M. Suárez-Taboada

Available identifiers

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 new mathematical model for pricing a mine extraction project	2020-01-22	Paper
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions	2019-09-26	Paper
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty	2019-08-28	Paper
Uncertainty quantification and Heston model	2019-07-10	Paper
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem	2014-01-28	Paper
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics	2012-06-11	Paper
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model	2011-08-17	Paper
A numerical method for pricing spread options on LIBOR rates with a PDE model	2011-02-13	Paper

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