Speciality: 05.13.18 (Mathematical modelling, calculating methods, and the program systems)
Birth date: 28.04.1987
Phone: +7 (937) 723 43 83
E-mail:
Keywords: moving grid, numerical methods, Black–Scholes equation, finite difference methods.

Subject:

Mathematical modeling, financial mathematics.

Main publications:

1. Egorova V.N., “Integralnoe predstavlenie uravneniya Bleka–Shoulza dlya otsenki Evropeiskogo optsiona i ego chislennoe reshenie”, Uspekhi sovremennogo estestvoznaniya, 2010, № 8, 30–31
2. 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

Publications in Math-Net.Ru

Personal pages:

• 

Organisations:

• Volgograd State University