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Listar por autor "Jódar Sánchez, Lucas Antonio"

Mostrando ítems 41-60 de 129

Exponential time differencing schemes for pricing American option under the Heston model

Company Rossi, Rafael; Fuster, F.; Jódar Sánchez, Lucas Antonio (R. Company, J. C. Cortés, L. Jódar and E. López-Navarro, 2019-07-12)

[EN] The classic Black-Scholes model makes assumptions that are not empirically valid. The model is widely employed as a useful approximation to reality, but proper application requires understanding its limitations and ...
FDMs and Transformation Methods for nonlinear BS equations

Egorova, Vera; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael (European Consortium for Mathematics in Industry, 2014-10)

Vera Egorova started her position in ITN Strike as Early-Stage-Researcher (ESR4) on September 1, 2013. The work is under the supervision of Prof. Lucas Jódar and Prof. Rafael Company. This Project is focused on numerical ...
Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing

Egorova, Vera (Universitat Politècnica de València, 2016-09-01)

[EN] The present PhD thesis is focused on numerical analysis and computing of finite difference schemes for several relevant option pricing models that generalize the Black-Scholes model. A careful analysis of desirable ...
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Vázquez, Carlos (Elsevier, 2016-10)

[EN] In this paper finite difference methods for pricing American option with rationality parameter are proposed. The irrational exercise policy arising in American options is characterized in terms of a rationality ...
Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing

El-Fakharany, Mohamed Mostafa Refaat (Universitat Politècnica de València, 2015-07-29)

[EN] In the stock markets, the process of estimating a fair price for a stock, option or commodity is consider the corner stone for this trade. There are several attempts to obtain a suitable mathematical model in order ...
How and Why the Metric Management Model Is Unsustainable: The Case of Spanish Universities from 2005 to 2020

Jódar Sánchez, Lucas Antonio; De la Poza, Elena (MDPI AG, 2020-08)

[EN] The metric management model is a method based on quantitative indicators called metrics and is used to evaluate individuals and organizations. Organizations' sustainability is related to risk and expectation concepts ...
Improving Results on Solvability of a Class of nth-Order Linear Boundary Value Problems

Almenar, Pedro; Jódar Sánchez, Lucas Antonio (Hindawi Publishing Corporation, 2016)

[EN] This paper presents a modification of a recursive method described in a previous paper of the authors, which yields necessary and sufficient conditions for the existence of solutions of a class of 𝑛�th-order linear ...
Infinite matrix products and the representation the gamma matrix function

Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Solis, Francisco Javier; Ku Carrillo, Roberto (Hindawi Publishing Corporation, 2015)

[EN] We introduce infinite matrix products including some of their main properties and convergence results.We apply them in order to extend to the matrix scenario the definition of the scalar gamma function given by an ...
Influencia de la economía y las organizaciones en la salud mental de los trabajadores

Alberola García, Elvira (Universitat Politècnica de València, 2013-02-18)

[ES] Hoy en día, existen personas que son conocidas como adictas al trabajo o workaholics (termino anglosajón), éstas dedican más tiempo al trabajo de lo que es exigido por las circunstancias, haciendo que éste sea el ...
Integral transform solution of random coupled parabolic partial differential models

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio (John Wiley & Sons, 2020-09-30)

[EN] Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non-Gaussian random numerical integration that captures the highly oscillatory behaviour ...
La propagación de los divorcios en España influencia de la economía y el contagio social

Duato Ribera, Rubén (Universitat Politècnica de València, 2013-02-25)

[ES] A lo largo de la ultima década, la estructura familiar en España se ha visto afectada notablemente. Uno de los principales cambios ocurridos durante este período ha sido el incremento de la tasa de divorcio junto con ...
Laguerre random differential polynomials: definition, differential and statistical properties

Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte, Laura (University of Manitoba - Department of Computer Science, 2015-11)

[EN] In this paper we introduce the Laguerre polynomials as mean square solutions of random differential equations. The study is based on the construction of an infinite random power series solution which becomes a random ...
Mathematical modeling about migration: Causes, magnitude and consequences

Torres, S.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (Universitat Politècnica de València, 2021-11-30)
Mathematical modeling of childhood obesity from a social epidemic point of view for the spanish region of Valencia: numerical and analytical solutions

González Parra, Gilberto Carlos (Universitat Politècnica de València, 2009-10-22)

This thesis dissertation deals with the mathematical modeling of childhood obesity from a social epidemic point of view for the Spanish region of Valencia. Three mathematical models based on systems of nonlinear ordinary ...
Mathematical Modeling of Hidden Intimate Partner Violence in Spain: A Quantitative and Qualitative Approach

De la Poza, Elena; Jódar Sánchez, Lucas Antonio; Barreda, Sonia (Hindawi Publishing Corporation, 2016)

[EN] The fact that women are abused by their male partner is something that happens worldwide in the 21st century. In numerous cases, abuse only becomes publicly known when a fatal event occurs and is beyond any possible ...
Mathematical Modeling of the Consumption of Low Invasive Plastic Surgery Practices: The Case of Spain

De la Poza, Elena; Alkasadi, M. S. S.; Jódar Sánchez, Lucas Antonio (Hindawi Publishing Corporation, 2013)

[EN] Plastic surgery practice grows continuously among the women in Western countries due to their body image dissatisfaction, aging anxiety, and an ideal body image propagated by the media. The consumption growth is so ...
Mathematical modeling of the propagation of democratic support of extreme ideologies in Spain:Causes, Effects and Recommendations for its stop

De la Poza, Elena; Jódar Sánchez, Lucas Antonio; Pricop, Adriana Georgiana (Hindawi Publishing Corporation, 2013)

This paper deals with the construction of a discrete population mathematical model for the short-term forecast until January 2016 of the electoral support of extreme ideology parties in Spain. Firstly, the nontrivial concept ...
Mathematical modeling of the spread of divorce in Spain

Duato Ribera, Rubén; Jódar Sánchez, Lucas Antonio (Elsevier, 2013-04)

Evidence shows that divorces are related to the economy and social contagion, as well as to the existence of a difference in happiness between the couple. This paper deals with the mathematical modeling of divorce propagation ...
Mathematical modelling and computational methods

Torregrosa Sánchez, Juan Ramón; Jódar Sánchez, Lucas Antonio; Cortés, J.-C.; Criado Herrero, Regino (Elsevier, 2017-01-01)
Mathematical modelling of Respiratory Syncytial Virus spread in the Spanish region of Valencia. Preventive applications

Moraño Fernández, José Antonio (Universitat Politècnica de València, 2010-10-06)

This dissertation is related to mathematical modelling of the spread of respiratory syncytial virus (RSV) in Valencia and is still causing a large number of hospitalizations of children in this community. A mathematical ...