Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores(Elsevier, 2011-11)
The aim of this paper is twofold. First, we deal with the extension to the random framework of the piecewise Fröbenius method to solve Airy differential equations. This extension is based on mean square stochastic calculus. ...
Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Pintos Taronger, José Ramón(Elsevier, 2012-06)
Markets liquidity is an issue of very high concern in financial risk management. In a perfect liquid market the option pricing model becomes the well-known linear Black-Scholes problem. Nonlinear models appear when transaction ...
García Ureta, Irene; Jódar Sánchez, Lucas Antonio; Merello Giménez, Paloma; Santonja, Francisco-José(Elsevier, 2011-10)
This paper deals with the construction of a discrete mathematical model for addictive buying. Firstly, identifications of consumers buying behavior are performed by using multivariate statistical techniques based on real ...
Piqueras-García, Miguel Ángel; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2017)
[EN] The spatial temporal spreading of a new invasive species in a habitat has interest in ecology
and is modeled by a moving boundary diffusion logistic partial differential problem, where
the moving boundary represents ...
Almenar, P.; Jódar Sánchez, Lucas Antonio(Elsevier, 2011-04)
This paper presents a Lyapunov-type inequality for the second order nonlinear equation (r(x)y')' + p(x)f(y(x)) = 0, with r(x), p(x) > 0 and f(y) odd and positive for y > O. It also compares it with similar results. (C) ...
Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah(Elsevier, 2016-10)
The challenge of removing the mixed derivative terms of a second order multidimensional
partial differential equation is addressed in this paper. The proposed
method, which is based on proper algebraic factorization of ...
Egorova, Vera; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2016-01)
[EN] A system of coupled free boundary problems describing American put option pricing under regime switching is considered. In order to build numerical solution firstly a front-fixing transformation is applied. Transformed ...
Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio(Elsevier, 2015-05)
[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational ...
Ehrhardt, Matthias; Jódar Sánchez, Lucas Antonio; Villanueva Micó, Rafael Jacinto(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2014)
It is with pleasure that we offer the readers of the International Journal of Computer Mathematics
this special issue consisting of some of the most significant contributions to computational
and mathematical methods ...
Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio(Hindawi Publishing Corporation, 2016)
[EN] This paper deals with numerical analysis and computing of spread option pricing problem described by a two-spatial variables
partial differential equation. Both European and American cases are treated. Taking advantage ...
Almenar, Pedro; Jódar Sánchez, Lucas Antonio(Elsevier, 2012-01)
This paper presents an upper bound for the distance between a zero and a critical point of a solution of the second order linear differential equation (p(x)y¿)¿+q(x)y(x)=0(p(x)y¿)¿+q(x)y(x)=0, with p(x),q(x)>0p(x),q(x)>0. ...
Jódar Sánchez, Lucas Antonio; Poza Plaza, Elena de la(Hindawi Publishing Corporation, 2015)
The aim of this special issue is to relativize some myths about the publication of research papers. It is clear that an evaluation is necessary because what is not evaluated tends to be devalued. Yet a rigorous evaluation ...
Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; García Mora, María Belén; Jódar Sánchez, Lucas Antonio(Hindawi Publishing Corporation, 2013)
[EN] This paper deals with the analytic-numerical solution of random heat problems for the temperature distribution in a semi-infinite bar with different boundary value conditions. We apply a random Fourier sine and cosine ...
En la actualidad, la crisis económico-financiera en la que se encuentra España constituye una de las mayores preocupaciones de las familias españolas. Así, la tasa de desempleo al final del año 2012, alcanzó la cifra del ...
Almenar, Pedro; Jódar Sánchez, Lucas Antonio(Elsevier, 2011-07)
This paper presents integral criteria to determine the asymptotic behaviour of the solutions of second order nonlinear differential equations of the type y¿(x)+q(x)f(y(x))=0, with q(x)>0 and f(y) odd and positive for y>0, ...
Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2014-07-01)
In this work we develop an alternative numerical technique which allows to construct a numerical solution in closed form of variable coefficient linear second-order elliptic problems with Dirichlet boundary conditions. The ...
Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Vázquez, C.(Elsevier, 2016-08)
[EN] American put option pricing under regime switching is modelled by a system of coupled
partial differential equations. The proposed model combines better the reality of the market
by incorporating the regime switching ...
Piqueras-García, Miguel Ángel; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2018)
[EN] This paper deals with the construction and computation of numerical solutions of a coupled
mixed partial differential equation system arising in concrete carbonation problems. The
moving boundary problem under study ...
Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio(Elsevier, 2018)
[EN] The matter of the stability for multidimensional diffusion-advection-reaction problems treated with the semi-discretization method is remaining challenge because when all the stepsizes tend simultaneously to zero the ...