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Marianito R. Rodrigo - MaRDI portal

Marianito R. Rodrigo

From MaRDI portal
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Person:322121

Available identifiers

zbMath Open rodrigo.marianito-rMaRDI QIDQ322121

List of research outcomes





PublicationDate of PublicationType
On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics2023-05-03Paper
https://portal.mardi4nfdi.de/entity/Q58741072023-02-07Paper
A unified way to solve IVPs and IBVPs for the time-fractional diffusion-wave equation2022-12-21Paper
Unifying discrete and integral transforms through the use of a Banach algebra2022-11-11Paper
Jumping hedges on the strength of the Mellin transform2022-05-31Paper
Traveling wave solutions in a model for tumor invasion with the acid-mediation hypothesis2022-05-06Paper
Pricing formulas for perpetual American options with general payoffs2022-03-22Paper
A general class of integral transforms and an expression for their convolution formulas2022-02-11Paper
BOUNDS ON THE CRITICAL TIMES FOR THE GENERAL FISHER–KPP EQUATION2022-01-12Paper
Bond pricing formulas for Markov-modulated affine term structure models2021-11-23Paper
A spatio-temporal analogue of the Omori-Utsu law of aftershock sequences2021-10-21Paper
https://portal.mardi4nfdi.de/entity/Q50102482021-08-25Paper
MODELLING HUMAN CARRYING CAPACITY AS A FUNCTION OF FOOD AVAILABILITY2021-04-26Paper
A Mellin transform approach to barrier option pricing2020-09-30Paper
Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics2020-03-27Paper
Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms2018-01-12Paper
A model for acid-mediated tumour growth with nonlinear acid production term2017-06-08Paper
Laplace and Z transforms of linear dynamical systems and conic sections2016-10-14Paper
On fractional matrix exponentials and their explicit calculation2016-08-29Paper
Solution of multilayer diffusion problems via the Laplace transform2016-07-29Paper
Model for acid-mediated tumour invasion with chemotherapy intervention. II: Spatially heterogeneous populations2015-12-28Paper
Time of death estimation from temperature readings only: a Laplace transform approach2015-05-06Paper
An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions2015-04-23Paper
Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options2014-09-09Paper
An integration-based method for estimating parameters in a system of differential equations2014-06-20Paper
https://portal.mardi4nfdi.de/entity/Q49257582013-06-12Paper
EXACT AND APPROXIMATE TRAVELING WAVES OF REACTION-DIFFUSION SYSTEMS VIA A VARIATIONAL APPROACH2011-06-10Paper
A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework2011-06-09Paper
Slow and fast invasion waves in a model of acid-mediated tumour growth2009-07-28Paper
A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE2009-02-26Paper
Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach2008-02-20Paper
Remarks on accessible steady states for some coagulation-fragmentation systems2007-08-01Paper
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM2007-02-07Paper
An alternative approach to solving the Black-Scholes equation with time-varying parameters2006-05-11Paper
Explicit solutions to European options in a regime-switching economy2006-02-02Paper
A note on Smoluchowski's equations with diffusion2006-01-24Paper
ON SOME CLASSES OF LINEARIZABLE REACTION-CONVECTION-DIFFUSION EQUATIONS2004-07-12Paper
Annihilation dynamics in the KPP-Fisher equation2003-03-14Paper
https://portal.mardi4nfdi.de/entity/Q47923692003-03-12Paper
Exact solutions of reaction-diffusion systems and nonlinear wave equations2002-06-13Paper
Exact solutions of a competition-diffusion system2001-10-24Paper
https://portal.mardi4nfdi.de/entity/Q43396451999-04-21Paper

Research outcomes over time

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