Íñigo Arregui - Publications, H-index & Citations

Íñigo Arregui

University of A Coruña

8H指数

58论文数

202被引数

收录论文 9

发表时间

Pricing American real options with double continuation region under Heston model 在Heston模型下对具有双连续区域的美国实物期权进行定价

Applied Mathematics and Computation

IF3.4

2025-11-01

OAAI

Íñigo Arregui; Alejandro López-Núñez; Carlos Vázquez

Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework

COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION

IF3.8

2024-03-01

OAAI

Arregui, Inigo; Simonella, Roberta; Vazquez, Carlos

Total value adjustment for European options in a multi-currency setting

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2022-01-01

OAAI

Arregui, Inigo; Simonella, Roberta; Vazquez, Carlos

A local discontinuous Galerkin method for the compressible Reynolds lubrication equation

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2019-05-01

PREAI

Arregui, Inigo; Jesus Cendan, J.; Gonzalez, Maria

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2017-09-01

PREAI

Arregui, Inigo; Salvador, Beatriz; Vazquez, Carlos

Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2010-01-01

PREAI

Accion, A.; Arregui, I.; Vazquez, C.

Numerical simulation of head-tape magnetic reading devices by a new 2-D model

FINITE ELEMENTS IN ANALYSIS AND DESIGN

IF3.5

2007-02-01

PREAI

Arregui, Inigo; Cendan, J. Jesus; Vazquez, Carlos

Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

IF7.3

2001-01-01

PREAI

Arregui, I; Vázquez, C

An Eulerian approach for large displacements of thin shells including geometrical non-linearities

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

IF7.3

1997-01-01

PREAI

Arregui, I; Destuynder, P; Salaun, M

研究方向