Zobrazeno 1 - 10
of 12 373
pro vyhledávání: '"Pérez-Rodríguez A"'
Publikováno v:
Jos\'e Germ\'an L\'opez-Salas, Soledad P\'erez-Rodr\'iguez, Carlos V\'azquez, PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM), Computers & Mathematics with Applications, 169, 2024, 88-98
In this article we derive partial differential equations (PDEs) for pricing interest rate derivatives under the generalized Forward Market Model (FMM) recently presented by A. Lyashenko and F. Mercurio in \cite{lyashenkoMercurio:Mar2019} to model the
Externí odkaz:
http://arxiv.org/abs/2408.02289
Publikováno v:
L\'{o}pez-Salas, J. G. and P\'{e}rez-Rodr\'{\i}guez, S. and V\'{a}zquez, C., AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models, SIAM Journal on Scientific Computing, 43 (1), B30-B54, 2021
In this work we mainly develop a new numerical methodology to solve a PDE model recently proposed in the literature for pricing interest rate derivatives. More precisely, we use high order in time AMFR-W methods, which belong to a class of W-methods
Externí odkaz:
http://arxiv.org/abs/2408.00559
Autor:
Estrada-Álvarez, Jorge, Salvador-Sánchez, Juan, Pérez-Rodríguez, Ana, Sánchez-Sánchez, Carlos, Clericò, Vito, Vaquero, Daniel, Watanabe, Kenji, Taniguchi, Takashi, Diez, Enrique, Domínguez-Adame, Francisco, Amado, Mario, Díaz, Elena
Viscous electron flow exhibits exotic signatures such as superballistic conduction. Bending the geometry of the device is a must to observe hydrodynamic effects. To this end, we build three antidot graphene superlattices with different hole diameters
Externí odkaz:
http://arxiv.org/abs/2407.04527
Autor:
Herrera-Mendoza, Jhony A., Herrera-Aguilar, Alfredo, Higuita-Borja, Daniel F., Méndez-Zavaleta, Julio A., Pérez-Rodríguez, Felipe, Yin, Jia-Xin
The present work concerns the detailed construction of a holographic model for a type-II s-wave superconductor defined on a 5-dimensional anisotropic rotating black hole. We examine the role of rotation and anisotropy on the properties of the superco
Externí odkaz:
http://arxiv.org/abs/2406.05351
Autor:
Duran, A., Pérez-Rodríguez, J. L., Herrera, L. K., Jiménez-de-Haro, M. C., Robador, M. D., Justo, A., Blanes, J. M., Pérez-Ferrer, J. C.
Results are presented from several samples taken from leaves of the Pardon Portico of Mosque-Cathedral of Cordoba, where an alteration on their surface was detected. Metal samples analyzed using X-ray microanalysis and powder x-ray diffraction were p
Externí odkaz:
http://arxiv.org/abs/2401.16538
Autor:
De Haro, M. C. Jimenez, Blanes, J. M. Martınez, Poyato, J., Perez-Maqueda, L. A., Lerf, A., Perez-Rodrıguez, J. L.
The influence of the interlayer cations, sonication and grinding on surface area of the vermiculite from Santa Olalla has been studied. For untreated samples the surface area increases with the size of the exchanged cation and only the samples with t
Externí odkaz:
http://arxiv.org/abs/2401.14274
The standard cement paste (C-43-St) was studied previously by static heating, SH, immediately after 1 month hydration at w/c = 0.4 [J. Therm. Anal. Calorim. 69 (2002) 187]. This paste after 5-year ageing (unprotected from contact with air) was subjec
Externí odkaz:
http://arxiv.org/abs/2401.14002
The differences on the thermal behavior (DTA-TG) of mica samples measured before and after sonication have been studied. Sonication treatment produces important modifications in the thermal behavior of muscovite and biotite samples. For muscovite, it
Externí odkaz:
http://arxiv.org/abs/2401.12696
Autor:
Ilse María Hernández-Romero, Javier Camilo Niño-Caballero, Lucy T. González, Michael Pérez-Rodríguez, Antonio Flores-Tlacuahuac, Alejandro Montesinos-Castellanos
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-24 (2024)
Abstract This work presents a methodology integrating Non-Linear Programming (NLP) for multi-objective and multi-period optimization, addressing sustainable waste management and energy conversion challenges. It integrates waste-to-energy (WtE) techno
Externí odkaz:
https://doaj.org/article/295ab279ddfe4b8c9fe9716a6e73f00a
Autor:
Vaquero, Daniel, Arroyo-Gascón, Olga, Salvador-Sánchez, Juan, Alcázar-Ruano, Pedro L., Diez, Enrique, Perez-Rodríguez, Ana, Correa, Julián D., Dominguez-Adame, Francisco, Chico, Leonor, Quereda, Jorge
The low crystal symmetry of rhenium disulphide (ReS2) leads to the emergence of dichroic optical and optoelectronic response, absent in other layered transition metal dichalcogenides, which could be exploited for device applications requiring polariz
Externí odkaz:
http://arxiv.org/abs/2306.12798