Ana María Ferreiro-Ferreiro
From MaRDI portal
Person:1998124
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| 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 Mathematics in Industry | 2023-09-15 | Paper |
| A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Global optimization for data assimilation in landslide tsunami models Journal of Computational Physics | 2021-01-28 | Paper |
| Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs Applied Mathematics and Computation | 2019-11-29 | Paper |
| High Order Two Dimensional Numerical Schemes for the Coupling of Transport Equations and Shallow Water Equations Numerical Mathematics and Advanced Applications | 2009-01-12 | Paper |
Research outcomes over time
This page was built for person: Ana María Ferreiro-Ferreiro
