Listar por autor "Baamonde-Seoane, María A."
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Model and numerical methods for pricing renewable energy certificate derivatives
Baamonde-Seoane, María A.; Calvo-Garrido, María-del-Carmen; Vázquez, Carlos (Elsevier B.V., 2023-04)[Abstract]: Assuming that the price of the renewable energy certificate (REC) is known, we formulate the valuation problem of a European REC derivative in terms of a linear PDE model where the underlying stochastic factors ... -
Modelling, Mathematical Analysis and Numerical Simulation to Value Derivatives Related to Renewable Energy Certificates
Baamonde-Seoane, María A. (2021)[Resumo] O obxectivo principal desta tese céntrase na modelaxe, análise matemática e resolución numérica de problemas de ecuacións en derivadas parciais (EDPs) para a fixación de prezos de certificados de enerxía renovable ... -
Numerical Solution of a Nonlinear PDE Model for Pricing Renewable Energy Certificates (RECs)
Baamonde-Seoane, María A.; Calvo-Garrido, María-del-Carmen; Coulon, Michael; Vázquez, Carlos (Elsevier, 2021)[Abstract] In this article we present a valuation method for Renewable Energy Certificates (RECs) or green certificates. For this purpose, we propose a non-linear PDE model with two stochastic factors: the accumulated green ... -
Pricing renewable energy certificates with a Crank–Nicolson Lagrange–Galerkin numerical method
Baamonde-Seoane, María A.; Calvo-Garrido, María-del-Carmen; Vázquez, Carlos (2023-04)[Abstract]: The valuation problem of renewable energy certificates can be formulated in terms of a nonlinear PDE model where the underlying stochastic factors are the accumulated green certificates sold by an authorized ... -
Third Emerging Trends in Applied Mathematics and Mechanics. Book of Abstracts. A Coruña, May 20-24, 2024
Cao Rial, María Teresa; Arós, Á.; Arregui, Íñigo; Vázquez, Carlos; Baamonde-Seoane, María A.; Calvo-Garrido, Maria-del-Carmen; Gonzalez Taboada, María; Varela Rodríguez, Hiram; Pereira-Sáez, María José; Brozos-Vázquez, Miguel; Souto Salorio, María José; Tarrío-Tobar, Ana D.; Ráfales, Jonatan; Rodríguez Seijo, José Manuel; Taboada-Vázquez, Raquel (Universidade da Coruña. Servizo de Publicacións, 2024)[Abstract] This volume contains the abstracts of more than fifty oral presentations to be given at the International Conference Emerging Trends in Applied Mathematics and Mechanics (ETAMM 2024) hosted by the School of ...