M. Suárez-Taboada

According to our database1, M. Suárez-Taboada authored at least 2 papers between 2010 and 2012.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2012
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics.
Appl. Math. Comput., 2012

2010
A numerical method for pricing spread options on LIBOR rates with a PDE model.
Math. Comput. Model., 2010


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