V. N. Egorova

Available identifiers

zbMath Open egorova.vera-nMaRDI QIDQ2006601

List of research outcomes

Publication	Date of Publication	Type
Predicting the arrival of the unpredictable: an approach for foreseeing the transition to chaos of wildfire propagation	2024-08-21	Paper
A random free-boundary diffusive logistic differential model: numerical analysis, computing and simulation	2024-07-04	Paper
Computation of the regularized incomplete beta function	2024-06-17	Paper
An ETD method for multi‐asset American option pricing under jump‐diffusion model	2024-01-05	Paper
A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model	2023-12-19	Paper
Fire-spotting generated fires. II: the role of flame geometry and slope	2022-12-21	Paper
Physical Parametrisation of Fire-Spotting for Operational Wildfire Simulators	2021-11-22	Paper
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems	2021-11-22	Paper
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems	2021-09-13	Paper
Integral transform solution of random coupled parabolic partial differential models	2020-11-23	Paper
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	2020-10-22	Paper
A new efficient numerical method for solving American option under regime switching model	2020-10-11	Paper
Fire-spotting generated fires. I: The role of atmospheric stability	2020-05-26	Paper
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models	2019-12-16	Paper
A stable local radial basis function method for option pricing problem under the Bates model	2019-07-25	Paper
Numerical Analysis of Novel Finite Difference Methods	2019-02-28	Paper
Solving American option pricing models by the front fixing method: numerical analysis and computing	2019-02-14	Paper
An efficient method for solving spread option pricing problem: numerical analysis and computing	2018-08-30	Paper
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature	2017-11-03	Paper
Computing American option price under regime switching with rationality parameter	2017-04-06	Paper
A mixed derivative terms removing method in multi-asset option pricing problems	2016-05-30	Paper
Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing	2016-04-22	Paper
Constructing positive reliable numerical solution for American call options: a new front-fixing approach	2015-08-24	Paper

Research outcomes over time

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