Beatriz Salvador

Available identifiers

Publication	Date of Publication	Type
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk	2024-10-28	Paper
A Monte Carlo approach to American options pricing including counterparty risk	2022-02-16	Paper
Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model	2021-11-11	Paper
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model	2021-04-01	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
https://portal.mardi4nfdi.de/entity/Q4523996	2003-04-27	Paper

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