Publicacións nas que colabora con José Germán López Salas (2)

2024

  1. 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

  2. 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