| 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 | 12 | 2016 |
| Solving American option pricing models by the front fixing method: numerical analysis and computing VN Egorova, L Jódar Abstract and Applied Analysis 2014, 2014 | 11 | 2014 |
| 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 | 8 | 2018 |
| 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 | 8 | 2017 |
| 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 | 8 | 2016 |
| 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 | 8 | 2016 |
| 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 | 7 | 2016 |
| 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 | 5 | 2019 |
| 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 | 5 | 2019 |
| 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 | 4 | 2018 |
| 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 | 4 | 2016 |
| Fire-spotting generated fires. Part I: The role of atmospheric stability VN Egorova, A Trucchia, G Pagnini Applied Mathematical Modelling 84, 590-609, 2020 | 2 | 2020 |
| 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 | 2 | 2018 |
| 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 | 2 | 2017 |
| 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 | 1 | 2019 |
| 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 | 1 | 2018 |
| An efficient method for solving spread option pricing problem: numerical analysis and computing VN Egorova, L Jódar Abstract and Applied Analysis 2016, 2016 | 1 | 2016 |
| High-order compact methods for the American Option pricing problem V Egorova, A Ivanova Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data-och …, 2009 | 1 | 2009 |
| 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 |
