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2020 – today
- 2024
[i5]Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez:
An efficient implementation of parallel simulated annealing algorithm in GPUs. CoRR abs/2408.00018 (2024)- [i4]Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel Jesús Castro Díaz:
Global optimization for data assimilation in landslide tsunamis models. CoRR abs/2408.11819 (2024) - [i3]José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing. CoRR abs/2409.01125 (2024) - [i2]José G. López-Salas, M. Suárez-Taboada, Manuel J. Castro, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance. CoRR abs/2409.01131 (2024) - [i1]José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance. CoRR abs/2410.02925 (2024) - 2020
- [j12]Ana Maria Ferreiro-Ferreiro
, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez:
Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU. Bus. Inf. Syst. Eng. 62(1): 5-20 (2020) - [j11]Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel J. Castro:
Global optimization for data assimilation in landslide tsunami models. J. Comput. Phys. 403 (2020) - [j10]Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez:
A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs. Math. Comput. Simul. 177: 467-486 (2020)
2010 – 2019
- 2019
- [j9]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: 282-298 (2019) - [j8]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: 67-90 (2019) - 2018
- [j7]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: 232-254 (2018) - 2014
- [j6]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: 65-89 (2014) - 2013
- [j5]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): 11233-11257 (2013) - [j4]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): 863-890 (2013) - [j3]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: 55-75 (2013)
2000 – 2009
- 2009
- [j2]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): 67-114 (2009) - 2005
- [j1]Manuel J. Castro, Ana M. Ferreiro, José Antonio García-Rodríguez, José Manuel 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): 419-439 (2005)
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