Beatriz Salvador

According to our database, Beatriz Salvador authored at least 8 papers between 2016 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model".

Beatriz Salvador, Cornelis W. Oosterlee

Appl. Math. Comput., 2021

Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model.

Beatriz Salvador, Cornelis W. Oosterlee

Appl. Math. Comput., 2021

2020

PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution.

Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez

Comput. Math. Appl., 2020

2019

A Monte Carlo approach to American options pricing including counterparty risk.

Iñigo Arregui, Beatriz Salvador, Carlos Vázquez

Int. J. Comput. Math., 2019

2018

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation.

Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez

Comput. Math. Appl., 2018

2017

A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty.

Iñigo Arregui, Beatriz Salvador, Carlos Vázquez

J. Comput. Appl. Math., 2017

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk.

Iñigo Arregui, Beatriz Salvador, Carlos Vázquez

Appl. Math. Comput., 2017

2016

CVA Computing by PDE Models.

Iñigo Arregui, Beatriz Salvador, Carlos Vázquez

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016