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M. Suárez-Taboada

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Journal Articles

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2012
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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): 5217-5230 (2012)
2010
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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): 1074-1080 (2010)

Informal and Other Publications

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2024
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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)
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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)
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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)

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