| Mathematical analysis and numerical methods for pricing pension plans allowing early retirement MC Calvo-Garrido, A Pascucci, C Vázquez SIAM Journal on Applied Mathematics 73 (5), 1747-1767, 2013 | 21 | 2013 |
| Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance M del Carmen Calvo-Garrido, C Vázquez Applied Mathematics and Computation 271, 730-742, 2015 | 14 | 2015 |
| Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution MC Calvo-Garrido, C Vázquez Journal of Computational Finance 16 (1), 111, 2012 | 13 | 2012 |
| Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach MC Calvo-Garrido, M Ehrhardt, C Vázquez Cendón | 11 | 2016 |
| Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations MC Calvo-Garrido, M Ehrhardt, C Vázquez Applied Numerical Mathematics 139, 77-92, 2019 | 10 | 2019 |
| Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs) MA Baamonde-Seoane, M del Carmen Calvo-Garrido, M Coulon, ... Applied Mathematics and Computation 404, 126199, 2021 | 7 | 2021 |
| Pricing pension plans under jump–diffusion models for the salary MC Calvo-Garrido, C Vázquez Computers & Mathematics with Applications 68 (12), 1933-1944, 2014 | 7 | 2014 |
| A new numerical method for pricing fixed-rate mortgages with prepayment and default options MC Calvo-Garrido, C Vázquez International Journal of Computer Mathematics 93 (5), 761-780, 2016 | 6 | 2016 |
| Model and numerical methods for pricing renewable energy certificate derivatives MA Baamonde-Seoane, M del Carmen Calvo-Garrido, C Vázquez Communications in Nonlinear Science and Numerical Simulation, 107066, 2022 | 4 | 2022 |
| PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model MC Calvo-Garrido, S Diop, A Pascucci, C Vázquez Communications in Nonlinear Science and Numerical Simulation 102, 105914, 2021 | 1 | 2021 |
| Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options M del Carmen Calvo-Garrido, C Vázquez Nonlinear Analysis: Real World Applications 39, 157-165, 2018 | 1 | 2018 |
| Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate M Calvo-Garrido, C Vázquez SEMA JOURNAL 74 (3), 279-298, 2017 | | 2017 |
| Mathematical analysis and numerical methods for pricing some pension plans and mortgages MC Calvo-Garrido Universidade da Coruña, 2014 | | 2014 |
| Pricing pension plans based on average salary under jump diffusion models MC Calvo-Garrido, C Vázquez 19th IMACS World Congress, 2013 | | 2013 |
| Binomial trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives MC Calvo-Garrido, M Suárez-Taboada, C Vázquez 1st Hispano-Moroccan Days on Applied Mathematics and Statistics, 147-154, 2008 | | 2008 |
| Planes de pensiones basados en el salario medio: análisis matemático y solución numérica MC Calvo-Garrido, A Pascucci, C Vázquez XXIII CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES XIII CONGRESO DE …, 0 | | |
| PDE modeling and numerical methods for swing option pricing in electricity markets MC Calvo-Garrido, M Ehrhardt, C Vázquez 19th European Conference on Mathematics for Industry, 390, 0 | | |
Andrea PascucciUniversity of BolognaBestätigte E-Mail-Adresse bei unibo.it
