Exact and numerical solution of Black-Scholes matrix equation. - J. C. Cortés; Lucas Jódar; R. Sala; P. Sevilla-Peris (Appl. Math. Comput., 2005)

A new direct method for solving the Black-Scholes equation. - Lucas Jódar; P. Sevilla-Peris; J. C. Cortés; R. Sala (Appl. Math. Lett., 2005)

Constructing approximate diffusion processes with uncertain data. - J. C. Cortés; P. Sevilla-Peris; Lucas Jódar (Math. Comput. Simul., 2006)