Vera N. Egorova

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 13

Top Topics

Permalloy Films

Diffusion Model

Numerical Analysis

Top Venues

J. Comput. Appl. Math.

Math. Comput. Simul.

Comput. Math. Appl.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Jorge Mampel Danta, Vera N. Egorova, Gianni Pagnini
Predicting the arrival of the unpredictable: An approach for foreseeing the transition to chaos of wildfire propagation. Commun. Nonlinear Sci. Numer. Simul. 138 (2024)
M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. Math. Comput. Simul. 221 (2024)
Rafael Company, Vera N. Egorova, Lucas Jódar
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Math. Comput. Simul. 189 (2021)
Andrea Trucchia, Vera N. Egorova, Gianni Pagnini, Mélanie C. Rochoux
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. 73 (2019)
Mohamed Fakharany, Vera N. Egorova, Rafael Company
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. 330 (2018)
Rafael Company, Vera N. Egorova, Lucas Jódar
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. J. Comput. Appl. Math. 341 (2018)
Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. Math. Model. Anal. 23 (1) (2018)
Vera N. Egorova, S.-H. Tan, C.-H. Lai, Rafael Company, Lucas Jódar
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94 (2) (2017)
Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
Computing American option price under regime switching with rationality parameter. Comput. Math. Appl. 72 (3) (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. 60 (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. 304 (2016)
Vera N. Egorova, Rafael Company, Lucas Jódar
A new efficient numerical method for solving American option under regime switching model. Comput. Math. Appl. 71 (1) (2016)
Rafael Company, Vera N. Egorova, Lucas Jódar
Constructing positive reliable numerical solution for American call options: A new front-fixing approach. J. Comput. Appl. Math. 291 (2016)