Luis A. Souto

According to our database, Luis A. Souto authored at least 3 papers between 2019 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

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

Math. Comput. Simul., 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

Bus. Inf. Syst. Eng., 2020

2019

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

Appl. Math. Comput., 2019