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José Ramón Pintos

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Journal Articles

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2012
[j6]
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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): 1972-1985 (2012)
2011
[j5]
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  - journals/cma/CasabanCJP11
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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): 1951-1956 (2011)
2010
[j4]
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Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló:
Computing option pricing models under transaction costs. Comput. Math. Appl. 59(2): 651-662 (2010)
[j3]
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Rafael Company, Lucas Jódar, José Ramón Pintos:
Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. 52(7-8): 1066-1073 (2010)
2009
[j2]
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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): 910-920 (2009)
2008
[j1]
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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): 813-821 (2008)

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