The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems. - Manuel J. Castro; Ana M. Ferreiro; José Antonio García-Rodríguez; José Manuel González-Vida; Jorge Macías Sánchez; Carlos Parés; M. Elena Vázquez-Cendón (Math. Comput. Model., 2005)

High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems. - Manuel Jesús Castro Díaz; Enrique Domingo Fernández-Nieto; Ana M. Ferreiro; José Antonio García-Rodríguez; Carlos Parés (J. Sci. Comput., 2009)

Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. - D. Castillo; Ana M. Ferreiro; José Antonio García-Rodríguez; Carlos Vázquez 002 (Appl. Math. Comput., 2013)

An efficient implementation of parallel simulated annealing algorithm in GPUs. - Ana M. Ferreiro; José Antonio García-Rodríguez; José G. López-Salas; Carlos Vázquez 002 (J. Glob. Optim., 2013)

Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. - J. L. Fernández; Ana M. Ferreiro; José Antonio García-Rodríguez; Álvaro Leitao; José G. López-Salas; Carlos Vázquez 002 (Math. Comput. Simul., 2013)

SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives. - Ana M. Ferreiro; José Antonio García-Rodríguez; José G. López-Salas; Carlos Vázquez 002 (Appl. Math. Comput., 2014)

GPU parallel implementation for asset-liability management in insurance companies. - José L. Fernández; Ana M. Ferreiro; José Antonio García-Rodríguez; Carlos Vázquez 002 (J. Comput. Sci., 2018)

Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. - Ana M. Ferreiro; José Antonio García-Rodríguez; Luis A. Souto; Carlos Vázquez 002 (Appl. Math. Comput., 2019)

Parallel two-phase methods for global optimization on GPU. - Ana M. Ferreiro; José Antonio García-Rodríguez; Carlos Vázquez 002; Eliana Costa e Silva; Aldina Correia (Math. Comput. Simul., 2019)

Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU. - Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez; Luis A. Souto; Carlos Vázquez 002 (Bus. Inf. Syst. Eng., 2020)

Global optimization for data assimilation in landslide tsunami models. - Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez; José G. López-Salas; Cipriano Escalante; Manuel J. Castro (J. Comput. Phys., 2020)

A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs. - Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez; Luis A. Souto; Carlos Vázquez 002 (Math. Comput. Simul., 2020)

Global optimization for data assimilation in landslide tsunamis models. - Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez; José G. López-Salas; Cipriano Escalante; Manuel Jesús Castro Díaz (CoRR, 2024)

IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing. - José G. López-Salas; M. Suárez-Taboada; Manuel Jesús Castro Díaz; Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez (CoRR, 2024)

Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance. - José G. López-Salas; M. Suárez-Taboada; Manuel J. Castro; Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez (CoRR, 2024)

A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance. - José G. López-Salas; M. Suárez-Taboada; Manuel Jesús Castro Díaz; Ana Maria Ferreiro-Ferreiro; José Antonio García-Rodríguez (CoRR, 2024)