M. Suárez-Taboada

According to our database, M. Suárez-Taboada authored at least 4 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance.

José G. López-Salas, M. Suárez-Taboada, Manuel J. Castro, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez

CoRR, 2024

IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing.

José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez

CoRR, 2024

2012

Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics.

M. Suárez-Taboada, Carlos Vázquez

Appl. Math. Comput., 2012

2010

A numerical method for pricing spread options on LIBOR rates with a PDE model.

M. Suárez-Taboada, Carlos Vázquez

Math. Comput. Model., 2010