The following pages link to José A. García-Rodríguez (Q279496):
Displayed 20 items.
- SABR/LIBOR market models: pricing and calibration for some interest rate derivatives (Q279498) (← links)
- Item:Q279496 (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)
- Item:Q279496 (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)