Publicaciones en las que colabora con Alfredo Bermúdez de Castro López-Varela (5)

2007

  1. Comparison of two algorithms to solve the fixed-strike amerasian options pricing problem

    International Series of Numerical Mathematics (Springer Science and Business Media Deutschland GmbH), pp. 95-106

2006

  1. Numerical analysis of convection-diffusion-reaction problems with higher order characteristics/finite elements. Part I: Time discretization

    SIAM Journal on Numerical Analysis, Vol. 44, Núm. 5, pp. 1829-1853

  2. Numerical analysis of convection-diffusion-reaction problems with higher order characteristics/finite elements. Part II: Fully discretized scheme and quadrature formulas

    SIAM Journal on Numerical Analysis, Vol. 44, Núm. 5, pp. 1854-1876

  3. Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange-Galerkin methods

    Applied Numerical Mathematics, Vol. 56, Núm. 10-11 SPEC. ISS., pp. 1256-1270

1989

  1. An upwind method for solving transport–diffusion–reaction systems

    International Journal for Numerical Methods in Engineering, Vol. 28, Núm. 9, pp. 2021-2039