Person:168144

Available identifiers

zbMath Open arregui.inigo-aWikidataQ60695955 ScholiaQ60695955MaRDI QIDQ168144

List of research outcomes

Publication	Date of Publication	Type
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework	2024-01-23	Paper
Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting	2023-09-15	Paper
A stochastic local volatility technique for TARN options	2022-02-17	Paper
A Monte Carlo approach to American options pricing including counterparty risk	2022-02-16	Paper
Total value adjustment for European options in a multi-currency setting	2021-11-16	Paper
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices	2021-02-18	Paper
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution	2020-10-07	Paper
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation	2019-11-08	Paper
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk	2019-05-28	Paper
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk	2019-03-29	Paper
CVA Computing by PDE Models	2017-07-07	Paper
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty	2017-02-09	Paper
A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution	2014-09-09	Paper
Magnetohydrodynamic kink waves in two-dimensional non-uniform prominence threads	2013-02-21	Paper
Numerical solution of an optimal investment problem with proportional transaction costs	2012-05-11	Paper
Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects	2010-02-09	Paper
On the nature of kink MHD waves in magnetic flux tubes	2009-10-29	Paper
Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices	2008-09-01	Paper
The influence of the internal structuring of coronal loops on the properties of their damped transverse oscillations	2007-09-25	Paper
https://portal.mardi4nfdi.de/entity/Q5291977	2007-06-19	Paper
Numerical simulations of linear magnetohydrodynamic waves in two-dimensional force-free magnetic fields	2005-03-07	Paper
A duality method for the compressible Reynolds equation. application to simulation of read/write processes in magnetic storage devices	2005-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q4445101	2004-01-28	Paper
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device	2003-08-25	Paper
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing	2003-07-06	Paper
Existence of solution of an elastohydrodynamic Reynolds–Koiter model	2002-05-20	Paper
An Eulerian approach for large displacements of thin shells including geometrical nonlinearities	1998-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q3126578	1998-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4845277	1996-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4291264	1994-07-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Iñigo Arregui