Alvaro Leitao Rodriguez
Universidade da Coruña
H-index: 10
Europe-Spain
Top articles of Alvaro Leitao Rodriguez
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Deep Joint Learning valuation of Bermudan Swaptions | arXiv e-prints | Francisco Gómez Casanova Álvaro Leitao Fernando de Lope Contreras Carlos Vázquez | 2024/4 |
Real quantum amplitude estimation | EPJ Quantum Technology | Alberto Manzano Daniele Musso Álvaro Leitao | 2023/12 |
VI Congreso XoveTIC: impulsando el talento científico | Manuel Lagos Rodríguez Álvaro Leitao Tirso Varela Rodeiro Javier Pereira-Loureiro Manuel Penedo | 2023 | |
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk | Journal of Computational and Applied Mathematics | Joel P Villarino Álvaro Leitao JA García Rodríguez | 2023/6/1 |
Spline local basis methods for nonparametric density estimation | Statistics Surveys | J Lars Kirkby Álvaro Leitao Duy Nguyen | 2023 |
Real Option Pricing using Quantum Computers | arXiv preprint arXiv:2303.06089 | Alberto Manzano Gonzalo Ferro Álvaro Leitao Carlos Vázquez Andrés Gómez | 2023/3/10 |
Boundary-safe PINNs extension | Proceedings of V XoveTIC Conference. XoveTIC | Joel P Villarino José A Garcıa Rodrıguez Alvaro Leitao | 2023/2/16 |
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk | International Journal of Computer Mathematics | Ínigo Arregui Álvaro Leitao Beatriz Salvador Carlos Vázquez | 2023/2/7 |
A Modular Framework for Generic Quantum Algorithms | Mathematics | Alberto Manzano Daniele Musso Álvaro Leitao Andrés Gómez Carlos Vázquez | 2022/1 |
A survey on quantum computational finance for derivatives pricing and var | Andrés Gómez Álvaro Leitao Alberto Manzano Daniele Musso María R Nogueiras | 2022/10 | |
The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread | Communications in Nonlinear Science & Numerical Simulation | Álvaro Leitao Carlos Vázquez | 2022/8/4 |
D5. 1: Review of state-of-the-art for Pricing and Computation of VaR | Marıa Nogueiras HSBC Gustavo Ordónez Sanz HSBC Carlos Vázquez Cendón Alvaro Leitao Rodrıguez Alberto Manzano Herrero | 2021/5/24 | |
Quantum Arithmetic for Directly Embedded Arrays | arXiv preprint arXiv:2107.13872 | Alberto Manzano Daniele Musso Álvaro Leitao Andrés Gómez Carlos Vázquez | 2021/7/29 |
On a Neural Network to Extract Implied Information from American Options | Applied Mathematical Finance | Shuaiqiang Liu Álvaro Leitao Anastasia Borovykh Cornelis W Oosterlee | 2021/9/3 |
Deep Learning-Based Method for Computing Initial Margin | Engineering Proceedings | Joel Pérez Villarino Álvaro Leitao Rodríguez | 2021 |
Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method | Computational Statistics and Data Analysis, | J LARS KIRKBY ÁLVARO LEITAO DUY NGUYEN | 2021 |
The CTMC–Heston Model: Calibration and Exotic Option Pricing With SWIFT | Journal of Computational Finance | Alvaro Leitao Rodriguez J Lars Kirkby Luis Ortiz-Gracia | 2021/10/18 |
Neural Networks for extracting implied information from American options | Shuaiqiang Liu Álvaro Leitao Anastasia Borovykh Cornelis W Oosterlee | 2021/6/14 | |
Model-free computation of risk contributions in credit portfolios | Applied Mathematics and Computation | Álvaro Leitao Luis Ortiz-Gracia | 2020/10/1 |
Machine learning to compute implied volatility from european/american options considering dividend yield | Proceedings | Shuaiqiang Liu Álvaro Leitao Anastasia Borovykh Cornelis W Oosterlee | 2020/9/15 |
Co-Authors
