Marianito Rodrigo PhD, The University of Tokyo
Research interests
 Differential equations
 Financial mathematics
 Mathematical biology and medicine
 Fractional calculus
Articles
 M. R. Rodrigo (2017), On an explicit method for solving a class of operator equations, submitted.
 M. R. Rodrigo (2017), Critical time bounds for the FisherKPP equation, submitted.
 C. Guardasoni, M. R. Rodrigo & S. Sanfelici (2017), A Mellin transform approach to barrier option pricing, submitted.
 M. R. Rodrigo & R. S. Mamon (2017), Explicit bond pricing formulas for Markovmodulated affine term structure models, submitted.
 M. R. Rodrigo & R. S. Mamon (2017), A MellinLaplace transform approach to pricing American options with general payoffs, submitted.
 T. R. Li & M. R. Rodrigo (2017), Pricing of compound options for continuous and discrete dividend paying assets, submitted.
 A. B. Holder & M. R. Rodrigo (2014), Model for acidmediated tumour invasion with chemotherapy intervention I: spatially homogeneous populations, arXiv:1412.0748.
 T.R. Li & M.R. Rodrigo (2017), Alternative results for option pricing and implied volatility in jumpdiffusion models using Mellin transforms, European Journal of Applied Mathematics, 28 (5), pp. 789–826.
 M.R. Rodrigo (2016), On fractional matrix exponentials and their explicit calculation, Journal of Differential Equations, 261, pp. 4223–4243.
 M.R. Rodrigo & A.L. Worthy (2016), Solution of multilayer diffusion problems via the Laplace transform, Journal of Mathematical Analysis and Applications, 444, pp. 475–502.
 M.R. Rodrigo (2016), Laplace and Z transforms of linear dynamical systems and conic sections, Zeitschrift für Angewandte Mathematik und Physik (ZAMP), 67:57.doi:10.1007/s0003301606333.
 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: 10.1111/15564029.12875.
 A.B. Holder & M.R. Rodrigo (2015), Model for acidmediated tumour invasion with chemotherapy intervention II: Spatially heterogeneous populations, Mathematical Biosciences, 270, pp. 10–29.
 M.R. Rodrigo (2015), Time of death estimation from temperature readings only: a Laplace transform approach, Applied Mathematics Letters, 39, pp. 47–52.
 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 (1), pp. 27–43.
 M.R. Rodrigo & 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. 1961–1970.
 A.B. Holder, M.R. Rodrigo & M.A. Herrero (2014), A model for acidmediated tumour growth with a nonlinear acid production term, Applied Mathematics and Computation, 227, pp. 176–198.
 A.B. Holder & M.R. Rodrigo (2013), An integrationbased method for estimating parameters in a system of differential equations, Applied Mathematics and Computation, 219 (18), pp. 9700–9708.
 X. Xi, M.R. Rodrigo & R.S. Mamon (2012), Parameter estimation of a regimeswitching model using an inverse Stieltjes moment approach, in S. Cohen, D. Madan, T. Siu & H. Yang (Editors), Advances in Statistics, Probability and Actuarial Science – Festschrift Volume in Honour of Robert Elliott’s 70th Birthday, World Scientific Publishing, pp. 549–568.
 M.R. Rodrigo & R.S. Mamon (2011), A unified approach to explicit bond price solutions under a timedependent affine term structure framework, Quantitative Finance (Feature Article), 11 (4), pp. 487–493.
 M.R. Rodrigo and R.M. Miura (2011), Exact and approximate traveling waves of reactiondiffusion systems via a variational approach, Analysis and Applications, 9 (2), pp. 187–199.
 A. Fasano, M.A. Herrero & M.R. Rodrigo (2009), Fast and slow waves in a model of acidmediated tumour growth, Mathematical Biosciences, 220 (1), pp. 45–56.
 M.R. Rodrigo & R.S. Mamon (2008), A new formulation of the local volatility surface, International Journal of Theoretical and Applied Finance, 11 (7), pp. 1–12.
 M.R. Rodrigo & R.S. Mamon (2007), Recovery of timedependent parameters of a BlackScholestype equation: an inverse Stieltjes moment approach, Journal of Applied Mathematics, Vol. 2007, Article ID 62098, 8 pages, DOI: 10.1155/2007/62098.
 M.R. Rodrigo (2007), On the infinitude of the prime numbers: a topological approach (in Spanish), Miscelanea Matematica, 44, pp. 79–82.
 M.A. Herrero & M.R. Rodrigo (2007), Remarks on accessible steady states for some coagulationfragmentation systems, Discrete and Continuous Dynamical Systems Series A, 17 (3), pp. 541–552.
 M.R. Rodrigo & R.S. Mamon (2007), An application of Mellin transform techniques to a BlackScholes equation problem, Analysis and Applications, 5 (1), pp. 1–16.
 M.R. Rodrigo & R.S. Mamon (2006), An alternative approach to solving the BlackScholes equation with timevarying parameters, Applied Mathematics Letters, 19, pp. 398–402.
 R.S. Mamon & M.R. Rodrigo (2005), Explicit solutions to European options in a regimeswitching economy, Operations Research Letters, 33, pp. 581–586.
 M.A. Herrero & M.R. Rodrigo (2005), A note on Smoluchowski’s equations with diffusion, Applied Mathematics Letters, 18, pp. 969–975.
 M. Rodrigo & M. Mimura (2004), On some classes of linearizable reactionconvectiondiffusion equations, Analysis and Applications, 2 (1), pp. 1–8.
 M. Rodrigo (2003), Evolution of bounding functions for the solution of the KPPFisher equation in bounded domains, Studies in Applied Mathematics, 110, pp. 49–61.
 M. Rodrigo & M. Mimura (2002), Annihilation dynamics in the KPPFisher equation, European Journal of Applied Mathematics, 13, pp. 195–204.
 M. Rodrigo & M. Mimura (2001), Exact solutions of reactiondiffusion systems and nonlinear wave equations, Japan Journal of Industrial and Applied Mathematics, 18, pp. 657–696.
 M. Rodrigo & M. Mimura (2000), Exact solutions of a competitiondiffusion system, Hiroshima Mathematics Journal, 30, pp. 257–270.

