A mixed derivative terms removing method in multi-asset option pricing problems. - Rafael Company; Vera N. Egorova; Lucas Jódar; Fazlollah Soleymani (Appl. Math. Lett., 2016)

Computing American option price under regime switching with rationality parameter. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (Comput. Math. Appl., 2016)

A new efficient numerical method for solving American option under regime switching model. - Vera N. Egorova; Rafael Company; Lucas Jódar (Comput. Math. Appl., 2016)

Constructing positive reliable numerical solution for American call options: A new front-fixing approach. - Rafael Company; Vera N. Egorova; Lucas Jódar (J. Comput. Appl. Math., 2016)

Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. - Rafael Company; Vera N. Egorova; Lucas Jódar; Carlos Vázquez 002 (J. Comput. Appl. Math., 2016)

Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. - Vera N. Egorova; Shih-Hau Tan; C.-H. Lai; Rafael Company; Lucas Jódar (Int. J. Comput. Math., 2017)

Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. - Rafael Company; Vera N. Egorova; Lucas Jódar (J. Comput. Appl. Math., 2018)

Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. - Mohamed Fakharany; Vera N. Egorova; Rafael Company (J. Comput. Appl. Math., 2018)

A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. - Rafael Company; Vera N. Egorova; Lucas Jódar; Fazlollah Soleymani (Math. Model. Anal., 2018)

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. - Andrea Trucchia; Vera N. Egorova; Gianni Pagnini; Mélanie C. Rochoux (Commun. Nonlinear Sci. Numer. Simul., 2019)

A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. - Rafael Company; Vera N. Egorova; Lucas Jódar (Math. Comput. Simul., 2021)

Predicting the arrival of the unpredictable: An approach for foreseeing the transition to chaos of wildfire propagation. - Jorge Mampel Danta; Vera N. Egorova; Gianni Pagnini (Commun. Nonlinear Sci. Numer. Simul., 2024)

A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (Math. Comput. Simul., 2024)

A random free-boundary diffusive logistic model: Analysis, computing and simulation. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (CoRR, 2025)

Integral Transform Solution of Random Coupled Parabolic Partial Differential Models. - M. Consuelo Casabán; Rafael Company; Vera N. Egorova; Lucas Jódar (CoRR, 2025)

Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method. - Vera N. Egorova; M. Consuelo Casabán; Rafael Company; Lucas Jódar (Comput. Appl. Math., 2025)