The following pages link to José A. García-Rodríguez (Q279496):
Displaying 26 items.
- SABR/LIBOR market models: pricing and calibration for some interest rate derivatives (Q279498) (← links)
- (Q618330) (redirect page) (← links)
- High order extensions of roe schemes for two-dimensional nonconservative hyperbolic systems (Q618331) (← links)
- Solving shallow-water systems in 2D domains using finite volume methods and multimedia SSE instructions (Q950068) (← links)
- (Q1421554) (redirect page) (← links)
- A two-layer finite volume model for flows through channels with irregular geometry: computation of maximal exchange solutions. Application to the Strait of Gibraltar. (Q1421556) (← links)
- Chaotic synchronization in a small network of a class of power systems via contraction analysis (Q1954893) (← links)
- Parallel two-phase methods for global optimization on GPU (Q1997322) (← links)
- A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs (Q1998126) (← links)
- Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs (Q2009548) (← links)
- Global optimization for data assimilation in landslide tsunami models (Q2222990) (← links)
- Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432) (← links)
- A parallel 2d finite volume scheme for solving systems of balance laws with nonconservative products: application to shallow flows (Q2384221) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Simulation of shallow-water systems using graphics processing units (Q2654366) (← links)
- (Q2897793) (← links)
- (Q3154590) (← links)
- (Q4450268) (← links)
- High Order Two Dimensional Numerical Schemes for the Coupling of Transport Equations and Shallow Water Equations (Q5503096) (← links)
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
- High-order well-balanced finite volume schemes for 1d and 2d shallow-water equations with variable bathymetry and Coriolis forces (Q6613544) (← links)
- Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance (Q6613548) (← links)
- IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing (Q6613572) (← links)
- Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs (Q6623726) (← links)
- A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance (Q6746773) (← links)
- Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem (Q6749870) (← links)
