Vera N. Egorova

17 papers Journal 17
YearRankTypeTitle / 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