Working Papers

Artículos de trabajo (Working Papers)

P. Castañeda, F. Furtado, D. Marchesin (2015) "Characteristic shocks for flow in porous media". IMPA Preprint Série E41, 9pp.
http://preprint.impa.br/visualizar?id=6382

M. Cabo Nodar, E. Possani (2012) " A Comparison of Cross Entropy Approaches for the Classical Vehicle Routing Problem " Social Science Reserach Network working paper series, paper no. 2126865 Available at SSRN: http://dx.doi.org/10.2139/ssrn.2126865

J.L. Morales, J. Nocedal (2011) Remark on "Algorithm 78: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization" Technical Report, January 2011. Optimization Center at Northwestern University.
http://users.eecs.northwestern.edu/~morales/PSfiles/acm-remark.pdf

E. Possani, C.A. Glass (2009) " Lot Streaming Multiple Jobs: A Review, and New Results Under a Dominance Machine Analysis" SSRN Working Paper Series No. 1440307
http://ssrn.com/abstract=1440307

V.D. Domínguez-Soria, G. Geudtner, J.L. Morales, P. Calaminici, A. Köster (2009) "Robust and Efficient Density Fitting" submited to: Journal of Chemical Physics.
http://www.ece.northwestern.edu/~morales/PSfiles/fit.pdf

J.L. Morales, L. Feng, V. Linetsky, J. Nocedal (2009) "On the Solution of Complementarity Problems Arising in American Options Pricing" Tech Report, July 2009, Optimization Technology Center, Northwestern University.
http://www.optimization-online.org/DB_HTML/2009/07/2358.html

J. L. Morales, J. Nocedal, Y. Wu (2008) "A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase" Tech Report, December 2008, Optimization Technology Center, Northwestern University.
http://www.optimization-online.org/DB_HTML/2009/01/2191.html

J.L. Morales, G. Fasano, J. Nocedal (2008) "On the Geometry Phase in Model-Based Algorithms for Derivative-Free Optimization" Tech Report, March 2008, Optimization Technology Center, Northwestern University.
http://www.optimization-online.org/DB_HTML/2008/03/1932.html

J.L. Morales, J. Nocedal, M. Smelyanskiy (2007)"An Algorithm for the Fast Solution of Linear Complementarity Problems". Report 2007/5 Optimization Technology Center, Northwestern University, June 2007.
http://www.optimization-online.org/DB_HTML/2007/06/1675.html

M. R. Rodrigo, R. S. Mamon (2006),"An application of Mellin transformtechniques to a Black-Scholes equation problem",CARISMA Technical Report 48, Brunel University.
http://www.carisma.brunel.ac.uk/papers/2005/CTR-48.pdf

M. R. Rodrigo, R. S. Mamon (2006), "Implied volatility estimation: illposedness and implementation of a proposedalgortihm", CARISMA Technical Report 47, Brunel University.
http://www.carisma.brunel.ac.uk/workingpapers.html

M. R. Rodrigo, R. S. Mamon (2006), "Implied volatility estimation via themoments of the call price",CARISMA Technical Report 46, Brunel University.
http://www.carisma.brunel.ac.uk/workingpapers.html

M. R. Rodrigo, R. S. Mamon (2005), "An alternative approach to solving theBlack-Scholes equation with time-varying parameters",CARISMA Technical Report 38, Brunel University.
http://www.carisma.brunel.ac.uk/papers/2005/CTR-38.pdf

M. R. Rodrigo, R. S. Mamon (2005), "Explicit solutions to European options in a regime-switching economy",CARISMA Technical Report 36, Brunel University.
http://www.carisma.brunel.ac.uk/papers/2005/CTR-36.pdf