| Laguerre matrix polynomials and systems of second-order differential equations L Jódar, R Company, E Navarro Applied Numerical Mathematics 15 (1), 53-63, 1994 | 142 | 1994 |
| Hermite matrix polynomials and second order matrix differential equations L Jódar, R Company Approximation Theory and its Applications 12 (2), 20-30, 1996 | 135 | 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 | 50 | 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 | 39 | 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 | 27 | 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 | 26 | 2016 |
| Bessel Matrix Functions: Explict Solution of Coupled Bessel Type Equations, L Jódar, R Company, E Navarro Utilitas Mathematica 46, 129-141, 1994 | 25 | 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 |
| 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 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 | 20 | 2010 |
| 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 | 16 | 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 | 16 | 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 | 15 | 2016 |
| An efficient method for option pricing with discrete dividend payment C Ballester, R Company, L Jódar Computers & Mathematics with Applications 56 (3), 822-835, 2008 | 14 | 2008 |
| 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 | 13 | 2018 |
| 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 | 13 | 2016 |
| A local radial basis function method for high-dimensional american option pricing problems R Company, VN Egorova, L Jodar, F Soleymani Mathematical Modelling and Analysis 23 (1), 117-138, 2018 | 12 | 2018 |
| Laguerre random differential polynomials: definition, differential and statistical properties J Cortés, L Jódar Sánchez, R Company Rossi, L Villafuerte Utilitas Mathematica 98, 283-293, 2015 | 12 | 2015 |
Vera EgorovaUniversity of CantabriaVerified email at unican.es
