8 citations · 10 across the 3 of their papers we have counts for
3 papers
Integral Transform Solution of Random Coupled Parabolic Partial Differential Models
M. -C. Casabán, R. Company, V. N. Egorova +1
Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non Gaussian random numerical integration that captu…
Surrogate-based global sensitivity analysis for turbulence and fire-spotting effects in regional-scale wildland fire modeling
Andrea Trucchia, Vera Egorova, Gianni Pagnini +1
In presence of strong winds, wildfires feature nonlinear behavior, possibly inducing fire-spotting. We present a global sensitivity analysis of a new sub-model for turbulence and f…
Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach
Rafael Company, Vera Egorova, Lucas Jódar +1
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove…