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Leitao, Álvaro
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1

Real quantum amplitude estimation:

Manzano, Alberto ; Musso, Daniele ; Leitao, Álvaro
EPJ Quantum Technology.  10 (2023)  1 - p. , 2023
Link: https://doi.org/10.1140/..
 
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2

Efficient parallel Monte-Carlo techniques for pricing Ameri..:

Arregui, Íñigo ; Leitao, Álvaro ; Salvador, Beatriz.
International Journal of Computer Mathematics.  , 2023
Link: https://doi.org/10.1080/..
 
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3

Boundary-safe PINNs extension: Application to non-linear pa..:

P. Villarino, Joel ; Leitao, Álvaro ; García Rodríguez, J.A.
Journal of Computational and Applied Mathematics.  425 (2023)  - p. 115041 , 2023
Link: https://doi.org/10.1016/..
 
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4

A Modular Framework for Generic Quantum Algorithms:

Manzano, Alberto ; Musso, Daniele ; Leitao, Álvaro...
Mathematics.  10 (2022)  5 - p. 785 , 2022
Link: https://doi.org/10.3390/..
 
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5

The stochastic θ-SEIHRD model: Adding randomness to the COV..:

Leitao, Álvaro ; Vázquez, Carlos
Communications in Nonlinear Science and Numerical Simulation.  115 (2022)  - p. 106731 , 2022
Link: https://doi.org/10.1016/..
 
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6

A Survey on Quantum Computational Finance for Derivatives P..:

Gómez, Andrés ; Leitao, Álvaro ; Manzano, Alberto...
Archives of Computational Methods in Engineering.  29 (2022)  6 - p. 4137-4163 , 2022
Link: https://doi.org/10.1007/..
 
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7

Nonparametric density estimation and bandwidth selection wi..:

Kirkby, J. Lars ; Leitao, Álvaro ; Nguyen, Duy
Computational Statistics & Data Analysis.  159 (2021)  - p. 107202 , 2021
Link: https://doi.org/10.1016/..
 
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8

Evaluation of the genotoxic and mutagenic potentials of a l..:

Paiva, Juliana ; Siqueira, Camila ; Holandino, Carla.
International Journal of High Dilution Research - ISSN 1982-6206.  10 (2021)  36 - p. 180-182 , 2021
Link: https://doi.org/10.51910..
 
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9

Evaluation of the genotoxic and mutagenic potentials of hom..:

Paiva, Juliana ; Barbosa, Gleyce ; Homsani, Fortune...
International Journal of High Dilution Research - ISSN 1982-6206.  10 (2021)  36 - p. 177-179 , 2021
Link: https://doi.org/10.51910..
 
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10

On a Neural Network to Extract Implied Information from Ame..:

Liu, Shuaiqiang ; Leitao, Álvaro ; Borovykh, Anastasia.
Applied Mathematical Finance.  28 (2021)  5 - p. 449-475 , 2021
Link: https://doi.org/10.1080/..
 
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11

Model-free computation of risk contributions in credit port..:

Leitao, Álvaro ; Ortiz-Gracia, Luis
Applied Mathematics and Computation.  382 (2020)  - p. 125351 , 2020
Link: https://doi.org/10.1016/..
 
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12

Rolling Adjoints: Fast Greeks along Monte Carlo scenarios f..:

Jain, Shashi ; Leitao, Álvaro ; Oosterlee, Cornelis W.
Journal of Computational Science.  33 (2019)  - p. 95-112 , 2019
Link: https://doi.org/10.1016/..
 
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13

On the data-driven COS method:

Leitao, Álvaro ; Oosterlee, Cornelis W. ; Ortiz-Gracia, Luis.
Applied Mathematics and Computation.  317 (2018)  - p. 68-84 , 2018
Link: https://doi.org/10.1016/..
 
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14

BENCHOP – SLV: the BENCHmarking project in Option Pricing –..:

von Sydow, Lina ; Milovanović, Slobodan ; Larsson, Elisabeth...
International Journal of Computer Mathematics.  96 (2018)  10 - p. 1910-1923 , 2018
Link: https://doi.org/10.1080/..
 
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15

SWIFT valuation of discretely monitored arithmetic Asian op..:

Leitao, Álvaro ; Ortiz-Gracia, Luis ; Wagner, Emma I.
Journal of Computational Science.  28 (2018)  - p. 120-139 , 2018
Link: https://doi.org/10.1016/..
 
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