Publicaciones (177) Publicaciones de Carlos Vázquez Cendón

2024

  1. Corrigendum to “article: A stochastic theta-SEIHRD model: adding randomness to covid-19 spread,” [Communications in Nonlinear Science and Numerical Simulation, 115 (2022), 106731] (Communications in Nonlinear Science and Numerical Simulation (2022) 115, (S1007570422002714), (10.1016/j.cnsns.2022.106731))

    Communications in Nonlinear Science and Numerical Simulation

  2. Invited talks of the CEDYA/CMA 2022, Zaragoza, Spain

    SeMA Journal: Boletín de la Sociedad Española de Matemática Aplicada, Vol. 81, Núm. 1, pp. 1-2

  3. Jump–diffusion productivity models in equilibrium problems with heterogeneous agents

    Mathematics and Computers in Simulation, Vol. 225, pp. 313-331

  4. Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework

    Communications in Nonlinear Science and Numerical Simulation, Vol. 130

2023

  1. Automated Design of Synthetic Gene Circuits in the Presence of Molecular Noise

    ACS synthetic biology, Vol. 12, Núm. 10, pp. 2865-2876

  2. Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk

    International Journal of Computer Mathematics

  3. Global Optimization Approach for Parameter Estimation in Stochastic Dynamic Models of Biosystems

    IEEE/ACM Transactions on Computational Biology and Bioinformatics, Vol. 20, Núm. 3, pp. 1971-1982

  4. IDESS: A toolbox for identification and automated design of stochastic gene circuits

    Bioinformatics, Vol. 39, Núm. 11

  5. Model and numerical methods for pricing renewable energy certificate derivatives

    Communications in Nonlinear Science and Numerical Simulation, Vol. 118

  6. Pricing commodity index options

    Quantitative Finance, Vol. 23, Núm. 2, pp. 297-308

  7. Pricing renewable energy certificates with a Crank–Nicolson Lagrange–Galerkin numerical method

    Journal of Computational and Applied Mathematics, Vol. 422

  8. Valuation and Risk Modeling of Renewable PPAs

    VI Congreso XoveTIC: impulsando el talento científico

  9. XVA in a multi-currency setting with stochastic foreign exchange rates

    Mathematics and Computers in Simulation, Vol. 207, pp. 59-79

2022

  1. A Modular Framework for Generic Quantum Algorithms

    Mathematics, Vol. 10, Núm. 5

  2. A Multi-Level Monte-Carlo with FEM for XVA in European Options

    Mathematics in Industry (Springer Medizin), pp. 321-327

  3. A Survey on Quantum Computational Finance for Derivatives Pricing and VaR

    Archives of Computational Methods in Engineering, Vol. 29, Núm. 6, pp. 4137-4163

  4. Automated design of synthetic biocircuits in the stochastic regime

    IFAC-PapersOnLine

  5. Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting

    Mathematics in Industry (Springer Medizin), pp. 313-319

  6. Preface

    SeMA Journal

  7. Preface

    SeMA Journal: Boletín de la Sociedad Española de Matemática Aplicada, Vol. 79, Núm. 1, pp. 1-2