María del Carmen Calvo-Garrido

Orcid: 0000-0002-5114-4894

According to our database1, María del Carmen Calvo-Garrido authored at least 8 papers between 2013 and 2023.

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

Timeline

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Bibliography

2023
Model and numerical methods for pricing renewable energy certificate derivatives.
Commun. Nonlinear Sci. Numer. Simul., April, 2023

Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method.
J. Comput. Appl. Math., 2023

2021
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model.
Commun. Nonlinear Sci. Numer. Simul., 2021

Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs).
Appl. Math. Comput., 2021

2016
A new numerical method for pricing fixed-rate mortgages with prepayment and default options.
Int. J. Comput. Math., 2016

2015
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance.
Appl. Math. Comput., 2015

2014
Pricing pension plans under jump-diffusion models for the salary.
Comput. Math. Appl., 2014

2013
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement.
SIAM J. Appl. Math., 2013


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