Publicaciones (9) Publicaciones de María Suárez Taboada

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

  3. The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions

    Quantitative Finance, Vol. 19, Núm. 2, pp. 339-356

2018

  1. Uncertainty quantification and Heston model

    Journal of Mathematics in Industry, Vol. 8, Núm. 1

2017

  1. Uncertainty Quantification and Heston Model

    Progress in industrial mathematics at ECMI 2016 (Springer Suiza), pp. 153-160

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

2011

  1. Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model

    Mathematical Models and Methods in Applied Sciences, Vol. 21, Núm. 7, pp. 1479-1498

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