| Laguerre matrix polynomials and systems of second-order differential equations L Jódar, R Company, E Navarro Applied Numerical Mathematics 15 (1), 53-63, 1994 | 147 | 1994 |
| Hermite matrix polynomials and second order matrix differential equations L Jódar, R Company Approximation Theory and its Applications 12 (2), 20-30, 1996 | 141 | 1996 |
| Numerical solution of linear and nonlinear Black–Scholes option pricing equations R Company, E Navarro, JR Pintos, E Ponsoda Computers & Mathematics with Applications 56 (3), 813-821, 2008 | 55 | 2008 |
| Analytic solution of mixed problems for thegeneralized diffusion equation with delay JA Martín, F Rodríguez, R Company Mathematical and computer modelling 40 (3-4), 361-369, 2004 | 43 | 2004 |
| A numerical method for European Option Pricing with transaction costs nonlinear equation R Company, L Jódar, JR Pintos Mathematical and computer modelling 50 (5-6), 910-920, 2009 | 40 | 2009 |
| A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model MA Piqueras, R Company, L Jódar Journal of Computational and Applied Mathematics 309, 473-481, 2017 | 31 | 2017 |
| A new efficient numerical method for solving American option under regime switching model VN Egorova, R Company, L Jódar Computers & Mathematics with Applications 71 (1), 224-237, 2016 | 30 | 2016 |
| Bessel Matrix Functions: Explict Solution of Coupled Bessel Type Equations, L Jódar, R Company, E Navarro Utilitas Mathematica 46, 129-141, 1994 | 28 | 1994 |
| Solving American option pricing models by the front fixing method: numerical analysis and computing R Company, V Egorova, L Jódar Abstract and Applied Analysis 2014, 1-9, 2014 | 22 | 2014 |
| Numerical analysis and simulation of option pricing problems modeling illiquid markets R Company, L Jódar, E Ponsoda, C Ballester Computers & Mathematics with Applications 59 (8), 2964-2975, 2010 | 22 | 2010 |
| Solving the random diffusion model in an infinite medium: A mean square approach MC Casabán, R Company, JC Cortés, L Jódar Applied Mathematical Modelling 38 (24), 5922-5933, 2014 | 21 | 2014 |
| Positive finite difference schemes for a partial integro-differential option pricing model M Fakharany, R Company, L Jódar Applied Mathematics and Computation 249, 320-332, 2014 | 21 | 2014 |
| Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion MA Piqueras, R Company, L Jódar Journal of Computational and Applied Mathematics, 2018 | 18 | 2018 |
| A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets R Company, L Jódar, JR Pintos Mathematics and Computers in Simulation 82 (10), 1972-1985, 2012 | 18 | 2012 |
| Numerical solution of modified Black–Scholes equation pricing stock options with discrete dividend R Company, AL González, L Jódar Mathematical and computer modelling 44 (11-12), 1058-1068, 2006 | 17 | 2006 |
| Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing R Company, V Egorova, L Jódar, C Vázquez Journal of Computational and Applied Mathematics 304, 1-17, 2016 | 16 | 2016 |
| A mixed derivative terms removing method in multi-asset option pricing problems R Company, VN Egorova, L Jódar, F Soleymani Applied Mathematics Letters 60, 108-114, 2016 | 15 | 2016 |
| Computing American option price under regime switching with rationality parameter R Company, V Egorova, L Jódar, C Vázquez Computers & Mathematics with Applications 72 (3), 741-754, 2016 | 14 | 2016 |
| Constructing positive reliable numerical solution for American call options: A new front-fixing approach R Company, VN Egorova, L Jódar Journal of Computational and Applied Mathematics 291, 422-431, 2016 | 14 | 2016 |
| Numerical solution of random differential models JC Cortés, L Jódar, L Villafuerte, R Company Mathematical and computer modelling 54 (7-8), 1846-1851, 2011 | 14 | 2011 |
Vera EgorovaUniversity of Cantabriaایمیل تأیید شده در unican.es
