Ana M. Ferreiro

Publication Activity (10 Years)

Years Active: 2005-2019
Publications (10 Years): 3

Top Topics

Parallel Implementation

Asset Liability Management

Numerical Methods

Simulated Annealing Algorithm

Top Venues

Appl. Math. Comput.

Math. Comput. Simul.

J. Comput. Sci.

J. Glob. Optim.

Publications

Ana M. Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Appl. Math. Comput. 356 (2019)
Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia
Parallel two-phase methods for global optimization on GPU. Math. Comput. Simul. 156 (2019)
José L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
GPU parallel implementation for asset-liability management in insurance companies. J. Comput. Sci. 24 (2018)
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives. Appl. Math. Comput. 242 (2014)
J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. Math. Comput. Simul. 94 (2013)
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
An efficient implementation of parallel simulated annealing algorithm in GPUs. J. Glob. Optim. 57 (3) (2013)
D. Castillo, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. Appl. Math. Comput. 219 (24) (2013)
Manuel Jesús Castro Díaz, Enrique Domingo Fernández-Nieto, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Parés
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems. J. Sci. Comput. 39 (1) (2009)
Manuel J. Castro, Ana M. Ferreiro, José Antonio García-Rodríguez, José M. González-Vida, Jorge Macías Sánchez, Carlos Parés, M. Elena Vázquez-Cendón
The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems. Math. Comput. Model. 42 (3-4) (2005)