Enrique Ponsoda

发表

Numerical analysis and simulation of option pricing problems modeling illiquid markets

Lucas Jódar, Rafael Company, Enrique Ponsoda, 2010, Comput. Math. Appl..

Efficient numerical integration of Nth-order non-autonomous linear differential equations

Fernando Casas, Sergio Blanes, Enrique Ponsoda, 2016, J. Comput. Appl. Math..

Exponential integrators for coupled self-adjoint non-autonomous partial differential systems

Sergio Blanes, Enrique Ponsoda, S. Blanes, 2014, Appl. Math. Comput..

A second order numerical method for solving advection-diffusion models

José Vicente Romero, María Dolores Roselló, Rafael Company, 2009, Math. Comput. Model..

Symplectic integrators for the matrix Hill equation

Sergio Blanes, Muaz Seydaoglu, Enrique Ponsoda, 2017, J. Comput. Appl. Math..

Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation

Lucas Jódar, Rafael Company, Enrique Ponsoda, 2003, Appl. Math. Lett..

A stable numerical method for solving variable coefficient advection-diffusion models

Emilio Defez, José Vicente Romero, María Dolores Roselló, 2008, Comput. Math. Appl..

The complementary error matrix function and its role solving coupled diffusion mathematical models

Juan Carlos Cortés, Lucas Jódar, Rafael Company, 2005, Math. Comput. Model..

Symplectic integrators for second-order linear non-autonomous equations

Fernando Casas, Sergio Blanes, Enrique Ponsoda, 2018, J. Comput. Appl. Math..

Numerical solution of linear and nonlinear Black-Scholes option pricing equations

Enrique A. Navarro, Rafael Company, Enrique Ponsoda, 2008, Comput. Math. Appl..

New efficient numerical methods to describe the heat transfer in a solid medium

Sergio Blanes, Enrique Ponsoda, Philipp Bader, 2011, Math. Comput. Model..

Magnus integrators for solving linear-quadratic differential games

Sergio Blanes, Enrique Ponsoda, S. Blanes, 2012, J. Comput. Appl. Math..

Continuous numerical solution of coupled parabolic initial value problems

Lucas Jódar, Jose Albeiro Sánchez, Enrique Ponsoda, 2002, Appl. Math. Lett..

Structure preserving integrators for solving (non-)linear quadratic optimal control problems with applications to describe the flight of a quadrotor

Sergio Blanes, Enrique Ponsoda, Philipp Bader, 2014, J. Comput. Appl. Math..

Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment

Enrique Ponsoda, Lucas Jódar, L. Jódar, 2008 .

Non-autonomous Riccati-type matrix differential equations: existence interval, construction of continuous numerical solutions and error bounds

Enrique Ponsoda, Lucas Jódar, 1995 .

A matrix approach to the analytic-numerical solution of mixed partial differential systems

E. Navarro, Enrique Ponsoda, Lucas Jódar, 1995 .

Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs

Sergio Blanes, Enrique Ponsoda, S. Blanes, 2012 .

Numerical solutions with a priori error bounds for coupled self-adjoint time dependent partial differential systems

Enrique Ponsoda, Lucas Jódar, L. Jódar, 1999 .

A Stable CE—SE Numerical Method for Time-Dependent Advection—Diffusion Equation

Emilio Defez, Enrique Ponsoda, Lucas Jódar, 2008 .

Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations

Sergio Blanes, Enrique Ponsoda, Lucas Jódar, 2000 .