A stable local radial basis function method for option pricing problem under the Bates model.
- Published in:
- Numerical Methods for Partial Differential Equations, 2019, v. 35, n. 3, p. 1035, doi. 10.1002/num.22337
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- Publication type:
- Article
Works matching AU Egorova, Vera N.
Results: 9
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An ETD Method for American Options under the Heston Model.
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- Computer Modeling in Engineering & Sciences (CMES), 2020, v. 124, n. 2, p. 493, doi. 10.32604/cmes.2020.010208
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- Publication type:
- Article
3
An ETD Method for Vulnerable American Options.
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- Mathematics (2227-7390), 2024, v. 12, n. 4, p. 602, doi. 10.3390/math12040602
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- Publication type:
- Article
4
Qualitative Numerical Analysis of a Free-Boundary Diffusive Logistic Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 6, p. 1296, doi. 10.3390/math11061296
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- Article
5
Quadrature Integration Techniques for Random Hyperbolic PDE Problems.
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- Mathematics (2227-7390), 2021, v. 9, n. 2, p. 160, doi. 10.3390/math9020160
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- Publication type:
- Article
6
An ETD method for multi‐asset American option pricing under jump‐diffusion model.
- Published in:
- Mathematical Methods in the Applied Sciences, 2023, v. 46, n. 9, p. 10332, doi. 10.1002/mma.9125
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- Article
7
A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model.
- Published in:
- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 6, p. 3334, doi. 10.1002/mma.7505
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- Publication type:
- Article
8
Integral transform solution of random coupled parabolic partial differential models.
- Published in:
- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 8223, doi. 10.1002/mma.6492
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- Publication type:
- Article
9
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
- Published in:
- Mathematical Modelling & Analysis, 2018, v. 23, n. 1, p. 117, doi. 10.3846/mma.2018.008
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- Publication type:
- Article