Vera Egorova
Title
Cited by
Cited by
Year
A new efficient numerical method for solving American option under regime switching model
VN Egorova, R Company, L Jódar
Computers & Mathematics with Applications 71 (1), 224-237, 2016
122016
Solving American option pricing models by the front fixing method: numerical analysis and computing
VN Egorova, L Jódar
Abstract and Applied Analysis 2014, 2014
112014
A local radial basis function method for high-dimensional American option pricing problems
VN Egorova, L Jodar, F Soleymani
Mathematical Modelling and Analysis 23 (1), 117-138, 2018
82018
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing
VN Egorova, SH Tan, CH Lai, R Company, L Jódar
International Journal of Computer Mathematics 94 (2), 345-362, 2017
82017
A mixed derivative terms removing method in multi-asset option pricing problems
R Company, VN Egorova, L Jódar, F Soleymani
Applied Mathematics Letters 60, 108-114, 2016
82016
Constructing positive reliable numerical solution for American call options: A new front-fixing approach
R Company, VN Egorova, L Jódar
Journal of Computational and Applied Mathematics 291, 422-431, 2016
82016
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing
R Company, V Egorova, L Jódar, C Vázquez
Journal of Computational and Applied Mathematics 304, 1-17, 2016
72016
On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: Application to turbulence and fire-spotting model in wildland fire simulators
A Trucchia, V Egorova, G Pagnini, MC Rochoux
Communications in Nonlinear Science and Numerical Simulation 73, 120-145, 2019
52019
RandomFront 2.3: a physical parameterisation of fire spotting for operational fire spread models-implementation in WRF-SFIRE and response analysis with LSFire+
A Trucchia, V Egorova, A Butenko, I Kaur, G Pagnini
Copernicus Publ. para European Geosciences Union, 2019
52019
Numerical valuation of two-asset options under jump diffusion models using Gauss–Hermite quadrature
M Fakharany, VN Egorova, R Company
Journal of Computational and Applied Mathematics 330, 822-834, 2018
42018
Computing American option price under regime switching with rationality parameter
R Company, V Egorova, L Jódar, C Vázquez
Computers & Mathematics with Applications 72 (3), 741-754, 2016
42016
Fire-spotting generated fires. Part I: The role of atmospheric stability
VN Egorova, A Trucchia, G Pagnini
Applied Mathematical Modelling 84, 590-609, 2020
22020
Conditional full stability of positivity-preserving finite difference scheme for diffusion–advection-reaction models
R Company, VN Egorova, L Jódar
Journal of Computational and Applied Mathematics 341, 157-168, 2018
22018
Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach
V Egorova, L J'odar, F Soleymani
arXiv. org Papers, 2017
22017
A stable local radial basis function method for option pricing problem under the Bates model
R Company, VN Egorova, L Jódar, F Soleymani
Numerical Methods for Partial Differential Equations 35 (3), 1035-1055, 2019
12019
Concurent multi-scale physical parametrization of fire-spotting: A study on the role of macro-and meso-scale characteristics of the system
V Egorova, A Trucchia, G Pagnini
Advances in Forest Fire Research, 2018
12018
An efficient method for solving spread option pricing problem: numerical analysis and computing
VN Egorova, L Jódar
Abstract and Applied Analysis 2016, 2016
12016
High-order compact methods for the American Option pricing problem
V Egorova, A Ivanova
Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data-och …, 2009
12009
An ETD Method for American Options under the Heston Model
VN Egorova, L Jódar, F Fuster Valls
Computer Modeling in Engineering & Sciences 124 (2), 493-508, 2020
2020
A front-fixing ETD numerical method for solving jump–diffusion American option pricing problems
R Company, VN Egorova, L Jódar
Mathematics and Computers in Simulation, 2020
2020
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