M. R. Nogueiras

Available identifiers

Publication	Date of Publication	Type
Multicurve LIBOR market models and drift-free simulation	2018-07-18	Paper
A new parameterization for the drift-free simulation in the Libor market model	2015-04-21	Paper
Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model	2013-09-24	Paper
Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization	2007-10-22	Paper
Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part II: Fully Discretized Scheme and Quadrature Formulas	2007-10-22	Paper
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods	2006-10-05	Paper
Approximation of a structural acoustic vibration problem by hexahedral finite elements	2006-05-26	Paper
Approximation properties of lowest-order hexahedral Raviart--Thomas finite elements	2005-06-23	Paper
NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES	2004-08-06	Paper

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