María del Carmen Calvo-Garrido

According to our database, María del Carmen Calvo-Garrido authored at least 8 papers between 2013 and 2023.

Collaborative distances:

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

2023

Model and numerical methods for pricing renewable energy certificate derivatives.

María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez

Commun. Nonlinear Sci. Numer. Simul., April, 2023

Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method.

María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez

J. Comput. Appl. Math., 2023

2021

PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model.

María del Carmen Calvo-Garrido, Sidi Diop, Andrea Pascucci, Carlos Vázquez

Commun. Nonlinear Sci. Numer. Simul., 2021

Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs).

María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez

Appl. Math. Comput., 2021

2016

A new numerical method for pricing fixed-rate mortgages with prepayment and default options.

María del Carmen Calvo-Garrido, Carlos Vázquez

Int. J. Comput. Math., 2016

2015

Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance.

María del Carmen Calvo-Garrido, Carlos Vázquez

Appl. Math. Comput., 2015

2014

Pricing pension plans under jump-diffusion models for the salary.

María del Carmen Calvo-Garrido, Carlos Vázquez

Comput. Math. Appl., 2014

2013

Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement.

María del Carmen Calvo-Garrido, Andrea Pascucci, Carlos Vázquez

SIAM J. Appl. Math., 2013