P. Sevilla-Peris

Publication Activity (10 Years)

Years Active: 2005-2006
Publications (10 Years): 0

Publications

J. C. Cortés, P. Sevilla-Peris, Lucas Jódar
Constructing approximate diffusion processes with uncertain data. Math. Comput. Simul. 73 (1-4) (2006)
Lucas Jódar, P. Sevilla-Peris, J. C. Cortés, R. Sala
A new direct method for solving the Black-Scholes equation. Appl. Math. Lett. 18 (1) (2005)
J. C. Cortés, Lucas Jódar, R. Sala, P. Sevilla-Peris
Exact and numerical solution of Black-Scholes matrix equation. Appl. Math. Comput. 160 (3) (2005)