place | Cartagena (España) |
Parallel Stratified Regression Monte-Carlo Scheme For BSDEs
Workshop on BSDEs and SPDEs
International
| Authors | E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez |
| Place | Edinburgo (Reino Unido) |
Numerical methods for nonlinear option pricing models with variable transaction costs
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International
| Authors | I. Arregui, D. Sevcovic, C. Vázquez |
| Place | Rota (España) |
PDE models for optimal investment under uncertainty with environmental effects
Second International Conference on Computational Finance - ICCF2017
International
| Authors | I. Arregui, C. Vázquez |
| Place | Lisboa (Portugal) |
PDE models and numerical methods for XVA in European and American options with stochastic intensities of default
Second International Conference on Computational Finance - ICCF2017
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Lisboa (Portugal) |
Real world scenarios with negative interest rates based on LIBOR Market Model
Second International Conference on Computational Finance - ICCF2017
International
| Authors | S. Dutra, C. Vázquez |
| Place | Lisboa (Portugal) |
A new concept of qualitative robustness on risk estimation
Second International Conference on Computational Finance - ICCF2017
International
| Authors | J.L. Fernández, E. Ferri, C. Vázquez |
| Place | Lisboa (Portugal) |
Sensitivity analysis and model risk
Second International Conference on Computational Finance - ICCF2017
International
| Authors | Z. Krajcovicova, P.P. Pérez-Velasco, C. Vázquez |
| Place | Lisboa (Portugal) |
PDE methods for swing options on electricity prices depending on two stochastic factors
Applied Mathematics Techniques for Energy Markets in Transition
International
| Authors | M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez |
| Place | Leiden (Países Bajos) |
Quantification of model risk: data uncertainty
Geometric Science of Information, Third International Conference
International
| Authors | Z. Krajcovicova, P.P. Pérez-Velasco, C. Vázquez |
| Place | París (Francia) |
New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International
| Authors | M. Suárez-Taboada, C. Vázquez |
| Place | Rota (España) |
E cient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
European Conference Mathematics in Industry (ECMI) 2016
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Organization | European Consortium on Mathematics in Industry |
| Place | Santiago de Compostela (España) |
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry (ECMI2016)
International
| Authors | María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez |
| Organization | European Consortium for Mathematics in Industry |
| Place | Santiago de Compostela (España) |
Recent advances in temperature and enthalpy PDE models for ice sheets simulation
Ecole de Recherche+Colloque CIMPA 2016: Modélisation, analyse mathématique et numérique
International
| Authors | J. Durany, N. Calvo, C. Vázquez |
| Place | Nador (Marruecos) |
Numerical methods for a new first order nonlinear ODE model governing cavitation in piezoviscous lubrication
Emerging trends in applied mathematics and mechanics - ETAMM 2016
International
| Authors | G. García, C. Moreno, C. Vázquez |
| Place | Perpignan (Francia) |
Parameter calibration and simulation of a biofilm model
XVII Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International
| Authors | E. Balsa-Canto, A. López-Núñez, C. Vázquez |
| Place | Gijón (España) |
Parallel stratified regression Monte-Carlo scheme for BSDEs with applications in finance
19th European Conference on Mathematics for Industry (ECMI2016)
International
| Authors | E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez |
| Organization | European Consortium for Mathematics in Industry |
| Place | Santiago de Compostela (España) |
Numerical solution of a 2D multispecies biofilm model based on PDEs
19th European Conference on Mathematics for Industry (ECMI2016)
International
| Authors | E. Balsa-Canto, A. López-Núñez, C. Vázquez |
| Organization | European Consortium for Mathematics in Industry |
| Place | Santiago de Compostela (España) |
PDE models for pricing fixed rate morgages and their insurance and coinsurance
Second International Congress on Actuarial Sciences and Quantitative Finance
International
| Authors | M.C. Calvo-Garrido, C. Vázquez |
| Place | Cartagena de Indias (Colombia) |
PDEs and numerical methods for XVA computing
Sixth Conference on Numerical Analysis and Applications - NAA'16
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Lozenetz (Bulgaria) |
Modeling and simulation of the dynamics of Listeria Monocytogenes biofllms thickness
Biofilms 7
International
| Authors | A. López-Núñez, M. Mosquera-Fernández, M. Briandet, C. Vázquez, E. Balsa-Canto |
| Place | Porto (Portugal) |
The enthalpy method for the thermodynamics of shallow ice approximation models
9 Asamblea Hispano-Portuguesa de Geofísica y Geodesia - 9AHPGG
International
| Authors | N. Calvo, J. Durany, C. Vázquez |
| Place | Madrid (España) |
Real world scenarios for interest rates based on the LIBOR market model
International Conference on Economic Modelling - EcoMod2016
International
| Authors | S. Lópes |
| Place | Lisboa (Portugal) |
Thermodynamical behaviour of polythermal ice sheets by using temperature and enthalpy formulations
6th Iberian Mathematical Meeting
International
| Authors | J. Durany, N. Calvo, C. Vázquez |
| Place | Santiago de Compostela (España) |
Wakeupcall: Doctorado Industrial Europeo del programa H2020 orientado a la investigación del riesgo financiero
Workshop on Mathematical Solutions for Industry: Success stories and perspectives
National
| Authors | P. Barrios, P.P. Pérez-Velasco, C. Vázquez |
| Place | Madrid (España) |
Stability of stochastic regulatory gene networks using entropy methods
IFAC Workshop on Thermodynamic Foundations of Mathematical System Theory
International
| Authors | M. Pájaro, A.A. Alonso, J.A. Carrillo, C. Vázquez |
| Place | Vigo (España) |
Numerical solution of an optimal investment problem with transaction costs
11th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2011
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Organization | Universidad de Salamanca |
| Place | Benidorm (España) |
Pricing Adjustable-Rate Mortgages with prepayment and default options
XXIV Congress on Differential Equations and Applications/XIV Congress on Applied Mathematics
National
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Universidad de Cádiz (UCA) |
| Place | Cádiz (España) |
Modelling and numerics in investment problems with proportional transaction costs
Workshop on Models and Numerics in Financial Mathematics
International
| Authors | I. Arregui, C. Vázquez |
| Organization | Lorentz Center |
| Place | Leiden (Países Bajos) |
Algunas matemáticas aplicadas al sector financiero
Matemáticas como pivote entre la Ciencia y la Tecnología
International
| Authors | I. Arregui, C. Vázquez |
| Organization | UNIVERSIDAD COMPLUTENSE DE MADRID |
| Place | Escorial, El (España) |
A new technique for drift-free simulation in LIBOR Market Model
Stochastics and Computational Finance
International
| Authors | J.L. Fernández-Pérez, Marta Pou Bueno, M. Rodríguez Nogueiras, C. Vázquez |
| Place | Lisboa (Portugal) |
From deterministic to stochastic
International Seminar on Continuous vs Discrete-Time Bioeconomic Models: Seasonal Fisheries
International
| Authors | C. Vázquez |
| Organization | UNIVERSIDAD COMPLUTENSE DE MADRID |
| Place | Pozuelo de Alarcón (España) |
PDE models and numerical methods for XVA computing
Research in Options 2015
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Place | Rio de Janeiro (Brasil) |
A numerical strategy for telecommunications networks capacity planning
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International
| Authors | I. Arregui, B. Salvador, C. Vázquez |
| Organization | UNIVERSIDAD DE SALAMANCA |
| Place | Rota (España) |
A GPU implementation of an asset-liability management model for insurance companies
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International
| Authors | J.L Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Organization | UNIVERSIDAD DE SALAMANCA |
| Place | Rota (España) |
Mathematical transfer to life insurance companies: ALM modelling and its implementation in GPUs
XXIV Congreso en Ecuaciones Diferenciales Y Aplicaciones (XXIV CEDYA)/ XIV Congreso de Matemáticas Aplicadas (XIV CMA).
International
| Authors | J.L Fernández-Pérez, Ana María Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Organization | Sociedad Española de Matemática Aplicada |
| Place | Cádiz (España) |
Approximation of Semiliar Parabolic PDES with GPUS Via Backward Stochastic Differential Equations
MCM 2015, The Tenth IMACS Seminar On Monte Carlo Methods
International
| Authors | E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez |
| Place | Linz (Austria) |
GPU implementation of an stochastic ALM model for life insurance
International Conference of Computational Finance - ICCF2015
International
| Authors | J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Place | Londres (Reino Unido) |
New enthalpy models for ice sheets and its numerical simulation
CMAT Open Day 2015
International
| Authors | N. Calvo, J. Durany, C. Vázquez |
| Place | Braga (Portugal) |
Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
First International Congress on Actuarial Sciences and Quantitative Finance
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Bogotá (Colombia) |
Algunas herramientas matemáticas y computacionales para la transferencia al sector financiero
II Jornada CRM-Empresa Finanzas Cuantitativas
National
| Authors | Carlos Vázquez |
| Place | Barcelona (España) |
Pricing xed-rate mortgages under jump-di usion models for the house value
International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2014
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Univ. de Cádiz |
| Place | Rota (España) |
Efficient calibration and pricing with SABR models and GPUs
Mini-Workshop in Stochastic Computing and Optimization
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Wurzburg (Alemania) |
Speed up of derivatives pricing and calibration with SABR models in GPUs
Research in Options 2014
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Buzios (Brasil) |
Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
The 18th European Conference on Mathematics
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Organization | European Consortium for Mathematics in Industry |
| Place | Taormina (Italia) |
Modelling and optimisation techniques with applications in food processes, bioprocesses and Biosystems
XVI Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International
| Authors | E. Balsa-Canto, A.A. Alonso, A. Arias-Méndez, M.R. García, A. López-Núñez, M. Mosquera-Fernández, C. Vázquez |
| Organization | UNIVERSIDAD PÚBLICA DE NAVARRA |
| Place | Pamplona/Iruña (España) |
Numerical solution of a biofilm model based on PDEs
XVI Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International
| Authors | E. Balsa-Canto, A. López-Núñez, C. Vázquez |
| Organization | UNIVERSIDAD PÚBLICA DE NAVARRA |
| Place | Pamplona/Iruña (España) |
Pricing fixed-rate mortgages under jump-diffusion models for the house value
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
International
| Authors | M.C. Calvo-Garrido, C. Vázquez |
| Place | Rota (España) |
Algunos modelos de EDPs para la valoración de derivados
Cádiz Numérica
National
| Authors | Carlos Vázquez |
| Place | Cádiz (España) |
Algunos productos financieros derivados y modelos matemáticos para su valoración
Matemática en el límite: Escuela de Verano de la Universidad Complutense de Madrid
National
| Authors | Carlos Vázquez |
| Place | Escorial, El (España) |
Pricing pension plans under jump-diffusion models
19th IMACS World Congress
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Place | Escorial, El (España) |
Investment under uncertainty with environmental effects
Mathematics and Geosciences: Local and global perspectives (MATHGEO2013)
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Madrid (España) |
Numerical methods for nonlinear PDEs in finance
III Autum Meeting Nonlinear PDEs in Finance
International
| Authors | Carlos Vázquez |
| Place | Lisboa (Portugal) |
PDE and PIDE for pension plans without and with early retirement options
Research in Options 2013
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Place | Buzios (Brasil) |
Adaptive solution of a elastohydrodynamic problem arising in magnetic reading devices
V International Conference on Coupled Problems in Science and Engineering
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | International Center for Numerical Methods in Engineering |
| Place | Eivissa (España) |
New numerical methods for pricing xed rate mortgages with prepayment and default options
Mathematical Modelling in Engineering and Human Behaviour 2013
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Place | Valencia (España) |
Numerical methods for pricing companies with GPUs
SCICADE 2013
International
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Organization | UNIVERSIDAD DE VALLADOLID |
| Place | Valladolid (España) |
Algunos ejemplos de transferencia matemática al sector financiero
Congreso bienal de la RSME 2013
National
| Authors | Carlos Vázquez |
| Organization | Universidade de Santiago de Compostela |
| Place | Santiago de Compostela (España) |
Comparación de modelos de balance de energía em grandes masas de hielo: entalpía frente a temperatura
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de
Matemática Aplicada
National
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Organization | Sociedad Española de Matemática Aplicada |
| Place | Castellón de la Plana/Castelló de la Plana (España) |
Planes de pensiones basados en el salario: análisis matemático y resolución numérica
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de
Matemática Aplicada
National
| Authors | María del Carmen Calvo Garrido, Andrea Pascucci |
| Organization | Sociedad Española de Matemática Aplicada |
| Place | Castellón de la Plana/Castelló de la Plana (España) |
Transferencia de herramientas matemáticas y computacionales para valorar productos financieros
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de
Matemática Aplicada
National
| Authors | Carlos Vázquez |
| Organization | Sociedad Española de Matemática Aplicada |
| Place | Castellón de la Plana/Castelló de la Plana (España) |
SABR/LIBOR market models: pricing and calibration for some interest rates derivatives
13th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2013)
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Almería (España) |
New numerical methods for pricing fixed rate mortgages with prepayment and default options
Mathematical Modelling in Engineering and Human Behaviour 2013
International
| Authors | M.C. Calvo-Garrido, Carlos Vázquez |
| Place | Valencia (España) |
Analysis and numerical solution of a stock loan pricing model
Mathematical Modelling in Engineering and Human Behaviour 2012
International
| Authors | María Suárez Taboada, Carlos Vázquez |
| Place | Valencia (España) |
Drift-Free Simulation Methods for Pricing Commodity Derivatives
Mathematical Modelling in Engineering and Human Behaviour 2012
International
| Authors | José Luis Fernández Pérez, Marta Pou Bueno, Carlos Vázquez |
| Place | Valencia (España) |
An efficient implementation of simulated annealing in GPUs and its application to caliberation of SABR stochastic volatility model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED
SCIENCES AND ENGINEERING (ECCOMAS 2012)
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Viena (Austria) |
Analysis and numerical solution of a stock loan pricing model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED
SCIENCES AND ENGINEERING (ECCOMAS 2012)
International
| Authors | Andrea Pascucci, Carlos Vázquez, M. Suárez-Taboada |
| Place | Viena (Austria) |
A new parameterization for the Drift-Free Simulation in the LIBOR Market Model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED
SCIENCES AND ENGINEERING (ECCOMAS 2012)
International
| Authors | José Luis Fernández Pérez, Marta Pou Bueno, María Rodríguez Nogueiras, Carlos Vázquez |
| Place | Viena (Austria) |
Pricing companies: PDE models, efficient numerical methods and parallel implementations
First Joint Conference of the Belgian, Royal Spanish and Louxemburg Mathematical Societies
International
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Place | Lieja (Bélgica) |
An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
1st Joint Conference of the Belgian, Royale Spanish and Luxembourg Mathematical Societies
International
| Authors | Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez |
| Place | Liege (Bélgica) |
Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caplets
8. VIII Encuentro de la Red de Análisis Funcional. La Manga del Mar Menor, Murcia, 19 - 21 Abril, 2012
National
| Authors | Andrea Pascucci, María Suárez Taboada, Carlos Vázquez |
| Place | San Pedro del Pinatar (España) |
A new DFS technique for pricing cross-currency derivatives with LMM
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International
| Authors | J.L. Fernández-Pérez, M.R. NOGUERAS, M. POU, Carlos Vázquez |
| Place | Torremolinos (España) |
Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International
| Authors | M.C. Calvo-Garrido, A. Pascucci, Carlos Vázquez |
| Place | Torremolinos (España) |
Numerics and PDEs in Finance
Quantitative Methods in Financial and Insurance Mathematics
International
| Authors | Carlos Vázquez, María del Carmen Calvo Garrido |
| Place | Leiden (Países Bajos) |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
MAMERN 2011
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | UNIVERSIDAD DE GRANADA |
| Place | Saidia (Marruecos) |
A Lagrange-Galerkin method for the numerical solution of a pension plan based on salary model
Congresso de Métodos Numéricos em Engenharia
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Associaçao Portuguesa de Mecânica Teórica, Aplicada e Computational (APMTAC) |
| Place | Coimbra (Portugal) |
Numerical methods to solve a PDE model for pricing pension plans based on average salary with early retirement
International Workshop on Numerical Methods in Computational Finance
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Place | Frankfurt (Alemania) |
Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | Universidad de las Islas Baleares (UIB) |
| Place | Palma (España) |
Modelos de valoración de negocios basados en EDP y su resolución numérica
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Organization | Universidad de las Islas Baleares (UIB) |
| Place | Palma (España) |
An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
RSME Conference on Transfer and Industrial Mathematics
International
| Authors | Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
A nonisothermal coupled model for the numerical simulation of glaciers flow
Congresso de Métodos Numéricos em Engenharia
International
| Authors | N. Calvo, J. Durany, Raquel Toja, Carlos Vázquez |
| Organization | Associaçao Portuguesa de Mecânica Teórica, Aplicada e Computational (APMTAC) |
| Place | Coimbra (Portugal) |
Adaptive numerical methods for an elastohydrodynamic problem arising in magnetic reading devices
5. International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN 11)
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Saidia (Marruecos) |
Numerical methods for PDE modeling of LIBOR rate derivatives with LMM
The Fifth General Conference on Advanced Mathematical Methods in Finance, AMAMEF 2010
International
| Authors | María Suárez Taboada, Carlos Vázquez |
| Place | Bled (Eslovenia) |
Numerical solution of PDE models for retirement plans based on average salary
Congress SIMAI-SEMA 2010
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
A new more consistent model for piezoviscous hydrodynamc lubrication
Congress SIMAI-SEMA 2010
International
| Authors | Guy Bayada, Begoña Cid Iglesias, Guillermo García Lomba, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
Numerical verification of shallow ice profile models through effective tools with analytical solutions
Congress SIMAI-SEMA 2010
International
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
Numerical methods for PDE problems modelling Amerasian options pricing
Congress SIMAI-SEMA 2010
International
| Authors | Alfredo Bermúdez de Castro, María Rodríguez Nogueiras, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
Monomer flow
75 European Study Group wit Industry (75 ESGI)
International
| Authors | John Chapman, Laura Cribbin, Paul Dellar, A. Dunne, N. Fowkes, V. Lapin, William Lee, E. Murphy, O. Power, Carlos Vázquez, W. Sweatman |
| Organization | MACSI |
| Place | Limerick (Irlanda) |
PDE models and methods for interest rate derivatives in LMM framework
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
International
| Authors | M. Suárez-Taboada, Carlos Vázquez |
| Place | Barcelona (España) |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
European Multigrid 2010 (EMG2010)
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Ischia (Italia) |
Modeling, mathematical analysis and numerical methods for a ratchet cap pricing problem
Congress SIMAI-SEMA 2010
International
| Authors | M. Suárez-Taboada, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
Numerical solution of a free boundary problem associated to investments with irreversible environmental effects.
3er International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez, Antonio Acción Penas |
| Place | Pau (Francia) |
Modelado con Black-Scholes y resolución numérica para valorar un contrato tipo Ratchet-Cap
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones. XI Congreso de Matemática Aplicada
National
| Authors | Carlos Vázquez, María Suárez Taboada |
| Place | Ciudad Real (España) |
Simulación numérica de un modelo de frontera libre para la evolución del perfil de un glaciar
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones. XI Congreso de Matemática Aplicada
National
| Authors | Carlos Vázquez, Toja Gómez Raquel, Natividad Calvo Ruibal, José Durany Castrillo |
| Place | Ciudad Real (España) |
Binomial trees for Markovian functional Swap Market Models
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International
| Authors | Carlos Vázquez, María Suárez Taboada, Carmen Calvo |
| Place | Tetuan (Marruecos) |
Numerical Methods for a coupled profile-velocity-temperature problemin polythermal glaciers
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International
| Authors | Carlos Vázquez, Raquel Toja Gómez, José Durany Castrillo, Natividad Calvo Ruibal |
| Place | Tetuan (Marruecos) |
Shallowice sheet models and numerical simulation
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International
| Authors | Carlos Vázquez, Raquel Toja Gómez, José Durany Castrillo, Natividad Calvo Ruibal |
| Place | Tetuan (Marruecos) |
Micro-roughness effects in (elasto)hydrodynamic lubrication including a mass-flow preserving cavitation model
6th International Congress on Industrial and Applied Mathematics (ICIAM07)
International
| Authors | Sébastien Martin, Carlos Vázquez, Guy Bayada |
| Place | Zurich (Suiza) |
Numerical techniques for ice-mass dynamics simulation by using a complete shallow ice approximation
6th International Congress on Industrial and Applied Mathematics (ICIAM07)
International
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo, Raquel Toja Gómez |
| Place | Zurich (Suiza) |
Elrod-Adams free boundary model: a tentative of physical justification
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
Homogenization of (elasto)hydrodynamic lubrication problems with rough surfaces
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
Mathematical model and numerical simulation of an elastohydrodynamical problem arising in magnetic reading
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
Numerical methods for pricing some Asian options with Black-Scholes models
Numerics of Finance
International
| Authors | Alfredo Bermúdez de Castro, María Rodríguez Nogueiras, Carlos Vázquez |
| Place | Frankfurt (Alemania) |
Homogeneización de problemas (elasto)hidrodinámicos en lubricación
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National
| Authors | Guy Bayada, Sébastien Martin, Carlos Vázquez |
| Place | Sevilla (España) |
Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National
| Authors | Antonio Acción Penas, Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Sevilla (España) |
Second order Lagrange-Galerkin methods for convection-diffusion-reaction problems.
Marrakesh World Conference on Diferential Equations and applications.
International
| Authors | Carlos Vázquez, Alfredo Bermúdez, María Rodríguez Nogueiras |
| Place | Marrakesh (Marruecos) |
Numerical methods for shalow ice models.
Seminario Internacional Complutense Earth Sciences and Mathematics.
International
| Authors | Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez |
| Organization | Universidad Complutense de Madrid |
| Place | Madrid (España) |
Comparison ot two iterative algoritms to solve fixed-strike Amerasian options (unilateral obstacle) pricing problem
FBP 2005
International
| Authors | Carlos Vázquez, A. Bermúdez, María R. Nogueiras |
| Place | Coimbra (Portugal) |
Interface fluid/free boundary problems in thin film flows
FBP 2005
International
| Authors | Sébastien Martin, G. Bayada, Carlos Vázquez |
| Place | Coimbra (Portugal) |
Higher order methods of Eurasian and Amerasian option pricing problems
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International
| Authors | María R. Nogueiras, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
Optimization of a duality method for the compressible Reynolds equation
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Parés Madroñal, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
Second order characteristics/finite elements for possibly(degenerated) convection-diffusion-reaction problems
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International
| Authors | María R. Nogueiras, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
Resolución numérica de un modelo acoplado de intercambio energético hielo-atmósfera
VII Congreso de Métodos Numéricos en la Ingeniería
International
| Authors | Natividad Calvo, José Durany, Carlos Vázquez |
| Place | Granada (España) |
Modelos acoplados de procesos elastohidrodinámicos en lectura magnética
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez, Carlos Parés Madroñal |
| Organization | Universidad Carlos III de Madrid |
| Place | España |
Un método de características crack-Nicholson de orden 2
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National
| Authors | A. Bermúdez, María R. Nogueiras, Carlos Vázquez |
| Organization | Universidad Carlos III de Madrid |
| Place | España |
Métodos numéricos para un modelo multívoco de flujo de agua en corrientes rápidas de hielo
Congresso de Métodos Computacionais em Engenharia
International
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Ana Isabel Muñoz Montalvo, Emmanuel Schiavi, Carlos Vázquez |
| Place | Lisboa (Portugal) |
Simulación numérica en glaciología mediante modelos globales de hielo poco profundo.
Congresso de Métodos Computacionais em Engenharia
International
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Place | Lisboa (Portugal) |
A global shallow ice model and its numerical simulation.
Fourth International Conference on Engineering Computational Technology(ECT 2004)
International
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Place | Lisboa (Portugal) |
Un método numérico para la ecuación no lineal de Reynolds en dispositivos magnéticos
Nuevos retos y perspectivas en la dinámica no lineal: sus aplicaciones
National
| Authors | J.J. Cendán, Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Toledo (España) |
Numerical methods for pricing fixed average Eurasian options with continuous arithmetic averaging
Stochastic Finance 2004
International
| Authors | Alfredo Bermúdez de Castro López-Varela, María Rodríguez Nogueiras, Carlos Vázquez |
| Place | Lisboa (Portugal) |
Variational inequalities for the valuation of financial derivatives
WONAPDE 2004
International
| Authors | Alfredo Bermúdez de Castro López Varela, María Rodríguez Nogueiras, Carlos Vázquez |
| Place | Concepción (Chile) |
A duality method for the compressible Reynolds equiation. Application to simulation of read/write processes in magnetic storage devices
International Conference of Computational Methods in Sciences and Engineering
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Kastoria (Grecia) |
Chracteristics/finite elements for pricing callable bonds with notice
First AMS-RSME Joint Meeting
International
| Authors | Carlos Vázquez, Javier Farto Graña |
| Place | Sevilla (España) |
Métodos de características/elementos finitos de orden dos para la valoración de opciones asiáticas
XVIII CEDYA-VIII Congreso de Matemática aplicada
National
| Authors | Carlos Vázquez, Alfredo Bermudez de Castro, María Rodríguez Nogueiras |
| Place | Tarragona (España) |
Existencia de solución de un modelo de Stokes-viga estacionario con condiciones de contorno no homogéneas
XVIII CEDYA-VIII Congreso de Matemática aplicada
National
| Authors | Carlos Vázquez, Begoña Cid Iglesias, Michelle Chambat, Guy Bayada |
| Place | Tarragona (España) |
Un esquema numérico implícito para un modelo térmico de Stefan-Signorini en grandes masas de hielo
XVIII CEDYA-VIII Congreso de Matemática aplicada
National
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo |
| Place | Tarragona (España) |
Algoritmos de resolución numérica de un problema termohidráulico con frontera libre en Glaciología.
XVIII CEDYA-VIII Congreso de Matemática aplicada
National
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo, Ana Muñoz Montalvo, Emanuelle Schiavi |
| Place | Tarragona (España) |
Sur un couplage fluide-poutre pour un fluide de faible épaisseur et une poutre rugueuse. Modélisation et homogénéisation double échelle
34ème Congres National d¿Analyse Numérique - CANUM2002
International
| Authors | Carlos Vázquez, Begoña Cid Iglesias, Guy Bayada, Michelle Chambat |
| Place | Anglet (Francia) |
Finite elements numerical solution of a coupled profile-velocity-temperature shallow ice sheet approximation
International Conference on Computational and Mathematical Methods on Science and Ingineering CMMSE2002
International
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo |
| Place | España |
Numerical simulation of elastohydrodynamic Reynolds-rod model for lubrication of routh surfaces
International Conference on Computational and Mathematical Methods on Science and Ingineering CMMSE2002
International
| Authors | Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias |
| Place | España |
Estudio matemático de un modelo acoplado estacionario de tipo Stokes-Viga.
Congreso no lineal 2002
National
| Authors | Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias, Michelle Chambat |
| Organization | Universidad de Castilla-La Mancha |
| Place | Cuenca (España) |
Un problema de frontera móvil en la hidrodinámica de la antártida
V Congreso de Métodos Numéricos en Ingeniería
International
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo |
| Place | Madrid (España) |
Un modelo de Stefan-Signorini no -newtoniano con efectos basales para la termodinámica de grandes masas de hielo
V Congreso de Métodos Numéricos en Ingeniería
International
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo |
| Place | Madrid (España) |
Numerical model validation with experimental data on dam break problems involving wetting/drying fronts over initially dry bed adverse slopes
International Conference on fluvial hydraulics
International
| Authors | Jerónimo Puertas Agudo, Carlos Vázquez, Pilar Brufau, Pilar García Navarro, Ana Méndez |
| Place | Louvain-la-Neuve (Bélgica) |
Existencia de solución del nuevo modelo de Reynolds-Koiter para dispositivos eje-cojinete elásticos.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Salamanca (España) |
Homogeneización mediante doble escala del modelo elastohidrodinámico de Reynolds-viga en el caso rugoso.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National
| Authors | Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias |
| Place | Salamanca (España) |
Un esquema implícito para la difusión no lineal en el cálculo de perfiles de grandes masas de hielo.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany |
| Place | Salamanca (España) |
Simulación numérica del comportamiento termoelastohidrodinámico de la Antártida mediante modelos de hielo poco profundo.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National
| Authors | Carlos Vázquez, José Durany, Natividad Calvo Ruibal |
| Place | Salamanca (España) |
Characteristics numerical method for pricing convertible bonds and options with 1-d parabolic models
Ninth International Congress on Computational and Applied Mathematics
International
| Authors | Félix Díaz Hermida, Carlos Vázquez |
| Place | Lovaina (Bélgica) |
Paralelización de un Algoritmo Numérico para Problemas Elastohidradinámicos de Contacto Puntual
IV Congreso de Métodos Numéricos en Ingeniería
International
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez |
| Place | Sevilla (España) |
Simulación Numérica del Eje- Cojinete con el Nuevo Modelo Elastohidrodinámico de Reynolds- Koiter
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | España |
Deducción y Análisis Matemático de nuevos modelos acoplados de tipo Reynolds- Viga
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National
| Authors | Carlos Vázquez, Guy Bayada, B. Cid |
| Place | España |
Análisis Matemático y Numérico de algunos problemas de frontera libre en casquetes polares politérmicos
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National
| Authors | Carlos Vázquez, N. Calvo, José Durany Castrillo |
| Place | España |
Un método numérico para el cálculo de espesores en grandes masas de hielo
IV Congreso de Métodos Numéricos en Ingeniería
International
| Authors | Carlos Vázquez, N. Calvo, José Durany Castrillo |
| Place | Sevilla (España) |
Aproximación de la temperatura en modelos no lineales de masas de hielo politérmico
IV Congreso de Métodos Numéricos en Ingeniería
International
| Authors | Carlos Vázquez, N. Calvo, José Durany Castrillo |
| Place | Sevilla (España) |
Resolución Numérica de un Problema de Frontera Libre de Glaciares Temperados
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International
| Authors | Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo |
| Place | Vigo (España) |
Algoritmos Numéricos para la Resolución del Modelo de Deriva-Difusión Unidimensional en Semiconductores
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International
| Authors | Carlos Vázquez, Nicolás Sánchez Roel |
| Place | Vigo (España) |
Cálculo numérico de las distribuciones de espesor y presión en un problema de lubricación sobre un cojinete de contacto rodante
6as Jornadas Portuguesas de Tribologia
International
| Authors | José Durany Castrillo, Guillermo García, Carlos Vázquez |
| Place | Coimbra (Portugal) |
About a Reynolds-Hertz Coupled Problem with a Nonlocal Constraint in Elastohydrodynamic Lubrication
Modelisation Mathematique et Tribologie; Lubrification et Frottement Sec.
International
| Authors | José Durany Castrillo, Guillermo García, Carlos Vázquez |
| Place | Lyon (Francia) |
Numerical Simulation of Reynolds-Hertz an Reynolds-Koiter elastohydrodinamic coupled models
Fourth World Congress on Computational Mechanics
International
| Authors | Íñigo Arregui Álvarez, José Durany Castillo, Guillermo García, Carlos Vázquez |
| Place | Buenos Aires (Argentina) |
High Performance Computing of a New Numerical Algorithm for an Industrial Problem in Tribology
3rd International Meeting on Vector and Parallel Processing VECPAR'98
International
| Authors | Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez, Guillermo García |
| Place | Oporto (Portugal) |
Multiprocessing on the AP3000 System for Solving Lubrication Problem in Mechanical Engineering
8th Int'l Parallel Computing Workshop. PCW'98
International
| Authors | Manuel Carlos Arenaz Silva, Margarita Amor López, Juan Touriño Domínguez, Guillermo García, Carlos Vázquez, Ramón Doallo |
| Place | Singapur (Singapur) |
Elastohydrodynamic Piezoviscous Lubrication Problems in thin Bearing Devices
6 Congreso International Colloquium on Numerical Analysis and Computer Science With Applications
International
| Authors | Carlos Vázquez, José Durany Castillo, Guillermo García Bayada |
| Place | Plovdiv (Bulgaria) |
Numerical Solution of a Reynolds Hertz Coupled Problem With Nonlocal Constraint
15 IMACS World Congress
International
| Authors | Carlos Vázquez, José Durany, Guillermo García |
| Place | Berlín (Alemania) |
Algoritmos numéricos para la resolución del modelo de derivada-difusión unidimensional en semiconductores
V Congreso de Matemática Aplicada
National
| Authors | Nicolás Sánchez, Carlos Vázquez |
| Organization | Universidade de Vigo |
| Place | Vigo (España) |
Resolución numérica de un problema de frontera libre en glaciares temperados
V Congreso de Matemática Aplicada
National
| Authors | Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez |
| Organization | Universidade de Vigo |
| Place | Vigo (España) |
Numerical Analysis of a Cavitation Free Boundary Problem with Flux Imposed boundary Condition
FBP 97: Free Boundary Problems and Applications
International
| Authors | Carlos Vázquez, Guy Bayada, Michelle Chambat |
| Place | Creta (Grecia) |
Contacto elastohidrodinámico en lubricación pierzoviscosa de dispositivos eje-cojinete con imposición de carga
Métodos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
National
| Authors | J. Durany, G. García, Carlos Vázquez |
| Place | Zaragoza (España) |
Comparación de Algoritmos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
Métodos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
National
| Authors | N. Calvo, J. Durany, Carlos Vázquez |
| Place | Zaragoza (España) |
Academic or management positions held by teacher.