María
Suárez Taboada
Profesora Contratada Doutora
José Germán
López Salas
Profesor Axudante Doutor
Publications by the researcher in collaboration with José Germán López Salas (2)
2024
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IMEX-RK Finite Volume Methods for Nonlinear 1d Parabolic PDEs. Application to Option Pricing
SEMA SIMAI Springer Series (Springer Science and Business Media Deutschland GmbH), pp. 419-432
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Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance
SEMA SIMAI Springer Series (Springer Science and Business Media Deutschland GmbH), pp. 145-158