Ariel V´zquez
External collaborator
Publications
Simula-affiliated publications listed
2009
Journal Articles
A. A. V´zquez and B. F. Nielsen
The Multigrid Algorithm Applied to a Degenerate Equation; a Convergence Analysis
Journal of Computational and Applied Mathematics
2004
PhD Thesis
A. A. V´zquez
Financial Derivatives Under Generalized Black-Scholes Models; the PDE Approach
2003
Talks, contributed
A. A. V´zquez and B. F. Nielsen
On the Convergence of Multigrid Methods for PDEs in Mathematical Finance
Presented at the 11th GAMM-Workshop on Multigrid and Hierarchic Solution Techniques, Leipzig, Germany
2001
Proceedings, refereed
L. Holden, B. F. Nielsen and A. A. V´zquez
Stochastic Structural Modeling in Havana
EAGE annual conference, 2001 Amsterdam abstracts book
Talks, contributed
B. F. Nielsen, L. Holden, P. Mostad, A. Skorstad, A. A. V´zquez, C. Townsend and S. Ottesen
A Stochastic Structural Model
Presented at the Modelling Permeable Rocks conference in Cambridge, England
L. Holden, B. F. Nielsen and A. A. V´zquez
Stochastic Structural Modeling in Havana
Presented at the 2001 EAGE conference, Amsterdam, The Netherlands