Iñigo Arregui

Iñigo Arregui

Universidade da Coruña - Coruña / Spain
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5040428
University of Coruña
person_outline Iñigo Arregui's MOST POPULAR ARTICLES
1-) PDE models and numerical methods for total value adjustment in European and American options with counterparty risk I Arregui, B Salvador, C Vázquez Applied Mathematics and Computation 308, 31-53, 2017 352017
2-) Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation I Arregui, B Salvador, D Ševčovič, C Vázquez Computers & Mathematics with Applications 76 (4), 725-740, 2018 282018
3-) Finite element solution of a Reynolds–Koiter coupled problem for the elastic journal–bearing I Arregui, C Vázquez Computer methods in applied mechanics and engineering 190 (15-17), 2051-2062, 2001 202001
4-) PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solutionI Arregui, B Salvador, D Ševčovič, C VázquezComputers & Mathematics with Applications 79 (5), 1525-1542, 2020152020
5-) Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devicesI Arregui, JJ Cendán, C Parés, C VázquezESAIM: Mathematical Modelling and Numerical Analysis 42 (4), 645-665, 2008152008