Vera Egorova

Vera Egorova

Universidad de Cantabria - Santander / Spain
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5046281
University of Cantabria
person_outline Vera Egorova's MOST POPULAR ARTICLES
1-) A new efficient numerical method for solving American option under regime switching modelVN Egorova, R Company, L JódarComputers & Mathematics with Applications 71 (1), 224-237, 2016272016
2-) 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 simulatorsA Trucchia, V Egorova, G Pagnini, MC RochouxCommunications in Nonlinear Science and Numerical Simulation 73, 120-145, 2019262019
3-) Solving American option pricing models by the front fixing method: numerical analysis and computing VN Egorova, L Jódar Abstract and Applied Analysis 2014, 2014 202014
4-) RandomFront 2.3: a physical parameterisation of fire spotting for operational fire spread models – implementation in WRF-SFIRE and response analysis with LSFire+A Trucchia, V Egorova, A Butenko, I Kaur, G PagniniGeoscientific Model Development 12 (1), 69-87, 2019202019
5-) Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computingR Company, V Egorova, L Jodar, C VazquezJournal of Computational and Applied Mathematics 304, 1-17, 2016162016