| PDE models and numerical methods for total value adjustment in European and American options with counterparty risk I Arregui, B Salvador, C Vázquez Applied Mathematics and Computation 308, 31-53, 2017 | 37 | 2017 |
| Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation I Arregui, B Salvador, D Ševčovič, C Vázquez Computers & Mathematics with Applications 76 (4), 725-740, 2018 | 29 | 2018 |
| Finite element solution of a Reynolds–Koiter coupled problem for the elastic journal–bearing I Arregui, C Vázquez Computer methods in applied mechanics and engineering 190 (15-17), 2051-2062, 2001 | 20 | 2001 |
| Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices I Arregui, JJ Cendán, C Parés, C Vázquez ESAIM: Mathematical Modelling and Numerical Analysis 42 (4), 645-665, 2008 | 14 | 2008 |
| Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device I Arregui, JJ Cendán, C Vázquez ESAIM: Mathematical Modelling and Numerical Analysis 36 (2), 325-343, 2002 | 13 | 2002 |
| A Monte Carlo approach to American options pricing including counterparty risk I Arregui, B Salvador, C Vázquez International Journal of Computer Mathematics 96 (11), 2157-2176, 2019 | 11 | 2019 |
| A duality method for the compressible Reynolds equation. Application to simulation of read/write processes in magnetic storage devices I Arregui, JJ Cendán, C Vázquez Journal of computational and applied mathematics 175 (1), 31-40, 2005 | 11 | 2005 |
| An Eulerian approach for large displacements of thin shells including geometrical non-linearities I Arregui, P Destuynder, M Salaün Computer methods in applied mechanics and engineering 140 (3-4), 361-381, 1997 | 10 | 1997 |
| CVA computing by PDE models I Arregui, B Salvador, C Vázquez Numerical Analysis and Its Applications: 6th International Conference, NAA …, 2017 | 9 | 2017 |
| Numerical solution of an optimal investment problem with proportional transaction costs I Arregui, C Vázquez Journal of Computational and Applied Mathematics 236 (12), 2923-2937, 2012 | 8 | 2012 |
| Numerical simulation of head–tape magnetic reading devices by a new 2-D model I Arregui, JJ Cendán, C Vázquez Finite elements in analysis and design 43 (4), 311-320, 2007 | 6 | 2007 |
| A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty I Arregui, B Salvador, C Vázquez Journal of Computational and Applied Mathematics 318, 491-503, 2017 | 5 | 2017 |
| Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices I Arregui, JJ Cendán, C Vázquez Mathematics and Computers in Simulation 99, 190-202, 2014 | 5 | 2014 |
| Evaluation of the optimal utility of some investment projects with irreversible environmental effects I Arregui, C Vázquez Pure and Applied Geophysics 172, 149-165, 2015 | 3 | 2015 |
| Optimization of a duality method for the compressible Reynolds equation I Arregui, JJ Cend án, C Parés, C Vázquez Numerical Mathematics and Advanced Applications: Proceedings of ENUMATH 2005 …, 2006 | 3 | 2006 |
| Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects A Acción, I Arregui, C Vázquez Applied mathematics and computation 215 (9), 3461-3472, 2010 | 2 | 2010 |
| A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution I Arregui, JI Díaz, C Vázquez Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie …, 2014 | 1 | 2014 |
| Numerical Analysis and Its Applications I Dimov, I Faragó, L Vulkov Springer International Publishing AG, 2017 | | 2017 |
| Numerical simulation in Physics and Engineering: proceedings of the XIV Spanish-French Jacques-Louis Lions School:(A Coruña, Spain, September 6-10th, 2010) IA Alvarez, JAG Rodríguez, CV Cendón Universidade da Coruña, Servizio de Publicacións, 2010 | | 2010 |
| Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles A Acción Penas, Í Arregui Álvarez, C Vázquez Cendón ., 2007 | | 2007 |
