| Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem A Pascucci, M Suárez-Taboada, C Vázquez Journal of Mathematical Analysis and Applications 403 (1), 38-53, 2013 | 24 | 2013 |
| Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics M Suárez-Taboada, C Vázquez Applied Mathematics and Computation 218 (9), 5217-5230, 2012 | 16 | 2012 |
| Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the Libor Market Model A Pascucci, M Suárez-Taboada, C Vázquez Mathematical Models and Methods in Applied Sciences 21 (07), 1479-1498, 2011 | 12 | 2011 |
| A numerical method for pricing spread options on LIBOR rates with a PDE model M Suárez-Taboada, C Vázquez Mathematical and Computer Modelling 52 (7), 1074-1080, 2010 | 9 | 2010 |
| Numerical methods to price interest rate derivatives based on LIBOR market model for forward rates M Suárez Taboada Universidade da Coruña, 2012 | 1 | 2012 |
| Numerical Binomial Trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives CV C. Calvo-Garrido, M. Suárez-Taboada Proceedings of 1st Hispano-Moroccan Days on Applied Mathematics and …, 2009 | | 2009 |
| Modelado con Black-Scholes y resolución numérica para valorar un contrato tipo Ratchet-Cap M Suárez-Taboada, C Vázquez XXI Congreso de Ecuaciones Diferenciales y Aplicaciones XI Congreso de …, 2009 | | 2009 |
Andrea PascucciUniversity of BolognaVerified email at unibo.it
