Vera N. Egorova

Orcid: 0000-0002-3024-3033

According to our database1, Vera N. Egorova authored at least 13 papers between 2016 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

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Bibliography

2024
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation.
Math. Comput. Simul., 2024

Predicting the arrival of the unpredictable: An approach for foreseeing the transition to chaos of wildfire propagation.
Commun. Nonlinear Sci. Numer. Simul., 2024

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

Computing American option price under regime switching with rationality parameter.
Comput. Math. Appl., 2016

A mixed derivative terms removing method in multi-asset option pricing problems.
Appl. Math. Lett., 2016


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