Browsing by Author "Vázquez, Carlos"
Now showing items 1-9 of 9
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A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty
Arregui Álvarez, Íñigo; Salvador Mancho, Beatriz; Vázquez, Carlos (Elsevier BV * North-Holland, 2017-07)[Abstract] The massive use of Internet in the last twenty years has created a huge demand for telecommunications networks capacity. In this work, financial option pricing methods are applied to the problem of network ... -
A two-dimensional multi-species model for different Listeria monocytogenes biofilm structures and its numerical simulation
Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos (Elsevier BV, 2020-11-01)[Abstract] In this work we propose a two-dimensional multi-species model to describe the dynamics of biofilms formed by the pathogenic bacteria Listeria monocytogenes. Different Listeria monocytogenes strains produce ... -
Libor Market Model for pricing derivatives on two interest rate curves
Fernández Pérez, J.L.; Pou Bueno, Marta; Rodríguez Nogueiras, M.; Vázquez, Carlos (Universidade da Coruña, 2010) -
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device
Arregui Álvarez, Íñigo; Cendán Verdes, José Jesús; Vázquez, Carlos (E D P Sciences, 2002-03)[Abstract] The aim of this work is to deduce the existence of solution of a coupled problem arising in elastohydrodynamic lubrication. The lubricant pressure and concentration are modelled by Reynolds equation, jointly ... -
Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices
Arregui Álvarez, Íñigo; Cendán Verdes, José Jesús; Parés, Carlos; Vázquez, Carlos (E D P Sciences, 2008-07)[Abstract] In this work we present new numerical methods to simulate the mechanics of head-tape magnetic storage devices. The elastohydrodynamic problem is formulated in terms of a coupled system which is governed by a ... -
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk
Arregui Álvarez, Íñigo; Salvador Mancho, Beatriz; Vázquez, Carlos (Elsevier Inc., 2017-09-01)[Abstract] Since the last financial crisis, a relevant effort in quantitative finance research concerns the consideration of counterparty risk in financial contracts, specially in the pricing of derivatives. As a consequence ... -
Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
Gobet, Emmanuel; López-Salas, José Germán; Vázquez, Carlos (M D P I AG, 2019-08-06)[Abstract] In this work we design a novel and efficient quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the ... -
Third International Conference on Computational Finance. Book of abstracts: A Coruña, 8-12 July 2019
Arregui, Íñigo; García, José A.; Vázquez, Carlos (Universidade da CoruñaUniversidade da Coruña, Servizo de Publicacións, 2019) -
Transient hysteresis and inherent stochasticity in gene regulatory networks
Pájaro Diéguez, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio (Nature Publishing Group, 2019-10-08)[Abstract] Cell fate determination, the process through which cells commit to differentiated states is commonly mediated by gene regulatory motifs with mutually exclusive expression states. The classical deterministic ...
