José-Ramón Pintos

Available identifiers

zbMath Open pintos.jose-ramonMaRDI QIDQ622979

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: José-Ramón Pintos