Beatriz Salvador

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

Íñigo Arregui, Beatriz Salvador, Carlos Vázquez · Applied Mathematics and Computation · 2017 · 27 citations

Economics, Option Pricing, Counterparty Risk +10

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation

Íñigo Arregui, Beatriz Salvador, Daniel Ševčovič et al. · Computers & Mathematics with Applications · 2018 · 25 citations

Option Pricing, Total Value Adjustment, European Options +7

Financial option valuation by unsupervised learning with artificial neural networks

Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer · Data Archiving and Networked Services (DANS) · 2021 · 19 citations · Full text

Artificial Intelligence, Engineering, Machine Learning +19

PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution

Íñigo Arregui, Beatriz Salvador, Daniel Ševčovič et al. · Computers & Mathematics with Applications · 2019 · 16 citations

Counterparty Risk, Economics, Option Pricing +9