José Antonio García-Rodríguez

26 papers Journal 25Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem.
Appl. Math. Comput.
Davide Trevisani, José G. López-Salas, Carlos Vázquez, José Antonio García-Rodríguez
2024 J jnl
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance.
CoRR
José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez
2024 J jnl
An efficient implementation of parallel simulated annealing algorithm in GPUs.
CoRR
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
2024 J jnl
Boundary Treatment for High-Order IMEX Runge-Kutta Local Discontinuous Galerkin Schemes for Multidimensional Nonlinear Parabolic PDEs.
SIAM J. Sci. Comput.
Víctor González Tabernero, José G. López-Salas, Manuel Jesús Castro Díaz, José Antonio García-Rodríguez
2024 J jnl
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs.
CoRR
Víctor González Tabernero, José G. López-Salas, Manuel Jesús Castro Díaz, José Antonio García-Rodríguez
2024 J jnl
Global optimization for data assimilation in landslide tsunamis models.
CoRR
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel Jesús Castro Díaz
2024 J jnl
High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms.
Appl. Math. Comput.
Víctor González Tabernero, Manuel J. Castro, José Antonio García-Rodríguez
2024 J jnl
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing.
CoRR
José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez
2024 J jnl
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance.
CoRR
José G. López-Salas, M. Suárez-Taboada, Manuel J. Castro, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez
2023 J jnl
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk.
J. Comput. Appl. Math.
Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez
2022 — conf
Boundary-safe PINNs extension.
XoveTIC
Joel P. Villarino, José Antonio García-Rodríguez, Álvaro Leitao
2022 J jnl
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk.
CoRR
Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez
2020 J jnl
A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs.
Math. Comput. Simul.
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
2020 J jnl
Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU.
Bus. Inf. Syst. Eng.
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
2020 J jnl
Global optimization for data assimilation in landslide tsunami models.
J. Comput. Phys.
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel J. Castro
2019 J jnl
Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs.
Appl. Math. Comput.
Ana M. Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
2019 J jnl
Parallel two-phase methods for global optimization on GPU.
Math. Comput. Simul.
Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia
2018 J jnl
GPU parallel implementation for asset-liability management in insurance companies.
J. Comput. Sci.
José L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
2014 J jnl
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives.
Appl. Math. Comput.
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
2013 J jnl
An efficient implementation of parallel simulated annealing algorithm in GPUs.
J. Glob. Optim.
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
2013 J jnl
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs.
Appl. Math. Comput.
D. Castillo, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
2013 J jnl
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs.
Math. Comput. Simul.
J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez
2009 J jnl
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems.
J. Sci. Comput.
Manuel Jesús Castro Díaz, Enrique Domingo Fernández-Nieto, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Parés
2009 J jnl
Simulation of shallow-water systems using graphics processing units.
Math. Comput. Simul.
Miguel Lastra, José Miguel Mantas, Carlos Ureña, Manuel Jesús Castro Díaz, José Antonio García-Rodríguez
2007 J jnl
Improved FVM for two-layer shallow-water models: Application to the Strait of Gibraltar.
Adv. Eng. Softw.
Manuel Jesús Castro Díaz, José Antonio García-Rodríguez, José Manuel González-Vida, Jorge Macías Sánchez, Carlos Parés
2005 J jnl
The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems.
Math. Comput. Model.
Manuel J. Castro, Ana M. Ferreiro, José Antonio García-Rodríguez, José Manuel González-Vida, Jorge Macías Sánchez, Carlos Parés, M. Elena Vázquez-Cendón