High Performance Computing of an Industrial Problem in Tribology. - Manuel Arenaz; Ramon Doallo; Guillermo García; Carlos Vázquez 002 (VECPAR, 1998)

An upwind numerical approach for an American and European option pricing model. - Carlos Vázquez 002 (Appl. Math. Comput., 1998)

A Parallel Approach for Solving a Lubrication Problem in Industrial Devices. - Manuel Arenaz; Ramon Doallo; Juan Touriño; Carlos Vázquez 002 (HPCN Europe, 1999)

Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets. - Natividad Calvo; José Durany; Carlos Vázquez 002 (Numerische Mathematik, 1999)

Efficient parallel numerical solver for the elastohydrodynamic Reynolds-Hertz problem. - Manuel Arenaz; Ramon Doallo; Juan Touriño; Carlos Vázquez 002 (Parallel Comput., 2001)

On a Doubly Nonlinear Parabolic Obstacle Problem Modelling Ice Sheet Dynamics. - Natividad Calvo; J. I. Díaz; José Durany; Emanuele Schiavi; Carlos Vázquez 002 (SIAM J. Appl. Math., 2003)

Numerical techniques for pricing callable bonds with notice. - J. Farto; Carlos Vázquez 002 (Appl. Math. Comput., 2005)

Numerical Analysis of Convection-Diffusion-Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization. - Alfredo Bermúdez; Maria R. Nogueiras; Carlos Vázquez 002 (SIAM J. Numer. Anal., 2006)

Numerical Analysis of Convection-Diffusion-Reaction Problems with Higher Order Characteristics/Finite Elements. Part II: Fully Discretized Scheme and Quadrature Formulas. - Alfredo Bermúdez; Maria R. Nogueiras; Carlos Vázquez 002 (SIAM J. Numer. Anal., 2006)

GLANUSIT: A software toolbox for the numerical simulation of large ice masses evolution. - Natividad Calvo; José Durany; R. Toja; Carlos Vázquez 002 (Adv. Eng. Softw., 2007)

Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects. - A. Acción; Iñigo Arregui; Carlos Vázquez 002 (Appl. Math. Comput., 2010)

A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. - A. González-Gaspar; Carlos Vázquez 002 (Math. Comput. Model., 2010)

A numerical method for pricing spread options on LIBOR rates with a PDE model. - M. Suárez-Taboada; Carlos Vázquez 002 (Math. Comput. Model., 2010)

Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions. - Natividad Calvo; José Durany; R. Toja; Carlos Vázquez 002 (J. Comput. Appl. Math., 2011)

Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. - M. Suárez-Taboada; Carlos Vázquez 002 (Appl. Math. Comput., 2012)

Numerical solution of an optimal investment problem with proportional transaction costs. - Iñigo Arregui; Carlos Vázquez 002 (J. Comput. Appl. Math., 2012)

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)

Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement. - María del Carmen Calvo-Garrido; Andrea Pascucci; Carlos Vázquez 002 (SIAM J. Appl. Math., 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)

Pricing pension plans under jump-diffusion models for the salary. - María del Carmen Calvo-Garrido; Carlos Vázquez 002 (Comput. Math. Appl., 2014)

Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices. - Iñigo Arregui; J. Jesús Cendán; Carlos Vázquez 002 (Math. Comput. Simul., 2014)

Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance. - María del Carmen Calvo-Garrido; Carlos Vázquez 002 (Appl. Math. Comput., 2015)

Enthalpy balance methods versus temperature models in ice sheets. - Natividad Calvo; José Durany; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2015)

CVA Computing by PDE Models. - Iñigo Arregui; Beatriz Salvador; Carlos Vázquez 002 (NAA, 2016)

Computing American option price under regime switching with rationality parameter. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (Comput. Math. Appl., 2016)

A new numerical method for pricing fixed-rate mortgages with prepayment and default options. - María del Carmen Calvo-Garrido; Carlos Vázquez 002 (Int. J. Comput. Math., 2016)

Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (J. Comput. Appl. Math., 2016)

Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs. - Emmanuel Gobet; José G. López-Salas; Plamen Turkedjiev; Carlos Vázquez 002 (SIAM J. Sci. Comput., 2016)

Quantification of Model Risk: Data Uncertainty. - Z. Krajcovicová; P. P. Pérez-Velasco; Carlos Vázquez 002 (GSI, 2017)

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. - Iñigo Arregui; Beatriz Salvador; Carlos Vázquez 002 (Appl. Math. Comput., 2017)

Multicurve LIBOR market models and drift-free simulation. - J. L. Fernández; Maria R. Nogueiras; M. Pou; Carlos Vázquez 002 (Int. J. Comput. Math., 2017)

A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty. - Iñigo Arregui; Beatriz Salvador; Carlos Vázquez 002 (J. Comput. Appl. Math., 2017)

A direct LU solver for pricing American bond options under Hull-White model. - Antonio Falcó; Lluis Navarro; Carlos Vázquez 002 (J. Comput. Appl. Math., 2017)

SELANSI: a toolbox for simulation of stochastic gene regulatory networks. - Manuel Pájaro; Irene Otero-Muras; Carlos Vázquez 002; Antonio A. Alonso (Bioinform., 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 002 (Comput. Math. Appl., 2018)

PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique. - José G. López-Salas; Carlos Vázquez 002 (Comput. Math. Appl., 2018)

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)

A Monte Carlo approach to American options pricing including counterparty risk. - Iñigo Arregui; Beatriz Salvador; Carlos Vázquez 002 (Int. J. Comput. Math., 2019)

Preface. - Matthias Ehrhardt 001; Maria do Rosário Grossinho; Manuel Guerra; João Janela; Choi-Hong Lai; Daniel Sevcovic; Carlos Vázquez 002 (Int. J. Comput. Math., 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)

A two-dimensional multi-species model for different Listeria monocytogenes biofilm structures and its numerical simulation. - Eva Balsa-Canto; Alejandro López-Núñez; Carlos Vázquez 002 (Appl. Math. Comput., 2020)

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)

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 002 (Comput. Math. Appl., 2020)

Numerical upscaling of the free boundary dam problem in multiscale high-contrast media. - Juan Galvis; Luis F. Contreras; Carlos Vázquez 002 (J. Comput. Appl. Math., 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)

Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs). - María A. Baamonde-Seoane; María del Carmen Calvo-Garrido; Michael Coulon; Carlos Vázquez 002 (Appl. Math. Comput., 2021)

PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model. - María del Carmen Calvo-Garrido; Sidi Diop; Andrea Pascucci; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2021)

Equilibrium models with heterogeneous agents under rational expectations and its numerical solution. - Jonatan Ráfales; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2021)

AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models. - José G. López-Salas; Soledad Pérez-Rodríguez; Carlos Vázquez 002 (SIAM J. Sci. Comput., 2021)

Total value adjustment for European options in a multi-currency setting. - Iñigo Arregui; Roberta Simonella; Carlos Vázquez 002 (Appl. Math. Comput., 2022)

The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread. - Álvaro Leitao; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2022)

Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method. - María A. Baamonde-Seoane; María del Carmen Calvo-Garrido; Carlos Vázquez 002 (J. Comput. Appl. Math., 2023)

Global Optimization Approach for Parameter Estimation in Stochastic Dynamic Models of Biosystems. - Carlos Sequeiros; Irene Otero-Muras; Carlos Vázquez 002; Julio R. Banga (IEEE ACM Trans. Comput. Biol. Bioinform., 2023)

Model and numerical methods for pricing renewable energy certificate derivatives. - María A. Baamonde-Seoane; María del Carmen Calvo-Garrido; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2023)

XVA in a multi-currency setting with stochastic foreign exchange rates. - Roberta Simonella; Carlos Vázquez 002 (Math. Comput. Simul., 2023)

IDESS: a toolbox for identification and automated design of stochastic gene circuits. - Carlos Sequeiros; Manuel Pájaro; Carlos Vázquez 002; Julio R. Banga; Irene Otero-Muras (Bioinform., 2023)

PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM). - José G. López-Salas; Soledad Pérez-Rodríguez; Carlos Vázquez 002 (Comput. Math. Appl., 2024)

Corrigendum to "article: A stochastic theta-SEIHRD model: adding randomness to covid-19 spread, " [Communications in Nonlinear Science and Numerical Simulation, 115 (2022), 106731]. - Álvaro Leitao; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2024)

Deep Joint Learning valuation of Bermudan Swaptions. - Francisco Gomez Casanova; Álvaro Leitao; Fernando De Lope Contreras; Carlos Vázquez 002 (CoRR, 2024)

Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs. - Emmanuel Gobet; José G. López-Salas; Carlos Vázquez 002 (CoRR, 2024)

Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk. - Iñigo Arregui; Álvaro Leitao; Beatriz Salvador; Carlos Vázquez 002 (Int. J. Comput. Math., 2024)

Editorial. - Matthias Ehrhardt 001; Maria do Rosário Grossinho; Choi-Hong Lai; Kees Oosterlee; Daniel Sevcovic; Carlos Vázquez 002 (Int. J. Comput. Math., 2024)

Jump-diffusion productivity models in equilibrium problems with heterogeneous agents. - Jonatan Ráfales; Carlos Vázquez 002 (Math. Comput. Simul., 2024)

Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework. - Iñigo Arregui; Roberta Simonella; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2024)

Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem. - Davide Trevisani; José G. López-Salas; Carlos Vázquez 002; José Antonio García-Rodríguez (Appl. Math. Comput., 2025)

Models and numerical methods for equilibrium problems with heterogeneous agents involving two productive sectors. - Jonatan Ráfales; Carlos Vázquez 002 (J. Comput. Appl. Math., 2026)