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M. Suárez-Taboada
Publication Activity (10 Years)
Years Active: 2010-2012
Publications (10 Years): 0
Top Topics
Numerical Solution
Scale Space
Top Venues
Appl. Math. Comput.
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Publications
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M. Suárez-Taboada
,
Carlos Vázquez
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics.
Appl. Math. Comput.
218 (9) (2012)
M. Suárez-Taboada
,
Carlos Vázquez
A numerical method for pricing spread options on LIBOR rates with a PDE model.
Math. Comput. Model.
52 (7-8) (2010)