Rafael Company

42 papers Journal 42

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	A random free-boundary diffusive logistic model: Analysis, computing and simulation. CoRR M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2025	J	`jnl`	Integral Transform Solution of Random Coupled Parabolic Partial Differential Models. CoRR M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2025	J	`jnl`	Numerical solutions of random mean square Fisher-KPP models with advection. CoRR M. Consuelo Casabán, Rafael Company, Lucas Jódar
2025	J	`jnl`	Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method. Comput. Appl. Math. Vera N. Egorova, M. Consuelo Casabán, Rafael Company, Lucas Jódar
2024	J	`jnl`	A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. Math. Comput. Simul. M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2023	J	`jnl`	Numerical difference solution of moving boundary random Stefan problems. Math. Comput. Simul. M. Consuelo Casabán, Rafael Company, Lucas Jódar
2021	J	`jnl`	A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Math. Comput. Simul. Rafael Company, Vera N. Egorova, Lucas Jódar
2018	J	`jnl`	A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. Math. Model. Anal. Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
2018	J	`jnl`	Computing positive stable numerical solutions of moving boundary problems for concrete carbonation. J. Comput. Appl. Math. M.-A. Piqueras, Rafael Company, Lucas Jódar
2018	J	`jnl`	Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar
2018	J	`jnl`	Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion. J. Comput. Appl. Math. M.-A. Piqueras, Rafael Company, Lucas Jódar
2018	J	`jnl`	Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. Mohamed Fakharany, Vera N. Egorova, Rafael Company
2017	J	`jnl`	A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model. J. Comput. Appl. Math. M.-A. Piqueras, Rafael Company, Lucas Jódar
2017	J	`jnl`	Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar
2016	J	`jnl`	A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
2016	J	`jnl`	A new efficient numerical method for solving American option under regime switching model. Comput. Math. Appl. Vera N. Egorova, Rafael Company, Lucas Jódar
2016	J	`jnl`	Computing American option price under regime switching with rationality parameter. Comput. Math. Appl. Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
2016	J	`jnl`	Constructing positive reliable numerical solution for American call options: A new front-fixing approach. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar
2016	J	`jnl`	Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
2016	J	`jnl`	Novel methods in computational finance. Int. J. Comput. Math. Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company
2016	J	`jnl`	Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. J. Comput. Appl. Math. Mohamed Fakharany, Rafael Company, Lucas Jódar
2015	J	`jnl`	Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. J. Appl. Math. Mohamed Fakharany, Rafael Company, Lucas Jódar
2014	J	`jnl`	Closed form numerical solutions of variable coefficient linear second-order elliptic problems. Appl. Math. Comput. M. Consuelo Casabán, Rafael Company, Lucas Jódar
2014	J	`jnl`	Positive finite difference schemes for a partial integro-differential option pricing model. Appl. Math. Comput. Mohamed Fakharany, Rafael Company, Lucas Jódar
2012	J	`jnl`	A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. Math. Comput. Simul. Rafael Company, Lucas Jódar, José Ramón Pintos
2011	J	`jnl`	Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Comput. Math. Appl. M. Consuelo Casabán, Rafael Company, Lucas Jódar, José Ramón Pintos
2011	J	`jnl`	Numerical solution of random differential models. Math. Comput. Model. Juan Carlos Cortés, Lucas Jódar, L. Villafuerte, Rafael Company
2011	J	`jnl`	Solving Riccati time-dependent models with random quadratic coefficients. Appl. Math. Lett. J. C. Cortés, Lucas Jódar, Rafael Company, Laura Villafuerte
2010	J	`jnl`	Computing option pricing models under transaction costs. Comput. Math. Appl. Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló
2010	J	`jnl`	Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. Rafael Company, Lucas Jódar, José Ramón Pintos
2010	J	`jnl`	Numerical analysis and simulation of option pricing problems modeling illiquid markets. Comput. Math. Appl. Rafael Company, Lucas Jódar, Enrique Ponsoda, Cristina Ballester
2009	J	`jnl`	A numerical method for European Option Pricing with transaction costs nonlinear equation. Math. Comput. Model. Rafael Company, Lucas Jódar, José Ramón Pintos
2009	J	`jnl`	A second order numerical method for solving advection-diffusion models. Math. Comput. Model. Rafael Company, Enrique Ponsoda, José Vicente Romero, M. D. Roselló
2008	J	`jnl`	An efficient method for option pricing with discrete dividend payment. Comput. Math. Appl. Cristina Ballester, Rafael Company, Lucas Jódar
2008	J	`jnl`	Numerical solution of linear and nonlinear Black-Scholes option pricing equations. Comput. Math. Appl. Rafael Company, Enrique A. Navarro, José Ramón Pintos, Enrique Ponsoda
2007	J	`jnl`	Constructing accurate polynomial approximations for nonlinear differential initial value problems. Appl. Math. Comput. Benito Chen, Rafael Company, Lucas Jódar, M. D. Roselló
2007	J	`jnl`	Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function. Math. Comput. Model. Rafael Company, Lucas Jódar, Gregorio Rubio, Rafael-Jacinto Villanueva
2006	J	`jnl`	Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend. Math. Comput. Model. Rafael Company, A. L. González, Lucas Jódar
2005	J	`jnl`	The complementary error matrix function and its role solving coupled diffusion mathematical models. Math. Comput. Model. J. C. Cortés, Rafael Company, Lucas Jódar, Enrique Ponsoda
2004	J	`jnl`	A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines. Math. Comput. Model. José Manuel Arnau, Rafael Company, María Dolores Roselló, H. Climent
2004	J	`jnl`	Analytic solution of mixed problems for thegeneralized diffusion equation with delay. Math. Comput. Model. Jose Antonio Martín, Francisco Rodríguez-Mateos, Rafael Company
2003	J	`jnl`	Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation. Appl. Math. Lett. Rafael Company, Lucas Jódar, Enrique Ponsoda