Edit Profile (opens in new tab) Egorova, Vera N. Co-Author Distance Author ID: egorova.vera-n Published as: Egorova, Vera N.; Egorova, V. N.; Egorova, Vera; Egorova, V. more...less Documents Indexed: 23 Publications since 2014, including 1 Additional arXiv Preprint Co-Authors: 11 Co-Authors with 22 Joint Publications 274 Co-Co-Authors all top 5 Co-Authors 0 single-authored 18 Company, Rafael 17 Jódar Sanchez, Lucas Antonio 5 Soleymani, Fazlollah 4 Pagnini, Gianni 4 Trucchia, Andrea 2 Vázquez Cendón, Carlos 1 Casabán, María Consuelo 1 El Fakharany, Mohamed 1 Fakharany, M. 1 Peris, Jorge 1 Rochoux, M. C. all top 5 Serials 4 Journal of Computational and Applied Mathematics 3 Mathematical Methods in the Applied Sciences 2 Computers & Mathematics with Applications 2 Applied Mathematical Modelling 2 Abstract and Applied Analysis 1 Mathematics and Computers in Simulation 1 Numerical Methods for Partial Differential Equations 1 Applied Mathematics Letters 1 International Journal of Computer Mathematics 1 Mathematica Montisnigri 1 Communications in Nonlinear Science and Numerical Simulation 1 Mathematical Modelling and Analysis all top 5 Fields 19 Numerical analysis (65-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 10 Partial differential equations (35-XX) 3 Statistics (62-XX) 3 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 1 Approximations and expansions (41-XX) 1 Optics, electromagnetic theory (78-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 80 times in 54 Documents Cited by ▼ Year ▼ Constructing positive reliable numerical solution for American call options: a new front-fixing approach. Zbl 1329.91138 Company, R.; Egorova, V. N.; Jódar, L. 12 2016 Solving American option pricing models by the front fixing method: numerical analysis and computing. Zbl 1470.91324 Company, R.; Egorova, V. N.; Jódar, L. 12 2014 Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing. Zbl 1349.65280 Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 11 2016 A mixed derivative terms removing method in multi-asset option pricing problems. Zbl 1342.35400 Company, R.; Egorova, V. N.; Jódar, L.; Soleymani, F. 10 2016 A new efficient numerical method for solving American option under regime switching model. Zbl 1443.91327 Egorova, Vera N.; Company, Rafael; Jódar, Lucas 9 2016 Computing American option price under regime switching with rationality parameter. Zbl 1410.91480 Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 5 2016 Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. Zbl 1415.91316 Fakharany, M.; Egorova, V. N.; Company, R. 3 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. Zbl 1464.62359 Trucchia, A.; Egorova, V.; Pagnini, G.; Rochoux, M. C. 3 2019 Handling of the radiative electron emission modeling results by use of the neural networks. Zbl 1488.78026 Egorova, V.; Zhukovskiy, M. 3 2017 A local radial basis function method for high-dimensional American option pricing problems. Zbl 1488.65498 Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah 3 2018 Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Zbl 1364.91151 Egorova, V. N.; Tan, S.-H.; Lai, C.-H.; Company, R.; Jódar, L. 2 2017 A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Zbl 07431479 Company, Rafael; Egorova, Vera N.; Jódar, Lucas 2 2021 Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. Zbl 1427.65154 Company, Rafael; Egorova, Vera N.; Jódar, Lucas 2 2018 Fire-spotting generated fires. I: The role of atmospheric stability. Zbl 1481.86014 Egorova, Vera N.; Trucchia, Andrea; Pagnini, Gianni 2 2020 Physical parametrisation of fire-spotting for operational wildfire simulators. Zbl 07431162 Egorova, Vera N.; Trucchia, Andrea; Pagnini, Gianni 1 2021 Integral transform solution of random coupled parabolic partial differential models. Zbl 1452.35266 Casabán, María Consuelo; Company, Rafael; Egorova, Vera N.; Jódar, Lucas 1 2020 Numerical analysis of novel finite difference methods. Zbl 1420.91504 Company, Rafael; Egorova, Vera N.; El Fakharany, Mohamed; Jódar, Lucas; Soleymani, Fazlollah 1 2017 A stable local radial basis function method for option pricing problem under the Bates model. Zbl 1418.91596 Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah 1 2019 A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Zbl 07431479 Company, Rafael; Egorova, Vera N.; Jódar, Lucas 2 2021 Physical parametrisation of fire-spotting for operational wildfire simulators. Zbl 07431162 Egorova, Vera N.; Trucchia, Andrea; Pagnini, Gianni 1 2021 Fire-spotting generated fires. I: The role of atmospheric stability. Zbl 1481.86014 Egorova, Vera N.; Trucchia, Andrea; Pagnini, Gianni 2 2020 Integral transform solution of random coupled parabolic partial differential models. Zbl 1452.35266 Casabán, María Consuelo; Company, Rafael; Egorova, Vera N.; Jódar, Lucas 1 2020 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. Zbl 1464.62359 Trucchia, A.; Egorova, V.; Pagnini, G.; Rochoux, M. C. 3 2019 A stable local radial basis function method for option pricing problem under the Bates model. Zbl 1418.91596 Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah 1 2019 Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. Zbl 1415.91316 Fakharany, M.; Egorova, V. N.; Company, R. 3 2018 A local radial basis function method for high-dimensional American option pricing problems. Zbl 1488.65498 Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah 3 2018 Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. Zbl 1427.65154 Company, Rafael; Egorova, Vera N.; Jódar, Lucas 2 2018 Handling of the radiative electron emission modeling results by use of the neural networks. Zbl 1488.78026 Egorova, V.; Zhukovskiy, M. 3 2017 Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Zbl 1364.91151 Egorova, V. N.; Tan, S.-H.; Lai, C.-H.; Company, R.; Jódar, L. 2 2017 Numerical analysis of novel finite difference methods. Zbl 1420.91504 Company, Rafael; Egorova, Vera N.; El Fakharany, Mohamed; Jódar, Lucas; Soleymani, Fazlollah 1 2017 Constructing positive reliable numerical solution for American call options: a new front-fixing approach. Zbl 1329.91138 Company, R.; Egorova, V. N.; Jódar, L. 12 2016 Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing. Zbl 1349.65280 Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 11 2016 A mixed derivative terms removing method in multi-asset option pricing problems. Zbl 1342.35400 Company, R.; Egorova, V. N.; Jódar, L.; Soleymani, F. 10 2016 A new efficient numerical method for solving American option under regime switching model. Zbl 1443.91327 Egorova, Vera N.; Company, Rafael; Jódar, Lucas 9 2016 Computing American option price under regime switching with rationality parameter. Zbl 1410.91480 Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 5 2016 Solving American option pricing models by the front fixing method: numerical analysis and computing. Zbl 1470.91324 Company, R.; Egorova, V. N.; Jódar, L. 12 2014 all cited Publications top 5 cited Publications all top 5 Cited by 87 Authors 13 Jódar Sanchez, Lucas Antonio 12 Egorova, Vera N. 11 Company, Rafael 6 Soleymani, Fazlollah 2 Akgül, Ali 2 Cortés López, Juan Carlos 2 Criado, Regino 2 Dai, Weizhong 2 Deswal, Komal 2 Gan, Xiaoting 2 Khaliq, Abdul Q. M. 2 Kumar, Devendra 2 Nwankwo, Chinonso 2 Pagnini, Gianni 2 Torregrosa Sanchez, Juan Ramón 2 Trucchia, Andrea 2 Vázquez Cendón, Carlos 2 Yin, Junfeng 1 Abdalla, Mohamed 1 Abdi-Mazraeh, Somayeh 1 Akel, Mohamed S. 1 Aranishi, Futoshi 1 Azari, Hossein 1 Ballestra, Luca Vincenzo 1 Barfeie, Mahdiar 1 Bhardwaj, Akanksha 1 Boulaaras, Salah Mahmoud 1 Bufalo, Michele 1 Cen, Zhongdi 1 Chalco-Cano, Yurilev 1 Chen, Wenting 1 Chen, Yaqian 1 El Fakharany, Mohamed 1 Fazio, Riccardo 1 Georgiev, Slavi G. 1 Ghori, Muhammad Bilal 1 Gudi, Thirupathi 1 Gülen, Seda 1 Gyulov, Tihomir B. 1 Haghi, Majid 1 Hanbali, Hamza 1 Haq, Sirajul 1 Heidari, Saghar 1 Hidan, Muajebah 1 Horinouchi, Masahiro 1 Hussain, Manzoor 1 Ibrahim, Tarek Fawzi 1 Irandoust-Pakchin, Safar 1 Jebreen, Haifa Bin 1 Kang, Yanmei 1 Koleva, Miglena Nikolaeva 1 Kumar, Alpesh 1 Lai, Choi-Hong 1 Li, Hengguang 1 Li, Rui 1 Linders, Daniël 1 Liu, Chan 1 Majumder, Papri 1 Mollapourasl, Reza 1 Olivares, Alberto E. 1 Orlando, Giuseppe 1 Piqueras, Miguel A. 1 Rezapour, Shahram 1 Sarı, Murat 1 Song, Haiming 1 Song, Yanlai 1 Staffetti, Ernesto 1 Su, Bihao 1 Tan, Shih-Hau 1 Tanaka, Tomomi 1 Tangman, Désiré Yannick 1 Thakoor, Nawdha 1 Tour, Geraldine 1 Ullah, Malik Zaka 1 Vulkov, Lubin G. 1 Vynnycky, Michael 1 Wu, Fangfang 1 Xu, Chenglong 1 Yadav, Deepak Kumar 1 Yaegashi, Yuta 1 Yang, Chengbo 1 Yoshioka, Hidekazu 1 Yoshioka, Yumi 1 Yousuf, Muhammad Irfan 1 Zhang, Qi 1 Zheng, Yawen 1 Zhu, Songping all top 5 Cited in 28 Serials 10 Journal of Computational and Applied Mathematics 4 Computers & Mathematics with Applications 3 Numerical Methods for Partial Differential Equations 3 Computational and Applied Mathematics 2 Mathematical Methods in the Applied Sciences 2 Applied Mathematics and Computation 2 Mathematics and Computers in Simulation 2 Applied Numerical Mathematics 2 Japan Journal of Industrial and Applied Mathematics 2 International Journal of Computer Mathematics 2 Quantitative Finance 1 Applicable Analysis 1 Chaos, Solitons and Fractals 1 BIT 1 Journal of Scientific Computing 1 Applied Mathematical Modelling 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Discrete Dynamics in Nature and Society 1 Communications in Nonlinear Science and Numerical Simulation 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Mathematical Modelling and Analysis 1 Applied Mathematics E-Notes 1 Decisions in Economics and Finance 1 Advances in Difference Equations 1 Discrete and Continuous Dynamical Systems. Series S 1 Advances in Applied Mathematics and Mechanics 1 East Asian Journal on Applied Mathematics 1 Journal of Function Spaces all top 5 Cited in 14 Fields 43 Numerical analysis (65-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Probability theory and stochastic processes (60-XX) 20 Partial differential equations (35-XX) 6 Biology and other natural sciences (92-XX) 3 Fluid mechanics (76-XX) 2 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Citations by Year