I grew up in a small, quiet beach town on Ecuador’s southern coast. Good weather and amazing food made Salinas a top touristic destination but, unfortunately, not a hub for engineering wonders. As a ...

In this research field we are developing advanced computational methods centered around efficient solution strategies for partial differential equations. In numerical analysis, we focus on developing ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...