Carlos Vázquez

Ontology type: schema:Person     

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Publications in SciGraph latest 50 shown

  • 2018-03-21 Minisymposium: Effective Solutions for Industry Using Mathematical Technology in PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2016
  • 2018-03-21 Minisymposium: Masters in Industrial Mathematics. Overview and Analysis of Graduates and Business Collaborators in PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2016
  • 2017-09 Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate in SEMA JOURNAL
  • 2016 Efficient Calibration and Pricing in LIBOR Market Models with SABR Stochastic Volatility Using GPUs in PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2014
  • 2016 Modeling and Optimization Techniques with Applications in Food Processes, Bio-processes and Bio-systems in NUMERICAL SIMULATION IN PHYSICS AND ENGINEERING
  • 2015-03 A new parameterization for the drift-free simulation in the Libor Market Model in REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS, FÍSICAS Y NATURALES. SERIE A. MATEMÁTICAS
  • 2015 Speedup of Calibration and Pricing with SABR Models: From Equities to Interest Rates Derivatives in ACTUARIAL SCIENCES AND QUANTITATIVE FINANCE
  • 2015-01 Evaluation of the Optimal Utility of Some Investment Projects with Irreversible Environmental Effects in PURE AND APPLIED GEOPHYSICS
  • 2014-09 A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution in REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS, FÍSICAS Y NATURALES. SERIE A. MATEMÁTICAS
  • 2013-11 An efficient implementation of parallel simulated annealing algorithm in GPUs in JOURNAL OF GLOBAL OPTIMIZATION
  • 2007 Comparison of Two Algorithms to Solve the Fixed-strike Amerasian Options Pricing Problem in FREE BOUNDARY PROBLEMS
  • 2006 Optimization of a Duality Method for the Compressible Reynolds Equation in NUMERICAL MATHEMATICS AND ADVANCED APPLICATIONS
  • 2005-08 Sensitivity and Approximation of Coupled Fluid-Structure Equations by Virtual Control Method in APPLIED MATHEMATICS & OPTIMIZATION
  • 1999-10 Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets in NUMERISCHE MATHEMATIK
  • 1999 A Parallel Algorithm for an Elastohydrodynamic Piezoviscous Lubrication Problem in PARALLEL NUMERICAL COMPUTATION WITH APPLICATIONS
  • 1999 A parallel approach for solving a lubrication problem in industrial devices in HIGH-PERFORMANCE COMPUTING AND NETWORKING
  • 1999 High Performance Computing of an Industrial Problem in Tribology in VECTOR AND PARALLEL PROCESSING – VECPAR’98
  • Affiliations

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