Zobrazeno 1 - 10
of 117
pro vyhledávání: '"Company, Rafael"'
Autor:
Company, Rafael1 (AUTHOR) rcompany@imm.upv.es, Egorova, Vera N.2 (AUTHOR) vera.egorova@unican.es, Jódar, Lucas1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Feb2024, Vol. 12 Issue 4, p602. 14p.
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed numerical
Externí odkaz:
http://arxiv.org/abs/1701.08545
Publikováno v:
In Mathematics and Computers in Simulation November 2021 189:69-84
Autor:
Rodríguez Carrillo, Rodolfo *, Ruiz Carmona, María Dolores, Alós Company, Rafael, Frangi Caregnato, Andrés, Alarcón Iranzo, Marina, Solana Bueno, Amparo, Lozoya Trujillo, Roberto, García-Granero Ximénez, Eduardo
Publikováno v:
In Cirugía Española (English Edition) October 2021 99(8):585-592
Autor:
Rodríguez Carrillo, Rodolfo, Ruiz Carmona, María Dolores, Alós Company, Rafael, Frangi Caregnato, Andrés, Alarcón Iranzo, Marina, Solana Bueno, Amparo, Lozoya Trujillo, Roberto, García-Granero Ximénez, Eduardo
Publikováno v:
In Cirugia Espanola October 2021 99(8):585-592
Autor:
Casabán, María Consuelo1 (AUTHOR), Company, Rafael1 (AUTHOR) rcompany@imm.upv.es, Egorova, Vera N.2 (AUTHOR), Jódar, Lucas1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Mar2023, Vol. 11 Issue 6, p1296. 19p.
Publikováno v:
In Journal of Computational and Applied Mathematics 15 October 2018 341:157-168
Autor:
Torres, Sheila1 (AUTHOR) storres@universidadviu.com, Company, Rafael2 (AUTHOR) ljodar@imm.upv.es, Jódar, Lucas2 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). May2022, Vol. 10 Issue 9, p1371-1371. 12p.
Publikováno v:
In Journal of Computational and Applied Mathematics 1 October 2016 304:1-17
Publikováno v:
In Computers and Mathematics with Applications August 2016 72(3):741-754