Positive Solutions of European Option Pricing with CGMY Process Models Using Double Discretization Difference Schemes

by R. Company, L. Jódar, M. Fakharany
Published 2013-01-01

Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

by M. Fakharany, R. Company, L. Jódar
Published 2015-01-01

Solving higher order Fuchs type differential systems avoiding the increase of the problem dimension

by E. Navarro, L. Jódar, R. Company
Published 1994-01-01

Stable Numerical Solutions Preserving Qualitative Properties of Nonlocal Biological Dynamic Problems

by M.-A. Piqueras, R. Company, L. Jódar
Published 2019-01-01

An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing

by R. Company, V. N. Egorova, L. Jódar
Published 2016-01-01

Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing

by R. Company, V. N. Egorova, L. Jódar
Published 2014-01-01

Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing

by R. Company, L. Jódar, M. Fakharany, M.-C. Casabán
Published 2013-01-01

Double Discretization Difference Schemes for Partial Integrodifferential Option Pricing Jump Diffusion Models

by M.-C. Casabán, R. Company, L. Jódar, J.-V. Romero
Published 2012-01-01

Analysis and Models in Interdisciplinary Mathematics 2016

by J. C. Cortés, B. Chen-Charpentier, R. Company, Francisco J. Solis, J. R. Torregrosa, R. J. Villanueva
Published 2016-01-01