Beatriz Salvador

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 8

Top Topics

Ordinary Differential Equations

Numerical Methods

Capacity Planning

Top Venues

Appl. Math. Comput.

Comput. Math. Appl.

J. Comput. Appl. Math.

Int. J. Comput. Math.

Publications

Beatriz Salvador, Cornelis W. Oosterlee
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. Appl. Math. Comput. 391 (2021)
Beatriz Salvador, Cornelis W. Oosterlee
Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". Appl. Math. Comput. 406 (2021)
Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez
PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution. Comput. Math. Appl. 79 (5) (2020)
Iñigo Arregui, Beatriz Salvador, Carlos Vázquez
A Monte Carlo approach to American options pricing including counterparty risk. Int. J. Comput. Math. 96 (11) (2019)
Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Comput. Math. Appl. 76 (4) (2018)
Iñigo Arregui, Beatriz Salvador, Carlos Vázquez
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. Appl. Math. Comput. 308 (2017)
Iñigo Arregui, Beatriz Salvador, Carlos Vázquez
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty. J. Comput. Appl. Math. 318 (2017)
Iñigo Arregui, Beatriz Salvador, Carlos Vázquez
CVA Computing by PDE Models. NAA (2016)