Marianito R. Rodrigo

Available identifiers

zbMath Open rodrigo.marianito-rMaRDI QIDQ322121

List of research outcomes

Publication	Date of Publication	Type
On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics	2023-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q5874107	2023-02-07	Paper
A unified way to solve IVPs and IBVPs for the time-fractional diffusion-wave equation	2022-12-21	Paper
Unifying discrete and integral transforms through the use of a Banach algebra	2022-11-11	Paper
Jumping hedges on the strength of the Mellin transform	2022-05-31	Paper
Traveling wave solutions in a model for tumor invasion with the acid-mediation hypothesis	2022-05-06	Paper
Pricing formulas for perpetual American options with general payoffs	2022-03-22	Paper
A general class of integral transforms and an expression for their convolution formulas	2022-02-11	Paper
BOUNDS ON THE CRITICAL TIMES FOR THE GENERAL FISHER–KPP EQUATION	2022-01-12	Paper
Bond pricing formulas for Markov-modulated affine term structure models	2021-11-23	Paper
A spatio-temporal analogue of the Omori-Utsu law of aftershock sequences	2021-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q5010248	2021-08-25	Paper
MODELLING HUMAN CARRYING CAPACITY AS A FUNCTION OF FOOD AVAILABILITY	2021-04-26	Paper
A Mellin transform approach to barrier option pricing	2020-09-30	Paper
Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics	2020-03-27	Paper
Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms	2018-01-12	Paper
A model for acid-mediated tumour growth with nonlinear acid production term	2017-06-08	Paper
Laplace and Z transforms of linear dynamical systems and conic sections	2016-10-14	Paper
On fractional matrix exponentials and their explicit calculation	2016-08-29	Paper
Solution of multilayer diffusion problems via the Laplace transform	2016-07-29	Paper
Model for acid-mediated tumour invasion with chemotherapy intervention. II: Spatially heterogeneous populations	2015-12-28	Paper
Time of death estimation from temperature readings only: a Laplace transform approach	2015-05-06	Paper
An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions	2015-04-23	Paper
Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options	2014-09-09	Paper
An integration-based method for estimating parameters in a system of differential equations	2014-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4925758	2013-06-12	Paper
EXACT AND APPROXIMATE TRAVELING WAVES OF REACTION-DIFFUSION SYSTEMS VIA A VARIATIONAL APPROACH	2011-06-10	Paper
A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework	2011-06-09	Paper
Slow and fast invasion waves in a model of acid-mediated tumour growth	2009-07-28	Paper
A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE	2009-02-26	Paper
Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach	2008-02-20	Paper
Remarks on accessible steady states for some coagulation-fragmentation systems	2007-08-01	Paper
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM	2007-02-07	Paper
An alternative approach to solving the Black-Scholes equation with time-varying parameters	2006-05-11	Paper
Explicit solutions to European options in a regime-switching economy	2006-02-02	Paper
A note on Smoluchowski's equations with diffusion	2006-01-24	Paper
ON SOME CLASSES OF LINEARIZABLE REACTION-CONVECTION-DIFFUSION EQUATIONS	2004-07-12	Paper
Annihilation dynamics in the KPP-Fisher equation	2003-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4792369	2003-03-12	Paper
Exact solutions of reaction-diffusion systems and nonlinear wave equations	2002-06-13	Paper
Exact solutions of a competition-diffusion system	2001-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q4339645	1999-04-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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