E. Ponsoda

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

Enrique Navarro, José Ramón Pintos, E. Ponsoda · Computers & Mathematics with Applications · 2008 · 91 citations

Business, Finance, Mathematics +12

Orthogonal matrix polynomials with respect to linear matrix moment functionals: Theory and applications

L. Jódar, Emilio Defez, E. Ponsoda · Approximation Theory and Its Applications · 1996 · 25 citations

Natural Sciences, Electrical Engineering, Stochastic Processes +10

Numerical analysis and simulation of option pricing problems modeling illiquid markets

L. Jódar, E. Ponsoda, C. Ballester · Computers & Mathematics with Applications · 2010 · 24 citations

Business, Economics, Finance +16

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

L. Jódar, E. Ponsoda · IMA Journal of Numerical Analysis · 1995 · 23 citations

Natural Sciences, Mathematics, Computational Mechanics +10

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

Philipp Bader, Sergio Blanes, E. Ponsoda · Journal of Computational and Applied Mathematics · 2013 · 21 citations · Full text

Natural Sciences, Aerospace Engineering, Mathematics +12