Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Rafael Company"'
Publikováno v:
Mathematics, Vol 12, Iss 4, p 602 (2024)
This paper introduces the exponential time differencing (ETD) technique as a numerical method to efficiently solve vulnerable American options pricing. We address several challenges, including removing cross-derivative terms through appropriate trans
Externí odkaz:
https://doaj.org/article/5475fc1f10eb4bc6a8b28804dedcef35
Publikováno v:
Mathematics, Vol 11, Iss 6, p 1296 (2023)
A two-dimensional free-boundary diffusive logistic model with radial symmetry is considered. This model is used in various fields to describe the dynamics of spreading in different media: fire propagation, spreading of population or biological invasi
Externí odkaz:
https://doaj.org/article/9c4c1c65d5a748c3b00688d7bf40eb1a
Autor:
Lucas Jódar, Rafael Company
Publikováno v:
Mathematics, Vol 10, Iss 9, p 1607 (2022)
The reality is more complex than it seems [...]
Externí odkaz:
https://doaj.org/article/c856394719a947a4b94d7adb1336aec4
Publikováno v:
Mathematics, Vol 10, Iss 9, p 1371 (2022)
This paper deals with the construction of a discrete dynamic population model addressed to estimate the expected size of the immigration population in a finite short period of time in Spain. By paying attention to a special subpopulation of interest,
Externí odkaz:
https://doaj.org/article/da59037d287b4360a1d50bbf49831e8d
Publikováno v:
Mathematics, Vol 9, Iss 2, p 160 (2021)
In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the approximating stochastic processes, but
Externí odkaz:
https://doaj.org/article/a15dddc632dc4cbfb57d2dc74935b37f
Publikováno v:
Mathematics, Vol 9, Iss 3, p 206 (2021)
This paper deals with the search for reliable efficient finite difference methods for the numerical solution of random heterogeneous diffusion reaction models with a finite degree of randomness. Efficiency appeals to the computational challenge in th
Externí odkaz:
https://doaj.org/article/c04714ea43fd47a5be02f2a9be78b130
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1112 (2020)
In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information when one applies iterative met
Externí odkaz:
https://doaj.org/article/f6a9139e9e9447799f7616435774ce5f
Publikováno v:
Mathematical Modelling and Analysis, Vol 23, Iss 1 (2018)
In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a change of spatial variables based in L
Externí odkaz:
https://doaj.org/article/371f4821fefa4fad99d082c342bc960e
Numerical Integral Transform Methods for Random Hyperbolic Models with a Finite Degree of Randomness
Publikováno v:
Mathematics, Vol 7, Iss 9, p 853 (2019)
This paper deals with the construction of numerical solutions of random hyperbolic models with a finite degree of randomness that make manageable the computation of its expectation and variance. The approach is based on the combination of the random
Externí odkaz:
https://doaj.org/article/4167e222a8f3493ca85ceed513d59781
Publikováno v:
Mathematical Methods in the Applied Sciences, 2023, 46(9), 10332-10347
In this paper, we propose a numerical method for American multi-asset options under jump-diffusion model based on the combination of the exponential time differencing (ETD) technique for the differential operator and Gauss-Hermite quadrature for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90009bc81f4876b421cc4321e515fed0
https://hdl.handle.net/10902/28969
https://hdl.handle.net/10902/28969
