María del Carmen Calvo-Garrido

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 6

Top Topics

Numerical Methods

Finite Element Method

Diffusion Model

Differential Equations

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Appl. Math. Comput.

J. Comput. Appl. Math.

Comput. Math. Appl.

Publications

María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method. J. Comput. Appl. Math. 422 (2023)
María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez
Model and numerical methods for pricing renewable energy certificate derivatives. Commun. Nonlinear Sci. Numer. Simul. 118 (2023)
María del Carmen Calvo-Garrido, Sidi Diop, Andrea Pascucci, Carlos Vázquez
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model. Commun. Nonlinear Sci. Numer. Simul. 102 (2021)
María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs). Appl. Math. Comput. 404 (2021)
María del Carmen Calvo-Garrido, Carlos Vázquez
A new numerical method for pricing fixed-rate mortgages with prepayment and default options. Int. J. Comput. Math. 93 (5) (2016)
María del Carmen Calvo-Garrido, Carlos Vázquez
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance. Appl. Math. Comput. 271 (2015)
María del Carmen Calvo-Garrido, Carlos Vázquez
Pricing pension plans under jump-diffusion models for the salary. Comput. Math. Appl. 68 (12) (2014)
María del Carmen Calvo-Garrido, Andrea Pascucci, Carlos Vázquez
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement. SIAM J. Appl. Math. 73 (5) (2013)