Numerical solution of linear and nonlinear Black-Scholes option pricing equations. - Rafael Company; Enrique A. Navarro; José Ramón Pintos; Enrique Ponsoda (Comput. Math. Appl., 2008)

A numerical method for European Option Pricing with transaction costs nonlinear equation. - Rafael Company; Lucas Jódar; José Ramón Pintos (Math. Comput. Model., 2009)

Computing option pricing models under transaction costs. - Rafael Company; Lucas Jódar; José Ramón Pintos; M. D. Roselló (Comput. Math. Appl., 2010)

Numerical analysis and computing for option pricing models in illiquid markets. - Rafael Company; Lucas Jódar; José Ramón Pintos (Math. Comput. Model., 2010)

Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. - M. Consuelo Casabán; Rafael Company; Lucas Jódar; José Ramón Pintos (Comput. Math. Appl., 2011)

A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. - Rafael Company; Lucas Jódar; José Ramón Pintos (Math. Comput. Simul., 2012)