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Egorova, Vera
Statistics Math-Net.Ru
Total publications: 1
Scientific articles: 1
Number of views: This page: 127 Abstract pages: 9
Speciality:
05.13.18 (Mathematical modelling, calculating methods, and the program systems)
Birth date:
28.04.1987
E-mail:
email
Keywords:
moving grid,
numerical methods,
Black–Scholes equation,
finite difference methods.
Subject:
Mathematical modeling, financial mathematics.
Main publications:
Egorova V.N., “Integralnoe predstavlenie uravneniya Bleka–Shoulza dlya otsenki Evropeiskogo optsiona i ego chislennoe reshenie”, Uspekhi sovremennogo estestvoznaniya , 2010, № 8, 30–31
Egorova V.N., “Kompaktnye raznostnye skhemy dlya otsenki Amerikanskogo optsiona”, Analiz, modelirovanie i prognozirovanie ekonomicheskikh protsessov , Materialy I Mezhdunarodnoi nauchno-prakticheskoi Internet-konferentsii (10 dekabrya 2009 g. – 10 fevralya 2010 g.), pod red. L.Yu. Bogachkovoi, V.V. Davnisa, Izd-vo TsNTI, Voronezh, 2009, 140–143
https://www.mathnet.ru/eng/person63864
List of publications on Google Scholar
List of publications on ZentralBlatt
Publications in Math-Net.Ru Citations
2013
1.
V. Egorova, “Numerical Algorithm For Early Exercise Boundary For American Option”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.] , 2013, no. 2, 89–94
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