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)

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

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)

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)

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)

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)