Publications

An Ohta-Kawasaki Model set on the space

Published in Bulletin of the London Mathematical Society (pending minor revisions), 2025

Recommended citation: L. Aguirre Salazar, Xin Yang Lu, and Jun-cheng Wei. (2025) " An Ohta-Kawasaki Model set on the space " arXiv preprint arXiv:2401.03120. Submitted to the Bulletin of the London Mathematical Society. Undergoing minor revisions. https://arxiv.org/pdf/2401.03120.pdf

Numerical solution to a nonlocal and nonlinear Black-Scholes model by discrete mollification

Published in Revista Colombiana de Matemáticas, 2017

In this paper, we study a nonlinear nonlocal Black-Scholes model by means of the methods of finite differences, numerical integration and discrete mollification. In this model, conditions for stability and convergence of the discretization proposed are discussed.

Recommended citation: L. Aguirre, H. Contreras and C.D. Acosta (2017). " Numerical solution to a nonlocal and nonlinear Black-Scholes model by discrete mollification " (in Spanish); Revista Colombiana de Matemáticas 51(2), pp.195-220. http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0034-74262017000200195&lng=en&nrm=iso