José-Ramón Pintos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets Mathematics and Computers in Simulation	2012-11-15	Paper
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives Computers & Mathematics with Applications	2011-08-28	Paper
Numerical analysis and computing for option pricing models in illiquid markets Mathematical and Computer Modelling	2011-02-13	Paper
Computing option pricing models under transaction costs Computers & Mathematics with Applications	2010-06-28	Paper
A numerical method for European option pricing with transaction costs nonlinear equation Mathematical and Computer Modelling	2010-05-08	Paper
Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs ESAIM: Mathematical Modelling and Numerical Analysis	2009-11-23	Paper
Numerical solution of linear and nonlinear Black-Scholes option pricing equations Computers & Mathematics with Applications	2009-03-12	Paper

Research outcomes over time

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