Ana M. Ferreiro
Orcid: 0000-0002-6202-5639
According to our database1,
Ana M. Ferreiro
authored at least 12 papers
between 2005 and 2020.
Collaborative distances:
Collaborative distances:
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Bibliography
2020
A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs.
Math. Comput. Simul., 2020
J. Comput. Phys., 2020
Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU.
Bus. Inf. Syst. Eng., 2020
2019
Math. Comput. Simul., 2019
Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs.
Appl. Math. Comput., 2019
2018
J. Comput. Sci., 2018
2014
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives.
Appl. Math. Comput., 2014
2013
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs.
Math. Comput. Simul., 2013
J. Glob. Optim., 2013
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs.
Appl. Math. Comput., 2013
2009
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems.
J. Sci. Comput., 2009
2005
The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems.
Math. Comput. Model., 2005