Beatriz Salvador

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
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk International Journal of Computer Mathematics	2024-10-28	Paper
A Monte Carlo approach to American options pricing including counterparty risk International Journal of Computer Mathematics	2022-02-16	Paper
Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model Applied Mathematics and Computation	2021-11-11	Paper
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model Applied Mathematics and Computation	2021-04-01	Paper
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution Computers & Mathematics with Applications	2020-10-07	Paper
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation Computers & Mathematics with Applications	2019-11-08	Paper
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk Comptes Rendus. Mathématique. Académie des Sciences, Paris	2019-05-28	Paper
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk Applied Mathematics and Computation	2019-03-29	Paper
CVA computing by PDE models Lecture Notes in Computer Science	2017-07-07	Paper
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty Journal of Computational and Applied Mathematics	2017-02-09	Paper
scientific article; zbMATH DE number 1551759 (Why is no real title available?)	2003-04-27	Paper

Research outcomes over time

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