Vera N. Egorova
Orcid: 0000-0002-3024-3033
According to our database1,
Vera N. Egorova
authored at least 11 papers
between 2016 and 2021.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on orcid.org
On csauthors.net:
Bibliography
2021
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems.
Math. Comput. Simul., 2021
2019
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.
Commun. Nonlinear Sci. Numer. Simul., 2019
2018
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
Math. Model. Anal., 2018
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
J. Comput. Appl. Math., 2018
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models.
J. Comput. Appl. Math., 2018
2017
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.
Int. J. Comput. Math., 2017
2016
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing.
J. Comput. Appl. Math., 2016
Constructing positive reliable numerical solution for American call options: A new front-fixing approach.
J. Comput. Appl. Math., 2016
A new efficient numerical method for solving American option under regime switching model.
Comput. Math. Appl., 2016
Comput. Math. Appl., 2016
Appl. Math. Lett., 2016