María del Carmen Calvo Garrido
María del Carmen Calvo Garrido
Departamento de Matemáticas y Centro de Investigación CITIC, Universidade da Coruña,Grupo M2NICA
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Mathematical analysis and numerical methods for pricing pension plans allowing early retirement
MC Calvo-Garrido, A Pascucci, C Vázquez
SIAM Journal on Applied Mathematics 73 (5), 1747-1767, 2013
172013
Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution
MC Calvo-Garrido, C Vázquez
Journal of Computational Finance 16 (1), 111, 2012
11*2012
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
M del Carmen Calvo-Garrido, C Vázquez
Applied Mathematics and Computation 271, 730-742, 2015
82015
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
MC Calvo-Garrido, M Ehrhardt, C Vázquez Cendón
62016
Pricing pension plans under jump–diffusion models for the salary
MC Calvo-Garrido, C Vázquez
Computers & Mathematics with Applications 68 (12), 1933-1944, 2014
62014
A new numerical method for pricing fixed-rate mortgages with prepayment and default options
MC Calvo-Garrido, C Vázquez
International Journal of Computer Mathematics 93 (5), 761-780, 2016
52016
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
MC Calvo-Garrido, M Ehrhardt, C Vázquez
Applied Numerical Mathematics 139, 77-92, 2019
42019
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options
M del Carmen Calvo-Garrido, C Vázquez
Nonlinear Analysis: Real World Applications 39, 157-165, 2018
2018
Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate
M Calvo-Garrido, C Vázquez
SEMA JOURNAL 74 (3), 279-298, 2017
2017
Mathematical analysis and numerical methods for pricing some pension plans and mortgages
MC Calvo-Garrido
Universidade da Coruña, 2014
2014
Pricing pension plans based on average salary under jump diffusion models
MC Calvo-Garrido, C Vázquez
19th IMACS World Congress, 2013
2013
Binomial trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives
MC Calvo-Garrido, M Suárez-Taboada, C Vázquez
1st Hispano-Moroccan Days on Applied Mathematics and Statistics, 147-154, 2008
2008
PDE modeling and numerical methods for swing option pricing in electricity markets
MC Calvo-Garrido, M Ehrhardt, C Vázquez
19th European Conference on Mathematics for Industry, 390, 0
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