M. Suárez-Taboada

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 new mathematical model for pricing a mine extraction project Nonlinear Analysis. Real World Applications	2020-01-22	Paper
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions Quantitative Finance	2019-09-26	Paper
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty Discrete and Continuous Dynamical Systems. Series B	2019-08-28	Paper
Uncertainty quantification and Heston model Journal of Mathematics in Industry	2019-07-10	Paper
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem Journal of Mathematical Analysis and Applications	2014-01-28	Paper
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics Applied Mathematics and Computation	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 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2011-08-17	Paper
A numerical method for pricing spread options on LIBOR rates with a PDE model Mathematical and Computer Modelling	2011-02-13	Paper

Research outcomes over time

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