| An efficient implementation of parallel simulated annealing algorithm in GPUs AM Ferreiro, JA García, JG López-Salas, C Vázquez Journal of global optimization 57, 863-890, 2013 | 112 | 2013 |
| Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs E Gobet, JG López-Salas, P Turkedjiev, C Vázquez SIAM Journal on Scientific Computing 38 (6), C652-C677, 2016 | 72 | 2016 |
| Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs JL Fernández, AM Ferreiro, JA García-Rodríguez, A Leitao, ... Mathematics and Computers in Simulation 94, 55-75, 2013 | 20 | 2013 |
| PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique JG López-Salas, C Vázquez Computers & Mathematics with Applications 75 (5), 1616-1634, 2018 | 17 | 2018 |
| Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements A Agarwal, S De Marco, E Gobet, JG López-Salas, F Noubiagain, A Zhou ESAIM: Proceedings and Surveys 65, 1-26, 2019 | 16 | 2019 |
| SABR/LIBOR market models: pricing and calibration for some interest rate derivatives AM Ferreiro, JA Garcia-Rodriguez, JG López-Salas, C Vázquez Applied Mathematics and Computation 242, 65-89, 2014 | 16 | 2014 |
| Quasi-regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs E Gobet, JG López-Salas, C Vázquez Archives of Computational Methods in Engineering 27 (3), 889-921, 2020 | 11 | 2020 |
| AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models JG López-Salas, S Pérez-Rodríguez, C Vázquez SIAM Journal on Scientific Computing 43 (1), B30-B54, 2021 | 8 | 2021 |
| Global optimization for data assimilation in landslide tsunami models AM Ferreiro-Ferreiro, JA García-Rodríguez, JG López-Salas, C Escalante, ... Journal of Computational Physics 403, 109069, 2020 | 8 | 2020 |
| CUSIMANN: An optimized simulated annealing software for GPUs A Ferreiro, JAG Rodrıguez, JGL Salas, CV Cendón Universidad Da Coruña, 2012 | 5 | 2012 |
| Sparse grid combination technique for Hagan SABR/LIBOR market model JG López-Salas, CV Cendón Novel Methods in Computational Finance, 477-500, 2017 | 2 | 2017 |
| Quasi-regression Monte-Carlo method for semi-linear PDEs and BSDEs E Gobet, JGL Salas, C Vázquez Proceedings 21 (1), 44, 2019 | 1 | 2019 |
| Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Variation Margin requirements A Agarwal, S de Marco, E Gobet, J López-Salas, F Noubiagain, A Zhou | 1 | 2018 |
| Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem D Trevisani, JG López-Salas, C Vázquez, JA García-Rodríguez Applied Mathematics and Computation 488, 129105, 2025 | | 2025 |
| Python aplicado al cálculo científico AM Ferreiro Ferreiro, JA García Rodríguez, JG López-Salas | | 2025 |
| Boundary Treatment for High-Order IMEX Runge–Kutta Local Discontinuous Galerkin Schemes for Multidimensional Nonlinear Parabolic PDEs V González-Tabernero, JG López-Salas, MJ Castro-Díaz, ... SIAM Journal on Scientific Computing 46 (5), A3282-A3304, 2024 | | 2024 |
| A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance JG López-Salas, M Suárez-Taboada, MJ Castro, AM Ferreiro-Ferreiro, ... arXiv preprint arXiv:2410.02925, 2024 | | 2024 |
| PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM) JG López-Salas, S Pérez-Rodríguez, C Vázquez Computers & Mathematics with Applications 169, 88-98, 2024 | | 2024 |
| Second order finite volume IMEX Runge-Kutta schemes for option pricing nonlinear PDEs in finance JG López-Salas, M Suárez, MJ Castro-Díaz, AM Ferreiro, ... Málaga, 2023 | | 2023 |
| IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing JG López-Salas, M Suárez-Taboada, MJ Castro, AM Ferreiro-Ferreiro, ... XVI International Conference on Hyperbolic Problems: Theory, Numerics …, 2022 | | 2022 |
