Publicaciones (15) Publicaciones de Mª del Carmen Calvo Garrido

2023

  1. Method for Pricing Renewable Energy Certificates

    VI Congreso XoveTIC: impulsando el talento científico

  2. Model and numerical methods for pricing renewable energy certificate derivatives

    Communications in Nonlinear Science and Numerical Simulation, Vol. 118

  3. Pricing renewable energy certificates with a Crank–Nicolson Lagrange–Galerkin numerical method

    Journal of Computational and Applied Mathematics, Vol. 422

2021

  1. Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs)

    Applied Mathematics and Computation, Vol. 404

  2. PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model

    Communications in Nonlinear Science and Numerical Simulation, Vol. 102

2019

  1. Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations

    Applied Numerical Mathematics, Vol. 139, pp. 77-92

2018

  1. Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options

    Nonlinear Analysis: Real World Applications, Vol. 39, pp. 157-165

2017

  1. Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate

    SeMA Journal: Boletín de la Sociedad Española de Matemática Aplicada, Vol. 74, Núm. 3, pp. 279-298

  2. Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach

    Journal of Computational Finance, Vol. 20, Núm. 3, pp. 81-107

2016

  1. A new numerical method for pricing fixed-rate mortgages with prepayment and default options

    International Journal of Computer Mathematics, Vol. 93, Núm. 5, pp. 761-780

2015

  1. Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance

    Applied Mathematics and Computation, Vol. 271, pp. 730-742

  2. Pricing adjustable-rate mortgages with prepayment and default options

    Proceedings of the XXIV Congress on Differential Equations and Applications, XIV Congress on Applied Mathematics

2014

  1. Pricing pension plans under jump-diffusion models for the salary

    Computers and Mathematics with Applications, Vol. 68, Núm. 12, pp. 1933-1944

2013

  1. Mathematical analysis and numerical methods for pricing pension plans allowing early retirement

    SIAM Journal on Applied Mathematics, Vol. 73, Núm. 5, pp. 1747-1767

2012

  1. Pricing pension plans based on average salary without early retirement: Partial differential equation modeling and numerical solution

    Journal of Computational Finance, Vol. 16, Núm. 1, pp. 111-140