Carlos
Vázquez Cendón
Catedrático de Universidade
![Foto de Carlos](/img/nophoto.png)
![Foto de University of Bologna](/img/noimage_org.png)
University of Bologna
Bolonia, ItaliaPublications in collaboration with researchers from University of Bologna (5)
2021
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PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model
Communications in Nonlinear Science and Numerical Simulation, Vol. 102
2019
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A new mathematical model for pricing a mine extraction project
Nonlinear Analysis: Real World Applications, Vol. 50, pp. 8-24
2013
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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
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Mathematical analysis and numerical methods for pricing pension plans allowing early retirement
SIAM Journal on Applied Mathematics, Vol. 73, Núm. 5, pp. 1747-1767
2011
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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