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  1. 1
    Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

    Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems by M. Fakharany, R. Company, L. Jódar

    Published 2015-01-01
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  2. 2
    Positive Solutions of European Option Pricing with CGMY Process Models Using Double Discretization Difference Schemes

    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
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  3. 3
    Stable Numerical Solutions Preserving Qualitative Properties of Nonlocal Biological Dynamic Problems

    Stable Numerical Solutions Preserving Qualitative Properties of Nonlocal Biological Dynamic Problems by M.-A. Piqueras, R. Company, L. Jódar

    Published 2019-01-01
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  4. 4
    Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing

    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
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  5. 5
    Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing

    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
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