Rafael Company

Orcid: 0000-0001-5217-1889

According to our database1, Rafael Company authored at least 38 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation.
Math. Comput. Simul., 2024

2023
Numerical difference solution of moving boundary random Stefan problems.
Math. Comput. Simul., 2023

2021
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems.
Math. Comput. Simul., 2021

2018
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
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

Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
J. Comput. Appl. Math., 2018

Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models.
J. Comput. Appl. Math., 2018

2017
A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model.
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

Novel methods in computational finance.
Int. J. Comput. Math., 2016

A new efficient numerical method for solving American option under regime switching model.
Comput. Math. Appl., 2016

Computing American option price under regime switching with rationality parameter.
Comput. Math. Appl., 2016

A mixed derivative terms removing method in multi-asset option pricing problems.
Appl. Math. Lett., 2016

2015
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems.
J. Appl. Math., 2015

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

2012
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets.
Math. Comput. Simul., 2012

2011
Numerical solution of random differential models.
Math. Comput. Model., 2011

Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.
Comput. Math. Appl., 2011

Solving Riccati time-dependent models with random quadratic coefficients.
Appl. Math. Lett., 2011

2010
Numerical analysis and computing for option pricing models in illiquid markets.
Math. Comput. Model., 2010

Computing option pricing models under transaction costs.
Comput. Math. Appl., 2010

Numerical analysis and simulation of option pricing problems modeling illiquid markets.
Comput. Math. Appl., 2010

2009
A second order numerical method for solving advection-diffusion models.
Math. Comput. Model., 2009

A numerical method for European Option Pricing with transaction costs nonlinear equation.
Math. Comput. Model., 2009

2008
Numerical solution of linear and nonlinear Black-Scholes option pricing equations.
Comput. Math. Appl., 2008

An efficient method for option pricing with discrete dividend payment.
Comput. Math. Appl., 2008

2007
Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function.
Math. Comput. Model., 2007

Constructing accurate polynomial approximations for nonlinear differential initial value problems.
Appl. Math. Comput., 2007

2006
Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend.
Math. Comput. Model., 2006

2005
The complementary error matrix function and its role solving coupled diffusion mathematical models.
Math. Comput. Model., 2005

2004
Analytic solution of mixed problems for thegeneralized diffusion equation with delay.
Math. Comput. Model., 2004

A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines.
Math. Comput. Model., 2004

2003
Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation.
Appl. Math. Lett., 2003


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