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Disambiguation of "Egorova, Vera N."

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Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing.

, , , and . J. Comput. Appl. Math., (2016)

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Dassia Egorova

Olga Egorova

Ksenia Egorova

Rafael Eurico Block Siqueira Cavalcanti Veras

 

Other publications of authors with the same name

Constructing positive reliable numerical solution for American call options: A new front-fixing approach., , and . J. Comput. Appl. Math., (2016)Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature., , and . J. Comput. Appl. Math., (2018)A mixed derivative terms removing method in multi-asset option pricing problems., , , and . Appl. Math. Lett., (2016)Moving boundary transformation for American call options with transaction cost: finite difference methods and computing., , , , and . Int. J. Comput. Math., 94 (2): 345-362 (2017)A new efficient numerical method for solving American option under regime switching model., , and . Comput. Math. Appl., 71 (1): 224-237 (2016)Computing American option price under regime switching with rationality parameter., , , and . Comput. Math. Appl., 72 (3): 741-754 (2016)A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems., , , and . Math. Model. Anal., 23 (1): 117-138 (2018)Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing., , , and . J. Comput. Appl. Math., (2016)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., , , and . Commun. Nonlinear Sci. Numer. Simul., (2019)A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems., , and . Math. Comput. Simul., (2021)