Concepedia
Statistics
Publications
4
Citations
66
H-Index
Active since
2015
Affiliations
KU Leuven(Current)
Olena Burkovska is an author at KU Leuven specializing in mathematics, natural sciences, and variational formulation.
Publications per year
2015–2021
Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models
Olena Burkovska, Bernard Haasdonk, Julien Salomon et al. · SIAM Journal on Financial Mathematics · 2015 · 24 citations
Business, Finance, Asset Pricing +14
Regularity analyses and approximation of nonlocal variational equality and inequality problems
Olena Burkovska, Max Gunzburger · Journal of Mathematical Analysis and Applications · 2019 · 16 citations
Natural Sciences, Mathematics, Computational Mechanics +15
An optimization-based approach to parameter learning for fractional type nonlocal models
Olena Burkovska, Christian Glusa, Marta D’Elia · Computers & Mathematics with Applications · 2021 · 14 citations · Full text
Natural Sciences, Computational Engineering, Mathematics +6
Calibration to American options: numerical investigation of the de-Americanization method
Olena Burkovska, Kathrin Glau, Mirco Mahlstedt et al. · Quantitative Finance · 2018 · 12 citations · Full text
Business, Economics, Finance +16
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