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1

An alternative approach to solving the Black–Scholes equation with time-varying parameters

Marianito R. Rodrigo, Rogemar S. Mamon

Journal:

Applied Mathematics Letters

Year:

2006

Language:

english

File:

PDF, 132 KB

english, 2006

2

Solution of multilayer diffusion problems via the Laplace transform

Rodrigo, Marianito R., Worthy, Annette L.

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 445 KB

english, 2016

3

Explicit solutions to European options in a regime-switching economy

Rogemar S. Mamon, Marianito R. Rodrigo

Journal:

Operations Research Letters

Year:

2005

Language:

english

File:

PDF, 179 KB

english, 2005

4

An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions

Rodrigo, Marianito R., Mamon, Rogemar S.

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 312 KB

english, 2014

5

Slow and fast invasion waves in a model of acid-mediated tumour growth

Antonio Fasano, Miguel A. Herrero, Marianito R. Rodrigo

Journal:

Mathematical Biosciences

Year:

2009

Language:

english

File:

PDF, 570 KB

english, 2009

6

Time of death estimation from temperature readings only: A Laplace transform approach

Rodrigo, Marianito R.

Journal:

Applied Mathematics Letters

Year:

2015

Language:

english

File:

PDF, 358 KB

english, 2015

7

Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options

RODRIGO, MARIANITO R.

Journal:

European Journal of Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 409 KB

english, 2014

8

A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE

RODRIGO, MARIANITO R., MAMON, ROGEMAR S.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 208 KB

english, 2008

9

EXACT AND APPROXIMATE TRAVELING WAVES OF REACTION-DIFFUSION SYSTEMS VIA A VARIATIONAL APPROACH

RODRIGO, MARIANITO R., MIURA, ROBERT M.

Journal:

Analysis and Applications

Year:

2011

Language:

english

File:

PDF, 180 KB

english, 2011

10

Model for acid-mediated tumour invasion with chemotherapy intervention II: Spatially heterogeneous populations

Holder, Andrew B., Rodrigo, Marianito R.

Journal:

Mathematical Biosciences

Year:

2015

Language:

english

File:

PDF, 1.83 MB

english, 2015

11

A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework

Rodrigo, Marianito R., Mamon, Rogemar S.

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 439 KB

english, 2011

12

A Nonlinear Least Squares Approach to Time of Death Estimation Via Body Cooling

Rodrigo, Marianito R.

Journal:

Journal of Forensic Sciences

Year:

2016

Language:

english

File:

PDF, 102 KB

english, 2016

13

Laplace and Z transforms of linear dynamical systems and conic sections

Rodrigo, Marianito R.

Journal:

Zeitschrift für Angewandte Mathematik und Physik (ZAMP)

Year:

2016

Language:

english

File:

PDF, 752 KB

english, 2016

14

Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms

LI, T. RAY, RODRIGO, MARIANITO R.

Journal:

European Journal of Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 385 KB

english, 2016

15

Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics

Rodrigo, Marianito R., Goard, Joanna

Journal:

Applied Mathematical Modelling

Year:

2018

Language:

english

File:

PDF, 410 KB

english, 2018

16

An integration-based method for estimating parameters in a system of differential equations

Holder, Andrew B., Rodrigo, Marianito R.

Journal:

Applied Mathematics and Computation

Year:

2013

Language:

english

File:

PDF, 389 KB

english, 2013

17

A model for acid-mediated tumour growth with nonlinear acid production term

Holder, Andrew B., Rodrigo, Marianito R., Herrero, Miguel A.

Journal:

Applied Mathematics and Computation

Year:

2014

Language:

english

File:

PDF, 955 KB

english, 2014

18

AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM

RODRIGO, MARIANITO R., MAMON, ROGEMAR S.

Journal:

Analysis and Applications

Year:

2007

Language:

english

File:

PDF, 210 KB

english, 2007

19

Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach

Rodrigo, Marianito R., Mamon, Rogemar S.

Journal:

Journal of Applied Mathematics

Year:

2007

Language:

english

File:

PDF, 236 KB

english, 2007

20

On fractional matrix exponentials and their explicit calculation

Rodrigo, Marianito R.

Journal:

Journal of Differential Equations

Year:

2016

Language:

english

File:

PDF, 798 KB

english, 2016

21

A Mellin transform approach to barrier option pricing

Guardasoni, Chiara, Rodrigo, Marianito R, Sanfelici, Simona

Journal:

IMA Journal of Management Mathematics

Year:

2018

File:

PDF, 423 KB

2018

22

Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach

Rodrigo, Marianito R.

Journal:

Year:

2020

File:

PDF, 303 KB

2020

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