Rafael Company

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CoRR, January, 2025

A random free-boundary diffusive logistic model: Analysis, computing and simulation.

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CoRR, January, 2025

A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation.

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Math. Comput. Simul., 2024

Numerical difference solution of moving boundary random Stefan problems.

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M. Consuelo Casabán

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Math. Comput. Simul., 2023

A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems.

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Math. Comput. Simul., 2021

A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.

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Math. Model. Anal., 2018

Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion.

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M.-A. Piqueras

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J. Comput. Appl. Math., 2018

Computing positive stable numerical solutions of moving boundary problems for concrete carbonation.

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M.-A. Piqueras

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J. Comput. Appl. Math., 2018

Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.

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J. Comput. Appl. Math., 2018

Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models.

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J. Comput. Appl. Math., 2018

A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model.

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M.-A. Piqueras

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J. Comput. Appl. Math., 2017

Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.

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Int. J. Comput. Math., 2017

Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes.

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J. Comput. Appl. Math., 2016

Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing.

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J. Comput. Appl. Math., 2016

Constructing positive reliable numerical solution for American call options: A new front-fixing approach.

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J. Comput. Appl. Math., 2016

Novel methods in computational finance.

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Matthias Ehrhardt

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Lucas Jódar Sánchez

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Int. J. Comput. Math., 2016

A new efficient numerical method for solving American option under regime switching model.

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Comput. Math. Appl., 2016

Computing American option price under regime switching with rationality parameter.

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Comput. Math. Appl., 2016

A mixed derivative terms removing method in multi-asset option pricing problems.

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Appl. Math. Lett., 2016

Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems.

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J. Appl. Math., 2015

Positive finite difference schemes for a partial integro-differential option pricing model.

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Appl. Math. Comput., 2014

Closed form numerical solutions of variable coefficient linear second-order elliptic problems.

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M. Consuelo Casabán

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Appl. Math. Comput., 2014

A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets.

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José Ramón Pintos

Math. Comput. Simul., 2012

Numerical solution of random differential models.

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Math. Comput. Model., 2011

Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.

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Comput. Math. Appl., 2011

Solving Riccati time-dependent models with random quadratic coefficients.

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Appl. Math. Lett., 2011

Numerical analysis and computing for option pricing models in illiquid markets.

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José Ramón Pintos

Math. Comput. Model., 2010

Computing option pricing models under transaction costs.

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Comput. Math. Appl., 2010

Numerical analysis and simulation of option pricing problems modeling illiquid markets.

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Comput. Math. Appl., 2010

A second order numerical method for solving advection-diffusion models.

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Math. Comput. Model., 2009

A numerical method for European Option Pricing with transaction costs nonlinear equation.

[BibT_eX]

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José Ramón Pintos

Math. Comput. Model., 2009

Numerical solution of linear and nonlinear Black-Scholes option pricing equations.

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Comput. Math. Appl., 2008

An efficient method for option pricing with discrete dividend payment.

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Cristina Ballester

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Comput. Math. Appl., 2008

Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function.

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Rafael-Jacinto Villanueva

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Gregorio Rubio

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Math. Comput. Model., 2007

Constructing accurate polynomial approximations for nonlinear differential initial value problems.

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Appl. Math. Comput., 2007

Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend.

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A. L. González

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Francisco Rodríguez-Mateos

Math. Comput. Model., 2006

The complementary error matrix function and its role solving coupled diffusion mathematical models.

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Math. Comput. Model., 2005

Analytic solution of mixed problems for thegeneralized diffusion equation with delay.

[BibT_eX]

[DOI]

Jose Antonio Martín

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Math. Comput. Model., 2004

A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines.

[BibT_eX]

[DOI]

José Manuel Arnau

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María Dolores Roselló

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H. Climent

Math. Comput. Model., 2004

Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation.

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[DOI]

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