Concepedia
Statistics
Publications
4
Citations
77
H-Index
Active since
2011
Affiliations
Universidade da Coruña(Current)
Centrum Wiskunde & Informatica
Delft University of Technology
María Suárez-Taboada is an author at Universidade da Coruña specializing in finance, business, and volatility modeling.
Publications per year
2011–2018
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
Lech A. Grzelak, Jeroen Witteveen, María Suárez-Taboada et al. · Quantitative Finance · 2018 · 31 citations · Full text
Business, Finance, Stochastic Modeling +16
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
Andrea Pascucci, María Suárez-Taboada, Carlos Vázquez · Journal of Mathematical Analysis and Applications · 2013 · 20 citations
Natural Sciences, Economics, Finance +12
The Stochastic Collocation Monte Carlo Sampler: Highly Efficient Sampling from 'Expensive' Distributions
Lech A. Grzelak, Jeroen Witteveen, María Suárez-Taboada et al. · SSRN Electronic Journal · 2014 · 14 citations · Full text
Business, Finance, Financial Economics +16
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
María Suárez-Taboada, Carlos Vázquez · Applied Mathematics and Computation · 2011 · 12 citations
Business, Economics, Finance +12
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