Rafael Company

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 17

Top Topics

Nonlinear Diffusion

Diffusion Model

Top Venues

J. Comput. Appl. Math.

Math. Comput. Simul.

Comput. Math. Appl.

Appl. Math. Comput.

Publications

M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. Math. Comput. Simul. 221 (2024)
M. Consuelo Casabán, Rafael Company, Lucas Jódar
Numerical difference solution of moving boundary random Stefan problems. Math. Comput. Simul. 205 (2023)
Rafael Company, Vera N. Egorova, Lucas Jódar
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Math. Comput. Simul. 189 (2021)
Mohamed Fakharany, Vera N. Egorova, Rafael Company
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. 330 (2018)
Rafael Company, Vera N. Egorova, Lucas Jódar
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. J. Comput. Appl. Math. 341 (2018)
M.-A. Piqueras, Rafael Company, Lucas Jódar
Computing positive stable numerical solutions of moving boundary problems for concrete carbonation. J. Comput. Appl. Math. 330 (2018)
Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. Math. Model. Anal. 23 (1) (2018)
M.-A. Piqueras, Rafael Company, Lucas Jódar
Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion. J. Comput. Appl. Math. 336 (2018)
Vera N. Egorova, S.-H. Tan, C.-H. Lai, Rafael Company, Lucas Jódar
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94 (2) (2017)
M.-A. Piqueras, Rafael Company, Lucas Jódar
A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model. J. Comput. Appl. Math. 309 (2017)
Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
Computing American option price under regime switching with rationality parameter. Comput. Math. Appl. 72 (3) (2016)
Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company
Novel methods in computational finance. Int. J. Comput. Math. 93 (5) (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. 60 (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. 304 (2016)
Vera N. Egorova, Rafael Company, Lucas Jódar
A new efficient numerical method for solving American option under regime switching model. Comput. Math. Appl. 71 (1) (2016)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. J. Comput. Appl. Math. 296 (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar
Constructing positive reliable numerical solution for American call options: A new front-fixing approach. J. Comput. Appl. Math. 291 (2016)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. J. Appl. Math. 2015 (2015)
M. Consuelo Casabán, Rafael Company, Lucas Jódar
Closed form numerical solutions of variable coefficient linear second-order elliptic problems. Appl. Math. Comput. 238 (2014)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Positive finite difference schemes for a partial integro-differential option pricing model. Appl. Math. Comput. 249 (2014)
Rafael Company, Lucas Jódar, José Ramón Pintos
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. Math. Comput. Simul. 82 (10) (2012)
Juan Carlos Cortés, Lucas Jódar, L. Villafuerte, Rafael Company
Numerical solution of random differential models. Math. Comput. Model. 54 (7-8) (2011)
M. Consuelo Casabán, Rafael Company, Lucas Jódar, José Ramón Pintos
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Comput. Math. Appl. 61 (8) (2011)
J. C. Cortés, Lucas Jódar, Rafael Company, Laura Villafuerte
Solving Riccati time-dependent models with random quadratic coefficients. Appl. Math. Lett. 24 (12) (2011)
Rafael Company, Lucas Jódar, Enrique Ponsoda, Cristina Ballester
Numerical analysis and simulation of option pricing problems modeling illiquid markets. Comput. Math. Appl. 59 (8) (2010)
Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló
Computing option pricing models under transaction costs. Comput. Math. Appl. 59 (2) (2010)
Rafael Company, Lucas Jódar, José Ramón Pintos
Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. 52 (7-8) (2010)
Rafael Company, Lucas Jódar, José Ramón Pintos
A numerical method for European Option Pricing with transaction costs nonlinear equation. Math. Comput. Model. 50 (5-6) (2009)
Rafael Company, Enrique Ponsoda, José Vicente Romero, M. D. Roselló
A second order numerical method for solving advection-diffusion models. Math. Comput. Model. 50 (5-6) (2009)
Rafael Company, Enrique A. Navarro, José Ramón Pintos, Enrique Ponsoda
Numerical solution of linear and nonlinear Black-Scholes option pricing equations. Comput. Math. Appl. 56 (3) (2008)
Cristina Ballester, Rafael Company, Lucas Jódar
An efficient method for option pricing with discrete dividend payment. Comput. Math. Appl. 56 (3) (2008)
Rafael Company, Lucas Jódar, Gregorio Rubio, Rafael-Jacinto Villanueva
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function. Math. Comput. Model. 45 (1-2) (2007)
Benito Chen, Rafael Company, Lucas Jódar, M. D. Roselló
Constructing accurate polynomial approximations for nonlinear differential initial value problems. Appl. Math. Comput. 193 (2) (2007)
Rafael Company, A. L. González, Lucas Jódar
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend. Math. Comput. Model. 44 (11-12) (2006)
J. C. Cortés, Rafael Company, Lucas Jódar, Enrique Ponsoda
The complementary error matrix function and its role solving coupled diffusion mathematical models. Math. Comput. Model. 42 (9-10) (2005)
José Manuel Arnau, Rafael Company, María Dolores Roselló, H. Climent
A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines. Math. Comput. Model. 40 (9-10) (2004)
Jose Antonio Martín, Francisco Rodríguez-Mateos, Rafael Company
Analytic solution of mixed problems for thegeneralized diffusion equation with delay. Math. Comput. Model. 40 (3-4) (2004)
Rafael Company, Lucas Jódar, Enrique Ponsoda
Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation. Appl. Math. Lett. 16 (6) (2003)