Rafael Company
Orcid: 0000-0001-5217-1889
According to our database1,
Rafael Company
authored at least 37 papers
between 2003 and 2023.
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Bibliography
2023
Math. Comput. Simul., 2023
2021
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems.
Math. Comput. Simul., 2021
2018
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
Math. Model. Anal., 2018
Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion.
J. Comput. Appl. Math., 2018
Computing positive stable numerical solutions of moving boundary problems for concrete carbonation.
J. Comput. Appl. Math., 2018
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
J. Comput. Appl. Math., 2018
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models.
J. Comput. Appl. Math., 2018
2017
A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model.
J. Comput. Appl. Math., 2017
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.
Int. J. Comput. Math., 2017
2016
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes.
J. Comput. Appl. Math., 2016
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing.
J. Comput. Appl. Math., 2016
Constructing positive reliable numerical solution for American call options: A new front-fixing approach.
J. Comput. Appl. Math., 2016
A new efficient numerical method for solving American option under regime switching model.
Comput. Math. Appl., 2016
Comput. Math. Appl., 2016
Appl. Math. Lett., 2016
2015
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems.
J. Appl. Math., 2015
2014
Positive finite difference schemes for a partial integro-differential option pricing model.
Appl. Math. Comput., 2014
Closed form numerical solutions of variable coefficient linear second-order elliptic problems.
Appl. Math. Comput., 2014
2012
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets.
Math. Comput. Simul., 2012
2011
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.
Comput. Math. Appl., 2011
Appl. Math. Lett., 2011
2010
Math. Comput. Model., 2010
Numerical analysis and simulation of option pricing problems modeling illiquid markets.
Comput. Math. Appl., 2010
2009
Math. Comput. Model., 2009
A numerical method for European Option Pricing with transaction costs nonlinear equation.
Math. Comput. Model., 2009
2008
Comput. Math. Appl., 2008
Comput. Math. Appl., 2008
2007
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function.
Math. Comput. Model., 2007
Constructing accurate polynomial approximations for nonlinear differential initial value problems.
Appl. Math. Comput., 2007
2006
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend.
Math. Comput. Model., 2006
2005
The complementary error matrix function and its role solving coupled diffusion mathematical models.
Math. Comput. Model., 2005
2004
Analytic solution of mixed problems for thegeneralized diffusion equation with delay.
Math. Comput. Model., 2004
A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines.
Math. Comput. Model., 2004
2003
Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation.
Appl. Math. Lett., 2003