1 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.CE2023★ 1 cited
Multifidelity Methods for Uncertainty Quantification of a Nonlocal Model for Phase Changes in Materials
Parisa Khodabakhshi, Olena Burkovska, Karen Willcox +1
This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for…
math.AP2023★ 1 cited
Non-isothermal nonlocal phase-field models with a double-obstacle potential
Olena Burkovska
Phase-field models are a popular choice in computational physics to describe complex dynamics of substances with multiple phases and are widely used in various applications. We pre…
q-fin.CP2016
Calibration to American Options: Numerical Investigation of the de-Americanization
Olena Burkovska, Maximilian Gaß, Kathrin Glau +3
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is in…