Iñigo Arregui

Available identifiers

zbMath Open arregui.inigo-aWikidataQ60695955 ScholiaQ60695955MaRDI QIDQ168144

List of research outcomes

Publication	Date of Publication	Type
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk	2024-10-28	Paper
Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes	2024-08-08	Paper
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

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