María Del Carmen Calvo Garrido

María Del Carmen Calvo Garrido

Universidade da Coruña - Coruña / Spain
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5992818
University of Coruña
person_outline María Del Carmen Calvo Garrido's MOST POPULAR ARTICLES
1-) Mathematical analysis and numerical methods for pricing pension plans allowing early retirement SIAM Journal on Applied Mathematics 73 (5), 1747-1767, 2013
2-) Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations Applied Numerical Mathematics 139, 77-92, 2019
3-) Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance Applied Mathematics and Computation 271, 730-742, 2015
4-) Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
5-) Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution Journal of Computational Finance 16 (1), 111, 2012