The following pages link to Beatriz Salvador (Q507920):
Displayed 10 items.
- A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
- PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
- PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
- Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model'' (Q2243260) (← links)
- Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
- Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
- Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
- (Q4523996) (← links)
- A Monte Carlo approach to American options pricing including counterparty risk (Q5031705) (← links)
- CVA Computing by PDE Models (Q5274924) (← links)