Lucas Jódar
Orcid: 0000-0002-9672-6249Affiliations:
- Polytechnic University of Valencia, Spain
According to our database1,
Lucas Jódar
authored at least 117 papers
between 1990 and 2024.
Collaborative distances:
Collaborative distances:
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on zbmath.org
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on orcid.org
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Bibliography
2024
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation.
Math. Comput. Simul., 2024
2023
Math. Comput. Simul., 2023
2021
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems.
Math. Comput. Simul., 2021
2019
2018
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
Math. Model. Anal., 2018
Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach.
Math. Model. Anal., 2018
Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion.
J. Comput. Appl. Math., 2018
Computing positive stable numerical solutions of moving boundary problems for concrete carbonation.
J. Comput. Appl. Math., 2018
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models.
J. Comput. Appl. Math., 2018
Solving linear and quadratic random matrix differential equations using: A mean square approach. The non-autonomous case.
J. Comput. Appl. Math., 2018
2017
Math. Model. Anal., 2017
A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model.
J. Comput. Appl. Math., 2017
J. Comput. Appl. Math., 2017
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.
Int. J. Comput. Math., 2017
2016
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes.
J. Comput. Appl. Math., 2016
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing.
J. Comput. Appl. Math., 2016
Constructing positive reliable numerical solution for American call options: A new front-fixing approach.
J. Comput. Appl. Math., 2016
J. Comput. Appl. Math., 2016
A new efficient numerical method for solving American option under regime switching model.
Comput. Math. Appl., 2016
Comput. Math. Appl., 2016
Appl. Math. Lett., 2016
2015
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems.
J. Appl. Math., 2015
A random Laplace transform method for solving random mixed parabolic differential problems.
Appl. Math. Comput., 2015
2014
Int. J. Comput. Math., 2014
Numerical methods and mathematical modelling in biology, medicine and social sciences.
Int. J. Comput. Math., 2014
Positive finite difference schemes for a partial integro-differential option pricing model.
Appl. Math. Comput., 2014
Closed form numerical solutions of variable coefficient linear second-order elliptic problems.
Appl. Math. Comput., 2014
2013
Modeling Spanish anxiolytic consumption: Economic, demographic and behavioral influences.
Math. Comput. Model., 2013
Corrigendum to "Preface: The challenge of modelling aggregated human behaviour" [Math. Comput. Modelling 57 (2013) 1617-1618].
Math. Comput. Model., 2013
2012
Math. Comput. Simul., 2012
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets.
Math. Comput. Simul., 2012
An upper bound for the distance between a zero and a critical point of a solution of a second order linear differential equation.
Comput. Math. Appl., 2012
Solving initial and two-point boundary value linear random differential equations: A mean square approach.
Appl. Math. Comput., 2012
2011
A discrete mathematical model for addictive buying: Predicting the affected population evolution.
Math. Comput. Model., 2011
A comparative study of the numerical approximation of the random Airy differential equation.
Comput. Math. Appl., 2011
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.
Comput. Math. Appl., 2011
Solving the random Legendre differential equation: Mean square power series solution and its statistical functions.
Comput. Math. Appl., 2011
Asymptotic behaviour of the solutions of second order functional differential equations.
Comput. Math. Appl., 2011
Application of Laguerre matrix polynomials to the numerical inversion of Laplace transforms of matrix functions.
Appl. Math. Lett., 2011
Appl. Math. Lett., 2011
Appl. Math. Lett., 2011
Appl. Math. Comput., 2011
Random Hermite differential equations: Mean square power series solutions and statistical properties.
Appl. Math. Comput., 2011
2010
Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations.
Trans. Comput. Sci., 2010
Randomness in a mathematical model for the transmission of respiratory syncytial virus (RSV).
Math. Comput. Simul., 2010
Math. Comput. Model., 2010
Positive solutions of discrete dynamic Leontief input-output model with possibly singular capital matrix.
Math. Comput. Model., 2010
Corrigendum to "Special issue: Mathematical models in medicine, business & engineering 2009" [Math. Comput. Modelling 52 (7-8) (2010)].
Math. Comput. Model., 2010
Mathematical models in medicine, business and engineering 2009: Why applied mathematicians should interact with others and open ways and practices.
Math. Comput. Model., 2010
Math. Comput. Model., 2010
Comput. Math. Appl., 2010
Comput. Math. Appl., 2010
Numerical analysis and simulation of option pricing problems modeling illiquid markets.
Comput. Math. Appl., 2010
Comput. Math. Appl., 2010
Comput. Math. Appl., 2010
Appl. Math. Lett., 2010
Appl. Math. Comput., 2010
2009
Random linear-quadratic mathematical models: Computing explicit solutions and applications.
Math. Comput. Simul., 2009
A numerical method for European Option Pricing with transaction costs nonlinear equation.
Math. Comput. Model., 2009
Comput. Math. Appl., 2009
Improving explicit bounds for the solutions of second order linear differential equations.
Comput. Math. Appl., 2009
Comput. Math. Appl., 2009
Appl. Math. Comput., 2009
A discrete eigenfunctions method for computing mixed hyperbolic problems based on an implicit difference scheme.
Appl. Math. Comput., 2009
2008
Math. Comput. Simul., 2008
Math. Comput. Model., 2008
Comput. Math. Appl., 2008
Random analytic solution of coupled differential models with uncertain initial condition and source term.
Comput. Math. Appl., 2008
Comput. Math. Appl., 2008
2007
Math. Comput. Simul., 2007
Math. Comput. Model., 2007
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function.
Math. Comput. Model., 2007
Mean square numerical solution of random differential equations: Facts and possibilities.
Comput. Math. Appl., 2007
Constructing unconditionally time-stable numerical solutions for mixed parabolic problems.
Comput. Math. Appl., 2007
Computing the variable coefficient telegraph equation using a discrete eigenfunctions method.
Comput. Math. Appl., 2007
Appl. Math. Lett., 2007
Constructing accurate polynomial approximations for nonlinear differential initial value problems.
Appl. Math. Comput., 2007
2006
Math. Comput. Simul., 2006
A semi-implicit conservation element-solution element method for chemical species transport simulation to tapered ducts of internal combustion engine.
Math. Comput. Simul., 2006
Math. Comput. Model., 2006
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend.
Math. Comput. Model., 2006
Appl. Math. Lett., 2006
A Nonuniform Semi-implicit Numerical Method for Computing Unsteady Chemical Transport Flow in Tapered Ducts.
Proceedings of the Positive Systems, 2006
2005
An improvement of the finite-element method for computing the electric field of waveguides with complex geometry.
Math. Comput. Model., 2005
The complementary error matrix function and its role solving coupled diffusion mathematical models.
Math. Comput. Model., 2005
Appl. Math. Comput., 2005
Appl. Math. Comput., 2005
2004
An algorithm for solving variable coefficient hyperbolic problems in a semi-infinite mediu.
Appl. Math. Lett., 2004
2003
Appl. Math. Lett., 2003
Exact solution of variable coefficient mixed hyperbolic partial differential problems.
Appl. Math. Lett., 2003
Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation.
Appl. Math. Lett., 2003
2002
Solving Dirichlet's problem in a rectangle for separate variable coefficient elliptic equations.
Appl. Math. Lett., 2002
Appl. Math. Lett., 2002
Appl. Math. Lett., 2002
Appl. Math. Lett., 2002
2001
2000
Appl. Math. Lett., 2000
Adv. Comput. Math., 2000
1999
Constructive stable numerical solutions for strongly coupled diffusion mixed partial differential systems.
Int. J. Comput. Math., 1999
1996
Lyapunov Matrix Equation in System Stability and Control (Zoran Gajic and Muhammad Tahir Javed Qureshi).
SIAM Rev., 1996
1992
1990
Computing accurate solutions for coupled systems of second order partial differential equations.
Int. J. Comput. Math., 1990