Rodrigo, Marianito R.

Research Areas

0102 - APPLIED MATHEMATICS

Available as Research Supervisor

Selected Publications

Journal Article

Year	Title
2018	Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics Published In Applied Mathematical Modelling: simulation and computation for engineering and environmental systems Volume 64 Pages 47 - 54 ISSN 0307-904X Altmetric
2017	Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms Published In European Journal of Applied Mathematics Volume 28 Pages 789 - 826 ISSN 0956-7925 Altmetric
2016	A nonlinear least squares approach to time of death estimation via body cooling Published In Journal of Forensic Sciences Volume 61 Pages 230 - 233 ISSN 0022-1198 Altmetric
2016	Laplace and Z transforms of linear dynamical systems and conic sections Published In Zeitschrift fuer Angewandte Mathematik und Physik Volume 67 Pages 57-1 - 57-14 ISSN 0044-2275 Altmetric
2016	On fractional matrix exponentials and their explicit calculation Published In Journal of Differential Equations Volume 261 Pages 4223 - 4243 ISSN 0022-0396 Altmetric
2016	Solution of multilayer diffusion problems via the Laplace transform Published In Journal of Mathematical Analysis and Applications Volume 444 Pages 475 - 502 ISSN 0022-247X Altmetric
2015	Model for acid-mediated tumour invasion with chemotherapy intervention II: spatially heterogeneous populations Published In Mathematical Biosciences Volume 270 Pages 10 - 29 ISSN 0025-5564 Altmetric
2015	Time of death estimation from temperature readings only: A Laplace transform approach Published In Applied Mathematics Letters Volume 39 Pages 47 - 52 ISSN 0893-9659 Altmetric
2014	A model for acid-mediated tumour growth with nonlinear acid production term Published In Applied Mathematics and Computation Volume 227 Pages 176 - 198 ISSN 0096-3003 Altmetric
2014	An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions Published In Quantitative Finance Volume 14 Pages 1961 - 1970 ISSN 1469-7688 Altmetric
2014	Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options Published In European Journal of Applied Mathematics Volume 25 Pages 27 - 43 ISSN 0956-7925 Altmetric
2014	Model for acid-mediated tumour invasion with chemotherapy intervention I: spatially homogeneous populations Pages 1 - 32
2013	An integration-based method for estimating parameters in a system of differential equations Published In Applied Mathematics and Computation Volume 219 Pages 9700 - 9708 ISSN 0096-3003 Altmetric
2011	A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework Published In Quantitative Finance Volume 11 Pages 487 - 493 ISSN 1469-7688 Altmetric
2011	Exact and approximate traveling waves of reaction-diffusion systems via a variational approach Published In Analysis and Applications Volume 9 Pages 187 - 199 ISSN 0219-5305 Altmetric
2009	Slow and fast invasion waves in a model of acid-mediated tumour growth Published In Mathematical Biosciences Volume 220 Pages 45 - 56 ISSN 0025-5564 Altmetric
2008	A new representation of the local volatility surface Published In International Journal of Theoretical and Applied Finance Volume 11 Pages 691 - 703 ISSN 0219-0249 Altmetric
2007	An application of Mellin transform techniques to a black–Scholes equation problem Published In Analysis and Applications Volume 5 Pages 51 - 66 ISSN 0219-5305 Altmetric
2007	Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach Published In Journal of Applied Mathematics Volume 2007 Pages 62098-1 - 62098-8 ISSN 1110-757X Altmetric
2007	Remarks on accessible steady states for some coagulation-fragmentation systems Published In Discrete and Continuous Dynamical Systems Series A Volume 17 Pages 541 - 552 ISSN 1078-0947 Altmetric
2007	Sobre la infinidad de los números primos: un enfoque topológico Published In Miscelánea Matemática Volume 44 Pages 79 - 82

Chapter

Year	Title
2012	Parameter estimation of a regime-switching model using an inverse stieltjes moment approach Published In Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott Publisher World scientific Pages 549 - 569

Available as Research Supervisor

Potential Supervision Topics

Financial mathematics
Mathematical biology
Fractional calculus
Forensic medicine

Advisees

Graduate Advising Relationship

Degree	Research Title	Advisee
Doctor of Philosophy	Controlled Release Drug Delivery Models- Polar Diffusion Problem	Ormerod, Carl
Doctor of Philosophy (Integrated)	Population models with variable carrying capacity	Zulkarnaen, Diny
Doctor of Philosophy	Pricing American Options in a Two-Stage Regime-Switching Economy	Davis, Ashlee
Doctor of Philosophy	Extending Fractional Calculus to Stochastic Differential Equations	Futcher, Tom

Orcid Id

http://orcid.org/0000-0003-1872-3904 (pending confirmation)

Research Areas

0102 - APPLIED MATHEMATICS

Selected Publications

Journal Article

Year	Title
2018	Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics Published In Applied Mathematical Modelling: simulation and computation for engineering and environmental systems Volume 64 Pages 47 - 54 ISSN 0307-904X Altmetric
2017	Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms Published In European Journal of Applied Mathematics Volume 28 Pages 789 - 826 ISSN 0956-7925 Altmetric
2016	A nonlinear least squares approach to time of death estimation via body cooling Published In Journal of Forensic Sciences Volume 61 Pages 230 - 233 ISSN 0022-1198 Altmetric
2016	Laplace and Z transforms of linear dynamical systems and conic sections Published In Zeitschrift fuer Angewandte Mathematik und Physik Volume 67 Pages 57-1 - 57-14 ISSN 0044-2275 Altmetric
2016	On fractional matrix exponentials and their explicit calculation Published In Journal of Differential Equations Volume 261 Pages 4223 - 4243 ISSN 0022-0396 Altmetric
2016	Solution of multilayer diffusion problems via the Laplace transform Published In Journal of Mathematical Analysis and Applications Volume 444 Pages 475 - 502 ISSN 0022-247X Altmetric
2015	Model for acid-mediated tumour invasion with chemotherapy intervention II: spatially heterogeneous populations Published In Mathematical Biosciences Volume 270 Pages 10 - 29 ISSN 0025-5564 Altmetric
2015	Time of death estimation from temperature readings only: A Laplace transform approach Published In Applied Mathematics Letters Volume 39 Pages 47 - 52 ISSN 0893-9659 Altmetric
2014	A model for acid-mediated tumour growth with nonlinear acid production term Published In Applied Mathematics and Computation Volume 227 Pages 176 - 198 ISSN 0096-3003 Altmetric
2014	An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions Published In Quantitative Finance Volume 14 Pages 1961 - 1970 ISSN 1469-7688 Altmetric
2014	Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options Published In European Journal of Applied Mathematics Volume 25 Pages 27 - 43 ISSN 0956-7925 Altmetric
2014	Model for acid-mediated tumour invasion with chemotherapy intervention I: spatially homogeneous populations Pages 1 - 32
2013	An integration-based method for estimating parameters in a system of differential equations Published In Applied Mathematics and Computation Volume 219 Pages 9700 - 9708 ISSN 0096-3003 Altmetric
2011	A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework Published In Quantitative Finance Volume 11 Pages 487 - 493 ISSN 1469-7688 Altmetric
2011	Exact and approximate traveling waves of reaction-diffusion systems via a variational approach Published In Analysis and Applications Volume 9 Pages 187 - 199 ISSN 0219-5305 Altmetric
2009	Slow and fast invasion waves in a model of acid-mediated tumour growth Published In Mathematical Biosciences Volume 220 Pages 45 - 56 ISSN 0025-5564 Altmetric
2008	A new representation of the local volatility surface Published In International Journal of Theoretical and Applied Finance Volume 11 Pages 691 - 703 ISSN 0219-0249 Altmetric
2007	An application of Mellin transform techniques to a black–Scholes equation problem Published In Analysis and Applications Volume 5 Pages 51 - 66 ISSN 0219-5305 Altmetric
2007	Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach Published In Journal of Applied Mathematics Volume 2007 Pages 62098-1 - 62098-8 ISSN 1110-757X Altmetric
2007	Remarks on accessible steady states for some coagulation-fragmentation systems Published In Discrete and Continuous Dynamical Systems Series A Volume 17 Pages 541 - 552 ISSN 1078-0947 Altmetric
2007	Sobre la infinidad de los números primos: un enfoque topológico Published In Miscelánea Matemática Volume 44 Pages 79 - 82

Chapter

Year	Title
2012	Parameter estimation of a regime-switching model using an inverse stieltjes moment approach Published In Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott Publisher World scientific Pages 549 - 569

Potential Supervision Topics

Financial mathematics
Mathematical biology
Fractional calculus
Forensic medicine

Advisees

Graduate Advising Relationship

Degree	Research Title	Advisee
Doctor of Philosophy	Controlled Release Drug Delivery Models- Polar Diffusion Problem	Ormerod, Carl
Doctor of Philosophy (Integrated)	Population models with variable carrying capacity	Zulkarnaen, Diny
Doctor of Philosophy	Pricing American Options in a Two-Stage Regime-Switching Economy	Davis, Ashlee
Doctor of Philosophy	Extending Fractional Calculus to Stochastic Differential Equations	Futcher, Tom

Orcid Id

http://orcid.org/0000-0003-1872-3904 (pending confirmation)

Rodrigo, Marianito R. Dr.

Faculty Member

Overview

Research Areas

Available as Research Supervisor

Publications

Selected Publications

Journal Article

Chapter

Supervision

Available as Research Supervisor

Potential Supervision Topics

Advisees

Graduate Advising Relationship

Identity

Orcid Id

Overview

Research Areas

Publications

Selected Publications

Journal Article

Chapter

Supervision

Potential Supervision Topics

Advisees

Graduate Advising Relationship

Identity

Orcid Id

Visualisations

Research Areas