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1Report
Authors: Anbajagane, D., Chang, C., Drlica-Wagner, A., Tan, C. Y., Adamow, M., Gruendl, R. A., Secco, L. F., Zhang, Z., Becker, M. R., Ferguson, P. S., Chicoine, N., Herron, K., Alarcon, A., Teixeira, R., Suson, D., Alsina, A. N., Amon, A., Andrade-Oliveira, F., Blazek, J., Bom, C. R., Camacho, H., Carballo-Bello, J. A., Rosell, A. Carnero, Cawthon, R., Cerny, W., Choi, A., Choi, Y., Dodelson, S., Doux, C., Eckert, K., Elvin-Poole, J., Esteves, J., Gatti, M., Giannini, G., Gruen, D., Hartley, W. G., Herner, K., Huff, E. M., James, D. J., Jarvis, M., Krause, E., Kuropatkin, N., Martínez-Vázquez, C. E., Massana, P., Mau, S., McCullough, J., Medina, G. E., Mutlu-Pakdil, B., Myles, J., Navabi, M., Noël, N. E. D., Pace, A. B., Porredon, A., Prat, J., Raveri, M., Riley, A. H., Rykoff, E. S., Sakowska, J. D., Samuroff, S., Sanchez-Cid, D., Sand, D. J., Santana-Silva, L., Sevilla-Noarbe, I., Shin, T., Soares-Santos, M., Stringfellow, G. S., To, C., Tong, A., Troxel, M. A., Vivas, A. K., Yamamoto, M., Yanny, B., Yin, B., Zhang, Y., Zuntz, J.
Subject Terms: Astrophysics - Cosmology and Nongalactic Astrophysics
Access URL: http://arxiv.org/abs/2502.17677
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2Report
Authors: Anbajagane, D., Chang, C., Zhang, Z., Tan, C. Y., Adamow, M., Secco, L. F., Becker, M. R., Ferguson, P. S., Drlica-Wagner, A., Gruendl, R. A., Herron, K., Tong, A., Troxel, M. A., Sanchez-Cid, D., Sevilla-Noarbe, I., Chicoine, N., Teixeira, R., Alarcon, A., Suson, D., Alsina, A. N., Amon, A., Bom, C. R., Carballo-Bello, J. A., Cerny, W., Choi, A., Choi, Y., Doux, C., Eckert, K., Gatti, M., Gruen, D., James, D. J., Jarvis, M., Kuropatkin, N., Martínez-Vázquez, C. E., Massana, P., Mau, S., McCullough, J., Medina, G. E., Mutlu-Pakdil, B., Navabi, M., Noël, N. E. D., Pace, A. B., Prat, J., Raveri, M., Riley, A. H., Rykoff, E. S., Sakowska, J. D., Sand, D. J., Santana-Silva, L., Shin, T., Soares-Santos, M., Stringfellow, G. S., Vivas, A. K., Yamamoto, M.
Subject Terms: Astrophysics - Cosmology and Nongalactic Astrophysics, Astrophysics - Instrumentation and Methods for Astrophysics
Access URL: http://arxiv.org/abs/2502.17674
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3Report
Authors: Anbajagane, D., Chang, C., Chicoine, N., Secco, L. F., Tan, C. Y., Ferguson, P. S., Drlica-Wagner, A., Herron, K., Adamow, M., Gruendl, R. A., Becker, M. R., Teixeira, R., Zhang, Z., Alarcon, A., Suson, D., Alsina, A. N., Amon, A., Andrade-Oliveira, F., Blazek, J., Camacho, H., Carballo-Bello, J. A., Cerny, W., Choi, Y., Doux, C., Gatti, M., Gruen, D., James, D. J., Krause, E., Kuropatkin, N., Martínez-Vázquez, C. E., Massana, P., Mau, S., McCullough, J., Medina, G. E., Mutlu-Pakdil, B., Navabi, M., Noël, N. E. D., Pace, A. B., Porredon, A., Raveri, M., Riley, A. H., Sakowska, J. D., Samuroff, S., Sanchez-Cid, D., Sand, D. J., Santana-Silva, L., Soares-Santos, M., Stringfellow, G. S., To, C., Vivas, A. K., Yamamoto, M., Zenteno, A., Zuntz, J.
Subject Terms: Astrophysics - Cosmology and Nongalactic Astrophysics
Access URL: http://arxiv.org/abs/2502.17676
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4Report
Authors: Anbajagane, D., Alarcon, A., Teixeira, R., Chang, C., Secco, L. F., Tan, C. Y., Drlica-Wagner, A., Adamow, M., Gruendl, R. A., Giannini, G., Becker, M. R., Ferguson, P. S., Chicoine, N., Zhang, Z., Herron, K., Suson, D., Alsina, A. N., Amon, A., Bom, C. R., Carballo-Bello, J. A., Cerny, W., Choi, A., Choi, Y., Doux, C., Eckert, K., Gatti, M., Gruen, D., Hartley, W. G., Herner, K., Huff, E. M., James, D. J., Kuropatkin, N., Martínez-Vázquez, C. E., Massana, P., Mau, S., McCullough, J., Medina, G. E., Mutlu-Pakdil, B., Myles, J., Navabi, M., Noël, N. E. D., Pace, A. B., Raveri, M., Riley, A. H., Sakowska, J. D., Sanchez-Cid, D., Sand, D. J., Santana-Silva, L., Sevilla-Noarbe, I., Soares-Santos, M., Stringfellow, G. S., Vivas, A. K., Yamamoto, M.
Subject Terms: Astrophysics - Cosmology and Nongalactic Astrophysics, Astrophysics - Instrumentation and Methods for Astrophysics
Access URL: http://arxiv.org/abs/2502.17675
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5Report
Authors: Baeza-Villagra, K., Rodriguez-Segovia, N., Catelan, M., Rest, A., Papageorgiou, A., Martinez-Vazquez, C. E., Valcarce, A. A. R., Lopes, C. E. Ferreira, Bianco, F. B.
Source: A&A 694, A72 (2025)
Subject Terms: Astrophysics - Solar and Stellar Astrophysics, Astrophysics - Astrophysics of Galaxies, Astrophysics - Instrumentation and Methods for Astrophysics
Access URL: http://arxiv.org/abs/2501.03813
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6Report
Authors: Rica, F. M., Barrena, R., Henríquez, J. A., Vázquez, G., Vázquez, C., Hernández, D., del Rosario, J. L.
Subject Terms: Astrophysics - Solar and Stellar Astrophysics
Access URL: http://arxiv.org/abs/2412.08333
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7Report
Subject Terms: Mathematics - Analysis of PDEs
Access URL: http://arxiv.org/abs/2410.16825
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8Report
Authors: Cerny, W., Chiti, A., Geha, M., Mutlu-Pakdil, B., Drlica-Wagner, A., Tan, C. Y., Adamów, M., Pace, A. B., Simon, J. D., Sand, D. J., Ji, A. P., Li, T. S., Vivas, A. K., Bell, E. F., Carlin, J. L., Carballo-Bello, J. A., Chaturvedi, A., Choi, Y., Doliva-Dolinsky, A., Gnedin, O. Y., Limberg, G., Martínez-Vázquez, C. E., Mau, S., Medina, G. E., Navabi, M., Noël, N. E. D., Placco, V. M., Riley, A. H., Roederer, I. U., Stringfellow, G. S., Bom, C. R., Ferguson, P. S., James, D. J., Martínez-Delgado, D., Massana, P., Nidever, D. L., Sakowska, J. D., Santana-Silva, L., Sherman, N. F., Tollerud, E. J.
Subject Terms: Astrophysics - Astrophysics of Galaxies
Access URL: http://arxiv.org/abs/2410.00981
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9Report
Authors: Vázquez, C. Viscasillas, Solano, E., Ulla, A., Ambrosch, M., Álvarez, M. A., Manteiga, M., Magrini, L., Santoveña-Gómez, R., Dafonte, C., Pérez-Fernández, E., Aller, A., Drazdauskas, A., Mikolaitis, Š., Rodrigo, C.
Source: A&A 691, A223 (2024)
Subject Terms: Astrophysics - Solar and Stellar Astrophysics, Astrophysics - Astrophysics of Galaxies, Astrophysics - Instrumentation and Methods for Astrophysics
Access URL: http://arxiv.org/abs/2409.17783
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10Report
Authors: Sand, D. J., Mutlu-Pakdil, B., Jones, M. G., Karunakaran, A., Andrews, J. E., Bennet, P., Crnojevic, D., Donatiello, G., Drlica-Wagner, A., Fielder, C., Martinez-Delgado, D., Martinez-Vazquez, C. E., Spekkens, K., Doliva-Dolinsky, A., Hunter, L. C., Carlin, J. L., Cerny, W., Hai, T. N., McQuinn, K. B. W, Pace, A. B., Smercina, A.
Subject Terms: Astrophysics - Astrophysics of Galaxies
Access URL: http://arxiv.org/abs/2409.16345
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11Report
Authors: Teixeira, G., Bom, C. R., Santana-Silva, L., Fraga, B. M. O., Darc, P., Teixeira, R., Wu, J. F., Ferguson, P. S., Martínez-Vázquez, C. E., Riley, A. H., Drlica-Wagner, A., Choi, Y., Mutlu-Pakdil, B., Pace, A. B., Sakowska, J. D., Stringfellow, G. S.
Subject Terms: Astrophysics - Instrumentation and Methods for Astrophysics
Access URL: http://arxiv.org/abs/2408.15243
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12Report
Authors: López-Salas, J. G., Pérez-Rodríguez, S., Vázquez, C.
Source: 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
Access URL: http://arxiv.org/abs/2408.02289
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13Report
Authors: Ferreiro, A. M., García, J. A., López-Salas, J. G., Vázquez, C.
Source: Ana M. Ferreiro, Jos\'e A. Garc\'ia-Rodr\'iguez, Jos\'e G. L\'opez-Salas, Carlos V\'azquez, SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives, Applied Mathematics and Computation, 242, 2014
Subject Terms: Quantitative Finance - Pricing of Securities
Access URL: http://arxiv.org/abs/2408.01470
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14Report
Authors: López-Salas, J. G., Vázquez, C.
Source: Jos\'e G. L\'opez-Salas, Carlos V\'azquez, PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique, Computers & Mathematics with Applications, 75, 5, 2018, 1616-1634
Subject Terms: Mathematics - Analysis of PDEs
Access URL: http://arxiv.org/abs/2408.00563
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15Report
Authors: López-Salas, J. G., Pérez-Rodríguez, S., Vázquez, C.
Source: 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
Subject Terms: Mathematics - Numerical Analysis
Access URL: http://arxiv.org/abs/2408.00559
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16Report
Authors: Tan, C. Y., Cerny, W., Drlica-Wagner, A., Pace, A. B., Geha, M., Ji, A. P., Li, T. S., Adamów, M., Anbajagane, D., Bom, C. R., Carballo-Bello, J. A., Carlin, J. L., Chang, C., Choi, Y., Collins, M. L. M., Doliva-Dolinsky, A., Ferguson, P. S., Gruendl, R. A., James, D. J., Limberg, G., Navabi, M., Martínez-Delgado, D., Martínez-Vázquez, C. E., Medina, G. E., Mutlu-Pakdil, B., Nidever, D. L., Noël, N. E. D., Riley, A. H., Sakowska, J. D., Sand, D. J., Sharp, J., Stringfellow, G. S., Tolley, C., Tucker, D. L., Vivas, A. K.
Subject Terms: Astrophysics - Astrophysics of Galaxies
Access URL: http://arxiv.org/abs/2408.00865
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17Report
Authors: Gobet, E., López-Salas, J. G., Vázquez, C.
Access URL: http://arxiv.org/abs/2407.21084
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18Report
Authors: Gobet, E., López-Salas, J. G., Turkedjiev, P., Vázquez, C.
Subject Terms: Mathematics - Numerical Analysis
Access URL: http://arxiv.org/abs/2407.21085
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19Report
Authors: Fernández, J. L., Ferreiro, A. M., García, J. A., Leitao, A., López-Salas, J. G., Vázquez, C.
Source: J.L. Fern\'andez, et.al. , Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs, Mathematics and Computers in Simulation, Volume 94, 2013, Pages 55-75
Subject Terms: Mathematics - Optimization and Control
Access URL: http://arxiv.org/abs/2407.20713
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20Report