Marianito R. RodrigoPhD, University of Tokyo Senior Lecturer School of Mathematics and Applied Statistics University of Wollongong Research interests - ordinary and partial differential equations
- mathematical finance
- mathematical biology and medicine
- fractional calculus
Research articles M. R. Rodrigo (2016), On fractional matrix exponentials and their explicit calculation, Journal of Differential Equations, http://dx.doi.org/10.2016/j.jde.2016.06.02331. M. R. Rodrigo and A. L. Worthy (2016), Solution of multilayer diffusion problems via the Laplace transform, Journal of Mathematical Analysis and Applications, http://dx.doi.org/10.2016/j.jmaa.2016.06.04230. 29. M. R. Rodrigo (2016), Laplace and Z transforms of linear dynamical systems and conic sections, Zeitschrift fuer Angewandte Mathematik und Physik (ZAMP), 67: 57. doi:10.1007/s00033-016-0633-328. A. B. Holder and M. R.
Rodrigo (2015), Model for acid-mediated tumour invasion with
chemotherapy intervention I: spatially homogeneous populations, submitted27. T. R. Li and M. R. Rodrigo (2015), Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms, submitted26. M. R. Rodrigo (2016), A
nonlinear least squares approach to time of death estimation via body
cooling, Journal of Forensic Sciences, 61 (1), pp. 230-233, doi: 10.1111/1556-4029.12875, Available online at: onlinelibrary.wiley.com25. A. B. Holder and M. R.
Rodrigo (2015), Model for acid-mediated tumour invasion with
chemotherapy intervention II: spatially heterogeneous populations, Mathematical Biosciences, 270, pp. 10-29, doi:10.1016/j.mbs.2015.09.00724. M. R. Rodrigo (2015), Time
of death estimation from temperature readings only: a Laplace transform
approach, Applied Mathematics Letters, 39, pp. 47-5223. M. R.
Rodrigo and R. S. Mamon (2014), An alternative approach to the
calibration of the Vasicek and CIR interest rate models via generating
functions, Quantitative Finance, 14 (11), pp. 1961-197022. M. R.
Rodrigo (2014), Approximate ordinary differential equations for the
optimal exercise boundaries of American put and call options, European
Journal of Applied Mathematics, 25, pp. 27-4321. A. B.
Holder, M. R. Rodrigo, and M. A. Herrero (2014), A model for
acid-mediated tumour growth with nonlinear acid production term, Applied
Mathematics and Computation, 227, pp. 176-19820. M. R. Rodrigo and R. S. Mamon (2013), Valuation formulas for American options with general payoffs, submitted19. A. B. Holder
and M. R. Rodrigo (2013), An integration-based method for estimating
parameters in a system of differential equations, Applied Mathematics
and Computation, 219 (18), pp. 9700-970818. X. Xi, M. R.
Rodrigo, and R. S. Mamon (2012), Parameter estimation of a
regime-switching model using an inverse Stieltjes moment approach, in S.
Cohen, D. Madan, T. Siu and H. Yang (Editors), Advances in Statistics,
Probability and Actuarial Science - Festschrift Volume in Honour of
Robert Elliott's 70th Birthday, World Scientific Publishing, pp. 549-56817. M. R.
Rodrigo and R. S. Mamon (2011), A unified approach to explicit bond
price solutions under a time-dependent affine term structure framework,
Quantitative Finance (Feature Article), 11 (4), pp. 487-49316. M. R.
Rodrigo and R. M. Miura (2011), Exact and approximate traveling waves of
reaction-diffusion systems via a variational approach, Analysis and
Applications, 9 (2), pp. 187-19915. A. Fasano,
M. A. Herrero, and M. R. Rodrigo (2009), Slow and fast waves in a model
of acid-mediated tumour growth, Mathematical Biosciences, 220, pp. 45-5614. M. R.
Rodrigo and R. S. Mamon (2008), A new representation of the local
volatility surface, International Journal of Theoretical and Applied
Finance, 11 (7), pp. 1-1213. M. R.
Rodrigo and R. S. Mamon (2007), Recovery of time-dependent parameters of
a Black-Scholes-type equation: an inverse Stieltjes moment approach,
Journal of Applied Mathematics, Vol. 2007, Article ID 62098, 8
pages, doi: 10.1155/2007/6209812. M. R.
Rodrigo (2007), On the infinitude of the prime numbers: a topological
approach, Miscelanea Matematica, 44, pp. 79-82 (in Spanish)11. M. A.
Herrero and M. R. Rodrigo (2007), Remarks on accessible steady states
for some coagulation-fragmentation systems, Discrete and Continuous
Dynamical Systems Series A, 17 (3), pp. 541-55210. M. R.
Rodrigo and R. S. Mamon (2007), An application of Mellin transform
techniques to a Black-Scholes equation problem, Analysis and
Applications, 5 (1), pp. 1-169. M. R.
Rodrigo and R. S. Mamon (2006), An alternative approach to solving the
Black-Scholes equation with time-varying parameters, Applied Mathematics
Letters, 19, pp. 398-4028. R. S. Mamon
and M. R. Rodrigo (2005), Explicit solutions to European options in a
regime-switching economy, Operations Research Letters, 33, pp. 581-5867. M. A.
Herrero and M. R. Rodrigo (2005), A note on Smoluchowski's equations
with diffusion, Applied Mathematics Letters, 18, pp. 969-9756. M. Rodrigo
and M. Mimura (2004), On some classes of linearizable
reaction-convection-diffusion equations, Analysis and
Applications, 2 (1), pp. 1-85. M. Rodrigo
(2003), Evolution of bounding functions for the solution of the
KPP-Fisher equation in bounded domains, Studies in Applied Mathematics,
110, pp. 49-614. M. Rodrigo
and M. Mimura (2002), Annihilation dynamics in the KPP-Fisher equation,
European Journal of Applied Mathematics, 13, pp. 195-2043. M. Rodrigo
and M. Mimura (2001), Exact solutions of reaction-diffusion systems and
nonlinear wave equations, Japan Journal of Industrial and Applied
Mathematics, 18, pp. 657-6962. M. Rodrigo
and M. Mimura (2000), Exact solutions of a competition-diffusion system,
Hiroshima Mathematics Journal, 30, pp. 257-2701. H. Ikeda and
M. Rodrigo (1997), Travelling front waves in parallel coupled nerve
fibers, Mathematics Journal of Toyama University, 19, pp. 211-252 |