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Author ID: egorova.vera-n Recent zbMATH articles by "Egorova, Vera N."
Published as: Egorova, Vera N.; Egorova, V. N.; Egorova, Vera; Egorova, V.
Documents Indexed: 23 Publications since 2014, including 1 Additional arXiv Preprint
Co-Authors: 11 Co-Authors with 22 Joint Publications
274 Co-Co-Authors

Publications by Year

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 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

Citations by Year