Publicaciones en las que colabora con Carlos Vázquez Cendón (7)

2024

  1. Corrigendum to “article: A stochastic theta-SEIHRD model: adding randomness to covid-19 spread,” [Communications in Nonlinear Science and Numerical Simulation, 115 (2022), 106731] (Communications in Nonlinear Science and Numerical Simulation (2022) 115, (S1007570422002714), (10.1016/j.cnsns.2022.106731))

    Communications in Nonlinear Science and Numerical Simulation

  2. Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk

    International Journal of Computer Mathematics, Vol. 101, Núm. 8, pp. 821-841

2022

  1. A Modular Framework for Generic Quantum Algorithms

    Mathematics, Vol. 10, Núm. 5

  2. A Survey on Quantum Computational Finance for Derivatives Pricing and VaR

    Archives of Computational Methods in Engineering, Vol. 29, Núm. 6, pp. 4137-4163

  3. The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread

    Communications in Nonlinear Science and Numerical Simulation, Vol. 115

2021

  1. Quantum Arithmetic for Directly Embedded Arrays †

    Engineering Proceedings, Vol. 7, Núm. 1

2013

  1. Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs

    Mathematics and Computers in Simulation, Vol. 94, pp. 55-75