Showing 1 - 5 results of 5 for search 'Marianito R. Rodrigo', query time: 0.02s Refine Results
  1. 1
    An elementary method for obtaining general solutions to systems of ordinary differential equations

    An elementary method for obtaining general solutions to systems of ordinary differential equations by Marianito R. Rodrigo

    Published 2021-06-01
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  2. 2
    Constructing <i>C</i><sub>0</sub>-Semigroups via Picard Iterations and Generating Functions: An Application to a Black–Scholes Integro-Differential Operator

    Constructing <i>C</i><sub>0</sub>-Semigroups via Picard Iterations and Generating Functions: An Application to a Black–Scholes Integro-Differential Operator by Marianito R. Rodrigo

    Published 2021-03-01
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  3. 3
    Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach

    Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach by Marianito R. Rodrigo

    Published 2020-08-01
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  4. 4
    A Unified Analytical Approach to Fixed and Moving Boundary Problems for the Heat Equation

    A Unified Analytical Approach to Fixed and Moving Boundary Problems for the Heat Equation by Marianito R. Rodrigo, Ngamta Thamwattana

    Published 2021-03-01
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  5. 5
    A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives

    A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives by Alessio Giorgini, Rogemar S. Mamon, Marianito R. Rodrigo

    Published 2021-11-01
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