8 citations · 14 across the 3 of their papers we have counts for
3 papers
math.NA2025★ 8 cited
Integral Transform Solution of Random Coupled Parabolic Partial Differential Models
M. -C. Casabán, R. Company, V. N. Egorova +1
Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non Gaussian random numerical integration that captu…
math.NA2025★ 4 cited
Numerical solutions of random mean square Fisher-KPP models with advection
M. -C. Casabán, R. Company, L. Jódar
This paper deals with the construction of numerical stable solutions of random mean square Fisher-KPP models with advection. The construction of the numerical scheme is performed i…
q-fin.PR2017★ 2 cited
Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach
Rafael Company, Vera Egorova, Lucas Jódar +1
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove…