Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation. - Rafael Company; Lucas Jódar; Enrique Ponsoda (Appl. Math. Lett., 2003)

A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines. - José Manuel Arnau; Rafael Company; María Dolores Roselló; H. Climent (Math. Comput. Model., 2004)

Analytic solution of mixed problems for thegeneralized diffusion equation with delay. - Jose Antonio Martín; Francisco Rodríguez-Mateos; Rafael Company (Math. Comput. Model., 2004)

The complementary error matrix function and its role solving coupled diffusion mathematical models. - J. C. Cortés; Rafael Company; Lucas Jódar; Enrique Ponsoda (Math. Comput. Model., 2005)

Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend. - Rafael Company; A. L. González; Lucas Jódar (Math. Comput. Model., 2006)

Constructing accurate polynomial approximations for nonlinear differential initial value problems. - Benito Chen; Rafael Company; Lucas Jódar; M. D. Roselló (Appl. Math. Comput., 2007)

Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function. - Rafael Company; Lucas Jódar; Gregorio Rubio; Rafael-Jacinto Villanueva (Math. Comput. Model., 2007)

An efficient method for option pricing with discrete dividend payment. - Cristina Ballester; Rafael Company; Lucas Jódar (Comput. Math. Appl., 2008)

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)

A second order numerical method for solving advection-diffusion models. - Rafael Company; Enrique Ponsoda; José Vicente Romero; M. D. Roselló (Math. Comput. Model., 2009)

Numerical analysis and simulation of option pricing problems modeling illiquid markets. - Rafael Company; Lucas Jódar; Enrique Ponsoda; Cristina Ballester (Comput. Math. Appl., 2010)

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)

Solving Riccati time-dependent models with random quadratic coefficients. - J. C. Cortés; Lucas Jódar; Rafael Company; Laura Villafuerte (Appl. Math. Lett., 2011)

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)

Numerical solution of random differential models. - Juan Carlos Cortés; Lucas Jódar; L. Villafuerte 001; Rafael Company (Math. Comput. Model., 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)

Closed form numerical solutions of variable coefficient linear second-order elliptic problems. - M. Consuelo Casabán; Rafael Company; Lucas Jódar (Appl. Math. Comput., 2014)

Positive finite difference schemes for a partial integro-differential option pricing model. - Mohamed Fakharany; Rafael Company; Lucas Jódar (Appl. Math. Comput., 2014)

Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. - Mohamed Fakharany; Rafael Company; Lucas Jódar (J. Appl. Math., 2015)

A mixed derivative terms removing method in multi-asset option pricing problems. - Rafael Company; Vera N. Egorova; Lucas Jódar; Fazlollah Soleymani (Appl. Math. Lett., 2016)

Computing American option price under regime switching with rationality parameter. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (Comput. Math. Appl., 2016)

A new efficient numerical method for solving American option under regime switching model. - Vera N. Egorova; Rafael Company; Lucas Jódar (Comput. Math. Appl., 2016)

Novel methods in computational finance. - Matthias Ehrhardt 001; Lucas Jódar Sánchez; Rafael Company (Int. J. Comput. Math., 2016)

Constructing positive reliable numerical solution for American call options: A new front-fixing approach. - Rafael Company; Vera N. Egorova; Lucas Jódar (J. Comput. Appl. Math., 2016)

Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (J. Comput. Appl. Math., 2016)

Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. - Mohamed Fakharany; Rafael Company; Lucas Jódar (J. Comput. Appl. Math., 2016)

Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. - Vera N. Egorova; Shih-Hau Tan; C.-H. Lai; Rafael Company; Lucas Jódar (Int. J. Comput. Math., 2017)

A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model. - M.-A. Piqueras; Rafael Company; Lucas Jódar (J. Comput. Appl. Math., 2017)

Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. - Rafael Company; Vera N. Egorova; Lucas Jódar (J. Comput. Appl. Math., 2018)

Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. - Mohamed Fakharany; Vera N. Egorova; Rafael Company (J. Comput. Appl. Math., 2018)

Computing positive stable numerical solutions of moving boundary problems for concrete carbonation. - M.-A. Piqueras; Rafael Company; Lucas Jódar (J. Comput. Appl. Math., 2018)

Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion. - M.-A. Piqueras; Rafael Company; Lucas Jódar (J. Comput. Appl. Math., 2018)

A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. - Rafael Company; Vera N. Egorova; Lucas Jódar; Fazlollah Soleymani (Math. Model. Anal., 2018)

A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. - Rafael Company; Vera N. Egorova; Lucas Jódar (Math. Comput. Simul., 2021)

Numerical difference solution of moving boundary random Stefan problems. - M. Consuelo Casabán; Rafael Company; Lucas Jódar (Math. Comput. Simul., 2023)

A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (Math. Comput. Simul., 2024)

A random free-boundary diffusive logistic model: Analysis, computing and simulation. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (CoRR, 2025)

Numerical solutions of random mean square Fisher-KPP models with advection. - M. Consuelo Casabán; Rafael Company; Lucas Jódar (CoRR, 2025)

Integral Transform Solution of Random Coupled Parabolic Partial Differential Models. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (CoRR, 2025)

Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method. - Vera N. Egorova; M. Consuelo Casabán; Rafael Company; Lucas Jódar (Comput. Appl. Math., 2025)