Publicaciones en las que colabora con Carlos Vázquez Cendón (6)

2019

  1. A new mathematical model for pricing a mine extraction project

    Nonlinear Analysis: Real World Applications, Vol. 50, pp. 8-24

  2. Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty

    Discrete and Continuous Dynamical Systems - Series B, Vol. 24, Núm. 8, pp. 3503-3523

2013

  1. Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem

    Journal of Mathematical Analysis and Applications, Vol. 403, Núm. 1, pp. 38-53

2012

  1. Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics

    Applied Mathematics and Computation, Vol. 218, Núm. 9, pp. 5217-5230

2010

  1. A numerical method for pricing spread options on LIBOR rates with a PDE model

    Mathematical and Computer Modelling, Vol. 52, Núm. 7-8, pp. 1074-1080