On performance benchmarking voltage control in a power transmission network. - M. Calligaris; M. A. Johnson; Michael J. Grimble; J. L. Fernández; J. M. Rodriguez Garcia (ACC, 2001)

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)

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