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Suárez-Taboada, María

Co-Author Distance
Author ID: suarez-taboada.maria Recent zbMATH articles by "Suárez-Taboada, María"
Published as: Suárez-Taboada, M.; Suárez-Taboada, María
Documents Indexed: 11 Publications since 2010, including 1 Additional arXiv Preprint
Co-Authors: 10 Co-Authors with 11 Joint Publications
297 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
6 Vázquez Cendón, Carlos
3 Castro, Manuel J.
3 Ferreiro-Ferreiro, Ana María
3 García-Rodríguez, José Antonio
3 López-Salas, José Germán
2 Grzelak, Lech A.
2 Oosterlee, Cornelis Willebrordus
2 Pascucci, Andrea
2 Witteveen, Jeroen A. S.
1 Pignotti, Michele
all top 5

Serials

1 Journal of Mathematical Analysis and Applications
1 Applied Mathematics and Computation
1 Mathematical and Computer Modelling
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Nonlinear Analysis. Real World Applications
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Mathematics in Industry

Fields

9 Numerical analysis (65-XX)
7 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Partial differential equations (35-XX)
2 Probability theory and stochastic processes (60-XX)
1 Statistics (62-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 32 times in 28 Documents Cited by ▼ Year ▼
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Zbl 1239.91174
Suárez-Taboada, M.; Vázquez, C.
9
2012
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions. Zbl 1428.62048
Grzelak, L. A.; Witteveen, J. A. S.; Suárez-Taboada, M.; Oosterlee, C. W.
7
2019
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model. Zbl 1222.91061
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
6
2011
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem. Zbl 1281.91177
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
5
2013
Uncertainty quantification and Heston model. Zbl 1418.91603
Suárez-Taboada, María; Witteveen, Jeroen A. S.; Grzelak, Lech A.; Oosterlee, Cornelis W.
2
2018
A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170
Suárez-Taboada, M.; Vázquez, C.
2
2010
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty. Zbl 1422.91773
Suárez-Taboada, María; Vázquez, Carlos
1
2019
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions. Zbl 1428.62048
Grzelak, L. A.; Witteveen, J. A. S.; Suárez-Taboada, M.; Oosterlee, C. W.
7
2019
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty. Zbl 1422.91773
Suárez-Taboada, María; Vázquez, Carlos
1
2019
Uncertainty quantification and Heston model. Zbl 1418.91603
Suárez-Taboada, María; Witteveen, Jeroen A. S.; Grzelak, Lech A.; Oosterlee, Cornelis W.
2
2018
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem. Zbl 1281.91177
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
5
2013
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Zbl 1239.91174
Suárez-Taboada, M.; Vázquez, C.
9
2012
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model. Zbl 1222.91061
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
6
2011
A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170
Suárez-Taboada, M.; Vázquez, C.
2
2010
all cited Publications top 5 cited Publications
all top 5

Cited by 67 Authors

6 Vázquez Cendón, Carlos
3 Grzelak, Lech A.
3 Suárez-Taboada, María
2 Gomez, Christophe
2 Jordanova, Pavlina Kalcheva
2 Liu, Weiqi
2 Oosterlee, Cornelis Willebrordus
2 Pinaud, Olivier
2 Stehlík, Milan
2 Zhang, Zhiqiang
1 Candezano, Miguel Antonio Caro
1 Chen, Ping
1 Chen, Wenting
1 Cirilo, Eliandro Rodrigues
1 Ciurlia, Pierangelo
1 Date, Paresh M.
1 del Carmen Calvo-Garrido, Maria
1 Di Francesco, Marco
1 Ding, Jianhua
1 Ferreira, Valdemir Garcia
1 Ferreiro, Ana M.
1 Fu, Zongfei
1 García-Rodríguez, José Antonio
1 Ghosh, Taniya
1 Haentjens, Tinne
1 in ’t Hout, Karel J.
1 Jain, Shashi
1 Jaroszkowski, Bartosz
1 Jensen, Max
1 Jiang, Pingping
1 Jiao, Ying
1 Kwok, Yue-Kuen
1 Larsson, Elisabeth
1 Leitao, Álvaro
1 Lima, G. A. B.
1 Loia, Vincenzo
1 López-Salas, José Germán
1 Ma, Chunhua
1 Mamon, Rogemar S.
1 Mehrdoust, Farshid
1 Milovanović, Slobodan
1 Mitra, Sovan
1 Nefedova, Yu. S.
1 Pascucci, Andrea
1 Pérez-Rodríguez, Soledad
1 Pignotti, Michele
1 Ralescu, Dan A.
1 Rigatos, Gerasimos G.
1 Sano, D. M. C.
1 Scalvi, L. V. A.
1 Scotti, Simone
1 Shcherbakov, Victor
1 Siano, Pierluigi
1 Sun, Yiyao
1 Tasso, I. V. M.
1 van der Stoep, Anthonie W.
1 von Sydow, Lina
1 Waldén, Johan
1 Wang, I-Chieh
1 Wang, Weiwei
1 Wiktorsson, Magnus
1 Wyns, Maarten
1 Xu, Liangbin
1 Xu, Ziqing
1 Yao, Kai
1 Zeng, Pingping
1 Zhu, Songping
all top 5

Cited in 18 Serials

4 Applied Mathematics and Computation
3 Computers & Mathematics with Applications
3 Soft Computing
2 International Journal of Computer Mathematics
2 Mathematical Finance
2 Nonlinear Analysis. Real World Applications
1 Journal of Computational Physics
1 Lithuanian Mathematical Journal
1 Bulletin of the Iranian Mathematical Society
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 SIAM Journal on Scientific Computing
1 Applied Mathematical Finance
1 International Journal of Theoretical and Applied Finance
1 Fuzzy Optimization and Decision Making
1 Asian Journal of Control
1 ISRN Probability and Statistics
all top 5

Cited in 8 Fields

23 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Numerical analysis (65-XX)
7 Partial differential equations (35-XX)
6 Probability theory and stochastic processes (60-XX)
3 Statistics (62-XX)
1 Ordinary differential equations (34-XX)
1 Fluid mechanics (76-XX)
1 Systems theory; control (93-XX)

Citations by Year