The following pages link to Vera N. Egorova (Q2006601):
Displaying 19 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- (Q491061) (redirect page) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- Fire-spotting generated fires. II: the role of flame geometry and slope (Q2109761) (← links)
- Fire-spotting generated fires. I: The role of atmospheric stability (Q2183079) (← links)
- 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 (Q2207410) (← links)
- Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models (Q2279852) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
- Integral transform solution of random coupled parabolic partial differential models (Q5135590) (← links)
- A stable local radial basis function method for option pricing problem under the Bates model (Q5227296) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)
