Numerical Analysis of Convection-Diffusion-Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization. - Alfredo Bermúdez; Maria R. Nogueiras; Carlos Vázquez 002 (SIAM J. Numer. Anal., 2006)

Numerical Analysis of Convection-Diffusion-Reaction Problems with Higher Order Characteristics/Finite Elements. Part II: Fully Discretized Scheme and Quadrature Formulas. - Alfredo Bermúdez; Maria R. Nogueiras; Carlos Vázquez 002 (SIAM J. Numer. Anal., 2006)

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