M. R. Nogueiras

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
Multicurve LIBOR market models and drift-free simulation International Journal of Computer Mathematics	2018-07-18	Paper
A new parameterization for the drift-free simulation in the Libor market model Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM	2015-04-21	Paper
Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model Recent Developments in Computational Finance	2013-09-24	Paper
Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization SIAM Journal on Numerical Analysis	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 SIAM Journal on Numerical Analysis	2007-10-22	Paper
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods Applied Numerical Mathematics	2006-10-05	Paper
Approximation of a structural acoustic vibration problem by hexahedral finite elements IMA Journal of Numerical Analysis	2006-05-26	Paper
Approximation properties of lowest-order hexahedral Raviart--Thomas finite elements Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-06-23	Paper
NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2004-08-06	Paper

Research outcomes over time

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