A stable local radial basis function method for option pricing problem under the Bates model.
- Published in:
- Numerical Methods for Partial Differential Equations, 2019, v. 35, n. 3, p. 1035, doi. 10.1002/num.22337
- By:
- Publication type:
- Article
Works matching AU Company, Rafael
Results: 26
1
2
Identification of Genetic Loci Associated with Quality Traits in Almond via Association Mapping.
- Published in:
- PLoS ONE, 2015, v. 10, n. 6, p. 1, doi. 10.1371/journal.pone.0127656
- By:
- Publication type:
- Article
3
An ETD Method for American Options under the Heston Model.
- Published in:
- Computer Modeling in Engineering & Sciences (CMES), 2020, v. 124, n. 2, p. 493, doi. 10.32604/cmes.2020.010208
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- Publication type:
- Article
4
An ETD Method for Vulnerable American Options.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 4, p. 602, doi. 10.3390/math12040602
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- Publication type:
- Article
5
Qualitative Numerical Analysis of a Free-Boundary Diffusive Logistic Model.
- Published in:
- Mathematics (2227-7390), 2023, v. 11, n. 6, p. 1296, doi. 10.3390/math11061296
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- Publication type:
- Article
6
Preface to "Mathematical Methods, Modelling and Applications".
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1607, doi. 10.3390/math10091607
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- Publication type:
- Article
7
Modeling Immigration in Spain: Causes, Size and Consequences.
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1371, doi. 10.3390/math10091371
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- Publication type:
- Article
8
Hybrid Model for Time Series of Complex Structure with ARIMA Components.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 10, p. 1122, doi. 10.3390/math9101122
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- Publication type:
- Article
9
Steady Fluid–Structure Coupling Interface of Circular Membrane under Liquid Weight Loading: Closed-Form Solution for Differential-Integral Equations.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 10, p. 1105, doi. 10.3390/math9101105
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- Publication type:
- Article
10
Stochastic Modeling of Plant Virus Propagation with Biological Control.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 5, p. 456, doi. 10.3390/math9050456
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- Publication type:
- Article
11
Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 3, p. 206, doi. 10.3390/math9030206
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- Publication type:
- Article
12
Quadrature Integration Techniques for Random Hyperbolic PDE Problems.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 2, p. 160, doi. 10.3390/math9020160
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- Publication type:
- Article
13
Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness.
- Published in:
- Mathematics (2227-7390), 2020, v. 8, n. 7, p. 1112, doi. 10.3390/math8071112
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- Publication type:
- Article
14
Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs.
- Published in:
- Modélisation Mathématique et Analyse Numérique, 2009, v. 43, n. 6, p. 1045, doi. 10.1051/m2an/2009014
- By:
- Publication type:
- Article
15
Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method.
- Published in:
- Computational & Applied Mathematics, 2025, v. 44, n. 3, p. 1, doi. 10.1007/s40314-025-03107-z
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- Publication type:
- Article
16
Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method.
- Published in:
- Computational & Applied Mathematics, 2025, v. 44, n. 2, p. 1, doi. 10.1007/s40314-025-03107-z
- By:
- Publication type:
- Article
17
Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method.
- Published in:
- Computational & Applied Mathematics, 2025, v. 44, n. 1, p. 1, doi. 10.1007/s40314-025-03107-z
- By:
- Publication type:
- Article
18
Numerical Integral Transform Methods for Random Hyperbolic Models with a Finite Degree of Randomness.
- Published in:
- Mathematics (2227-7390), 2019, v. 7, n. 9, p. 853, doi. 10.3390/math7090853
- By:
- Publication type:
- Article
19
A quantitative logistic-like model of immigration: the case of Spain.
- Published in:
- Quality & Quantity, 2025, v. 59, n. 2, p. 1793, doi. 10.1007/s11135-024-02036-z
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- Publication type:
- Article
20
Novel methods in computational finance.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
21
An ETD method for multi‐asset American option pricing under jump‐diffusion model.
- Published in:
- Mathematical Methods in the Applied Sciences, 2023, v. 46, n. 9, p. 10332, doi. 10.1002/mma.9125
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- Publication type:
- Article
22
A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model.
- Published in:
- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 6, p. 3334, doi. 10.1002/mma.7505
- By:
- Publication type:
- Article
23
Integral transform solution of random coupled parabolic partial differential models.
- Published in:
- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 8223, doi. 10.1002/mma.6492
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- Publication type:
- Article
24
Numerical solutions of random mean square Fisher‐KPP models with advection.
- Published in:
- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 8015, doi. 10.1002/mma.5942
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- Publication type:
- Article
25
Solving two‐phase freezing Stefan problems: Stability and monotonicity.
- Published in:
- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 7948, doi. 10.1002/mma.5787
- By:
- Publication type:
- Article
26
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
- Published in:
- Mathematical Modelling & Analysis, 2018, v. 23, n. 1, p. 117, doi. 10.3846/mma.2018.008
- By:
- Publication type:
- Article