Vera N. Egorova

17 papers Journal 17

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	A numerical algorithm for the computation of the noncentral beta distribution function. Numer. Algorithms Vera N. Egorova, Amparo Gil, Javier Segura, Nico M. Temme
2025	J	`jnl`	A random free-boundary diffusive logistic model: Analysis, computing and simulation. CoRR M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2025	J	`jnl`	Integral Transform Solution of Random Coupled Parabolic Partial Differential Models. CoRR M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2025	J	`jnl`	Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method. Comput. Appl. Math. Vera N. Egorova, M. Consuelo Casabán, Rafael Company, Lucas Jódar
2024	J	`jnl`	A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation. Math. Comput. Simul. M. Consuelo Casabán, Rafael Company, Vera N. Egorova, Lucas Jódar
2024	J	`jnl`	Predicting the arrival of the unpredictable: An approach for foreseeing the transition to chaos of wildfire propagation. Commun. Nonlinear Sci. Numer. Simul. Jorge Mampel Danta, Vera N. Egorova, Gianni Pagnini
2021	J	`jnl`	A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems. Math. Comput. Simul. Rafael Company, Vera N. Egorova, Lucas Jódar
2019	J	`jnl`	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. Andrea Trucchia, Vera N. Egorova, Gianni Pagnini, Mélanie C. Rochoux
2018	J	`jnl`	A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems. Math. Model. Anal. Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
2018	J	`jnl`	Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar
2018	J	`jnl`	Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. Mohamed Fakharany, Vera N. Egorova, Rafael Company
2017	J	`jnl`	Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar
2016	J	`jnl`	A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani
2016	J	`jnl`	A new efficient numerical method for solving American option under regime switching model. Comput. Math. Appl. Vera N. Egorova, Rafael Company, Lucas Jódar
2016	J	`jnl`	Computing American option price under regime switching with rationality parameter. Comput. Math. Appl. Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez
2016	J	`jnl`	Constructing positive reliable numerical solution for American call options: A new front-fixing approach. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar
2016	J	`jnl`	Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez

Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski