 | 2011 |
|---|
| 17 |       | J. C. Cortés,
Lucas Jódar,
Rafael Company,
Laura Villafuerte:
Solving Riccati time-dependent models with random quadratic coefficients.
Appl. Math. Lett. 24(12): 2193-2196 (2011) |
| 16 | | M. Consuelo Casabán,
Rafael Company,
Lucas Jódar,
José Ramón Pintos:
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.
Computers & Mathematics with Applications 61(8): 1951-1956 (2011) |
| 15 | | Juan Carlos Cortés,
Lucas Jódar,
L. Villafuerte,
Rafael Company:
Numerical solution of random differential models.
Mathematical and Computer Modelling 54(7-8): 1846-1851 (2011) |
| 2010 |
|---|
| 14 | | Rafael Company,
Lucas Jódar,
José Ramón Pintos,
M. D. Roselló:
Computing option pricing models under transaction costs.
Computers & Mathematics with Applications 59(2): 651-662 (2010) |
| 13 | | Rafael Company,
Lucas Jódar,
Enrique Ponsoda,
Cristina Ballester:
Numerical analysis and simulation of option pricing problems modeling illiquid markets.
Computers & Mathematics with Applications 59(8): 2964-2975 (2010) |
| 12 | | Rafael Company,
Lucas Jódar,
José Ramón Pintos:
Numerical analysis and computing for option pricing models in illiquid markets.
Mathematical and Computer Modelling 52(7-8): 1066-1073 (2010) |
| 2009 |
|---|
| 11 | | Rafael Company,
Enrique Ponsoda,
J. V. Romero,
M. D. Roselló:
A second order numerical method for solving advection-diffusion models.
Mathematical and Computer Modelling 50(5-6): 806-811 (2009) |
| 10 | | Rafael Company,
Lucas Jódar,
José Ramón Pintos:
A numerical method for European Option Pricing with transaction costs nonlinear equation.
Mathematical and Computer Modelling 50(5-6): 910-920 (2009) |
| 2008 |
|---|
| 9 | | Rafael Company,
Enrique Navarro,
José Ramón Pintos,
Enrique Ponsoda:
Numerical solution of linear and nonlinear Black-Scholes option pricing equations.
Computers & Mathematics with Applications 56(3): 813-821 (2008) |
| 8 | | Cristina Ballester,
Rafael Company,
Lucas Jódar:
An efficient method for option pricing with discrete dividend payment.
Computers & Mathematics with Applications 56(3): 822-835 (2008) |
| 2007 |
|---|
| 7 | | Benito Chen,
Rafael Company,
Lucas Jódar,
M. D. Roselló:
Constructing accurate polynomial approximations for nonlinear differential initial value problems.
Applied Mathematics and Computation 193(2): 523-534 (2007) |
| 6 | | Rafael Company,
Lucas Jódar,
G. Rubio,
Rafael-Jacinto Villanueva:
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function.
Mathematical and Computer Modelling 45(1-2): 80-92 (2007) |
| 2006 |
|---|
| 5 | | Rafael Company,
A. L. González,
Lucas Jódar:
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend.
Mathematical and Computer Modelling 44(11-12): 1058-1068 (2006) |
| 2005 |
|---|
| 4 | | J. C. Cortés,
Rafael Company,
Lucas Jódar,
Enrique Ponsoda:
The complementary error matrix function and its role solving coupled diffusion mathematical models.
Mathematical and Computer Modelling 42(9-10): 1023-1034 (2005) |
| 2004 |
|---|
| 3 | | J. A. Martín,
F. Rodríguez,
Rafael Company:
Analytic solution of mixed problems for thegeneralized diffusion equation with delay.
Mathematical and Computer Modelling 40(3-4): 361-369 (2004) |
| 2 | | J. M. Arnau,
Rafael Company,
María Dolores Roselló,
H. Climent:
A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines.
Mathematical and Computer Modelling 40(9-10): 995-1008 (2004) |
| 2003 |
|---|
| 1 | | Rafael Company,
Lucas Jódar,
Enrique Ponsoda:
Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation.
Appl. Math. Lett. 16(6): 981-984 (2003) |
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