José Ramón Pintos

According to our database, José Ramón Pintos authored at least 6 papers between 2008 and 2012.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2012

A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets.

Rafael Company, Lucas Jódar, José Ramón Pintos

Math. Comput. Simul., 2012

2011

Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.

M. Consuelo Casabán, Rafael Company, Lucas Jódar, José Ramón Pintos

Comput. Math. Appl., 2011

2010

Numerical analysis and computing for option pricing models in illiquid markets.

Rafael Company, Lucas Jódar, José Ramón Pintos

Math. Comput. Model., 2010

Computing option pricing models under transaction costs.

Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló

Comput. Math. Appl., 2010

2009

A numerical method for European Option Pricing with transaction costs nonlinear equation.

Rafael Company, Lucas Jódar, José Ramón Pintos

Math. Comput. Model., 2009

2008

Numerical solution of linear and nonlinear Black-Scholes option pricing equations.

Rafael Company, Enrique A. Navarro, José Ramón Pintos, Enrique Ponsoda

Comput. Math. Appl., 2008