Ana María Ferreiro-Ferreiro

Available identifiers

zbMath Open ferreiro-ferreiro.ana-mariaMaRDI QIDQ1998124

List of research outcomes

Publication	Date of Publication	Type
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance	2024-10-02	Paper
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing	2024-10-02	Paper
A Multi-Level Monte-Carlo with FEM for XVA in European Options	2023-09-15	Paper
A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs	2021-03-06	Paper
Global optimization for data assimilation in landslide tsunami models	2021-01-28	Paper
Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs	2019-11-29	Paper
High Order Two Dimensional Numerical Schemes for the Coupling of Transport Equations and Shallow Water Equations	2009-01-12	Paper

Research outcomes over time

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