Carlos
Vázquez Cendón
Catedrático de Universidade
Publicacións (177) Publicacións de Carlos Vázquez Cendón
2024
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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
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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
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Jump–diffusion productivity models in equilibrium problems with heterogeneous agents
Mathematics and Computers in Simulation, Vol. 225, pp. 313-331
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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
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Automated Design of Synthetic Gene Circuits in the Presence of Molecular Noise
ACS synthetic biology, Vol. 12, Núm. 10, pp. 2865-2876
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Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
International Journal of Computer Mathematics
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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
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IDESS: A toolbox for identification and automated design of stochastic gene circuits
Bioinformatics, Vol. 39, Núm. 11
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Model and numerical methods for pricing renewable energy certificate derivatives
Communications in Nonlinear Science and Numerical Simulation, Vol. 118
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Pricing commodity index options
Quantitative Finance, Vol. 23, Núm. 2, pp. 297-308
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Pricing renewable energy certificates with a Crank–Nicolson Lagrange–Galerkin numerical method
Journal of Computational and Applied Mathematics, Vol. 422
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Valuation and Risk Modeling of Renewable PPAs
VI Congreso XoveTIC: impulsando el talento científico
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XVA in a multi-currency setting with stochastic foreign exchange rates
Mathematics and Computers in Simulation, Vol. 207, pp. 59-79
2022
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A Modular Framework for Generic Quantum Algorithms
Mathematics, Vol. 10, Núm. 5
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A Multi-Level Monte-Carlo with FEM for XVA in European Options
Mathematics in Industry (Springer Medizin), pp. 321-327
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A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
Archives of Computational Methods in Engineering, Vol. 29, Núm. 6, pp. 4137-4163
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Automated design of synthetic biocircuits in the stochastic regime
IFAC-PapersOnLine
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Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting
Mathematics in Industry (Springer Medizin), pp. 313-319
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Preface
SeMA Journal
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Preface
SeMA Journal: Boletín de la Sociedad Española de Matemática Aplicada, Vol. 79, Núm. 1, pp. 1-2