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2020 – today
- 2024
[j38]M. Consuelo Casabán
, Rafael Company, Vera N. Egorova, Lucas Jódar:
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. Math. Comput. Simul. 221: 55-78 (2024)- 2023
- [j37]M. Consuelo Casabán, Rafael Company, Lucas Jódar:
Numerical difference solution of moving boundary random Stefan problems. Math. Comput. Simul. 205: 878-901 (2023) - 2021
- [j36]Rafael Company, Vera N. Egorova, Lucas Jódar:
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Math. Comput. Simul. 189: 69-84 (2021)
2010 – 2019
- 2018
- [j35]M.-A. Piqueras, Rafael Company, Lucas Jódar:
Computing positive stable numerical solutions of moving boundary problems for concrete carbonation. J. Comput. Appl. Math. 330: 794-805 (2018) - [j34]Mohamed Fakharany, Vera N. Egorova, Rafael Company:
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. 330: 822-834 (2018) - [j33]M.-A. Piqueras, Rafael Company, Lucas Jódar:
Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion. J. Comput. Appl. Math. 336: 297-316 (2018) - [j32]Rafael Company, Vera N. Egorova, Lucas Jódar:
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. J. Comput. Appl. Math. 341: 157-168 (2018) - [j31]Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani:
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. Math. Model. Anal. 23(1): 117-138 (2018) - 2017
- [j30]Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar:
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94(2): 345-362 (2017) - [j29]M.-A. Piqueras, Rafael Company, Lucas Jódar:
A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model. J. Comput. Appl. Math. 309: 473-481 (2017) - 2016
- [j28]Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani:
A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. 60: 108-114 (2016) - [j27]Vera N. Egorova, Rafael Company, Lucas Jódar:
A new efficient numerical method for solving American option under regime switching model. Comput. Math. Appl. 71(1): 224-237 (2016) - [j26]Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez:
Computing American option price under regime switching with rationality parameter. Comput. Math. Appl. 72(3): 741-754 (2016) - [j25]Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company:
Novel methods in computational finance. Int. J. Comput. Math. 93(5): 723-724 (2016) - [j24]Rafael Company, Vera N. Egorova, Lucas Jódar:
Constructing positive reliable numerical solution for American call options: A new front-fixing approach. J. Comput. Appl. Math. 291: 422-431 (2016) - [j23]Mohamed Fakharany, Rafael Company, Lucas Jódar:
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. J. Comput. Appl. Math. 296: 739-752 (2016) - [j22]Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez:
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. 304: 1-17 (2016) - 2015
- [j21]Mohamed Fakharany, Rafael Company, Lucas Jódar:
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. J. Appl. Math. 2015: 960728:1-960728:10 (2015) - 2014
- [j20]M. Consuelo Casabán, Rafael Company, Lucas Jódar:
Closed form numerical solutions of variable coefficient linear second-order elliptic problems. Appl. Math. Comput. 238: 266-280 (2014) - [j19]Mohamed Fakharany, Rafael Company, Lucas Jódar:
Positive finite difference schemes for a partial integro-differential option pricing model. Appl. Math. Comput. 249: 320-332 (2014) - 2012
- [j18]Rafael Company, Lucas Jódar, José Ramón Pintos:
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. Math. Comput. Simul. 82(10): 1972-1985 (2012) - 2011
- [j17]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) - [j16]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. Comput. Math. Appl. 61(8): 1951-1956 (2011) - [j15]Juan Carlos Cortés, Lucas Jódar, L. Villafuerte, Rafael Company:
Numerical solution of random differential models. Math. Comput. Model. 54(7-8): 1846-1851 (2011) - 2010
- [j14]Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló:
Computing option pricing models under transaction costs. Comput. Math. Appl. 59(2): 651-662 (2010) - [j13]Rafael Company, Lucas Jódar, Enrique Ponsoda, Cristina Ballester:
Numerical analysis and simulation of option pricing problems modeling illiquid markets. Comput. Math. Appl. 59(8): 2964-2975 (2010) - [j12]Rafael Company, Lucas Jódar, José Ramón Pintos:
Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. 52(7-8): 1066-1073 (2010)
2000 – 2009
- 2009
- [j11]Rafael Company, Enrique Ponsoda, José Vicente Romero, M. D. Roselló:
A second order numerical method for solving advection-diffusion models. Math. Comput. Model. 50(5-6): 806-811 (2009) - [j10]Rafael Company, Lucas Jódar, José Ramón Pintos:
A numerical method for European Option Pricing with transaction costs nonlinear equation. Math. Comput. Model. 50(5-6): 910-920 (2009) - 2008
- [j9]Rafael Company, Enrique A. Navarro, José Ramón Pintos, Enrique Ponsoda:
Numerical solution of linear and nonlinear Black-Scholes option pricing equations. Comput. Math. Appl. 56(3): 813-821 (2008) - [j8]Cristina Ballester, Rafael Company, Lucas Jódar:
An efficient method for option pricing with discrete dividend payment. Comput. Math. Appl. 56(3): 822-835 (2008) - 2007
- [j7]Benito Chen, Rafael Company, Lucas Jódar, M. D. Roselló:
Constructing accurate polynomial approximations for nonlinear differential initial value problems. Appl. Math. Comput. 193(2): 523-534 (2007) - [j6]Rafael Company, Lucas Jódar, Gregorio Rubio, Rafael-Jacinto Villanueva:
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function. Math. Comput. Model. 45(1-2): 80-92 (2007) - 2006
- [j5]Rafael Company, A. L. González, Lucas Jódar:
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend. Math. Comput. Model. 44(11-12): 1058-1068 (2006) - 2005
- [j4]J. C. Cortés, Rafael Company, Lucas Jódar, Enrique Ponsoda:
The complementary error matrix function and its role solving coupled diffusion mathematical models. Math. Comput. Model. 42(9-10): 1023-1034 (2005) - 2004
- [j3]Jose Antonio Martín, Francisco Rodríguez-Mateos, Rafael Company:
Analytic solution of mixed problems for thegeneralized diffusion equation with delay. Math. Comput. Model. 40(3-4): 361-369 (2004) - [j2]José Manuel 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. Math. Comput. Model. 40(9-10): 995-1008 (2004) - 2003
- [j1]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)
Coauthor Index
aka: Lucas Jódar Sánchez
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