The following pages link to Lubin G. Vulkov (Q311434):
Displaying 50 items.
- (Q222088) (redirect page) (← links)
- Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations (Q311435) (← links)
- Analysis and numerical approximation of a parabolic-hyperbolic transmission problem (Q432219) (← links)
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
- A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (Q507925) (← links)
- Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics (Q615107) (← links)
- Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains (Q645728) (← links)
- Singularly perturbed differential equations with discontinuous coefficients and concentrated factors (Q702620) (← links)
- Numerical solution of a two-dimensional hyperbolic transmission problem (Q708275) (← links)
- Fitted finite volume positive difference scheme for a stationary model of air pollution (Q745231) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- (Q875384) (redirect page) (← links)
- Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type (Q875385) (← links)
- The immersed interface method for two-dimensional heat-diffusion equations with singular own sources (Q881472) (← links)
- High-order finite difference schemes for elliptic problems with intersecting interfaces (Q883885) (← links)
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type (Q990404) (← links)
- Finite difference approximations for some interface problems with variable coefficients (Q999082) (← links)
- Grid approximation for the solution of the singularly perturbed heat equation with concentrated capacity (Q1305473) (← links)
- (Q1416742) (redirect page) (← links)
- Numerical solution of a reaction-diffusion elliptic interface problem with strong anisotropy (Q1416743) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Well posedness and comparison principle for option pricing with switching liquidity (Q1644320) (← links)
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
- On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions (Q1763220) (← links)
- The immersed interface method for a nonlinear chemical diffusion equation with local sites of reactions (Q1768390) (← links)
- Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation (Q1774893) (← links)
- A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow (Q2013719) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Reconstruction analysis of honeybee colony collapse disorder modeling (Q2069144) (← links)
- Parameter identification approach for a fractional dynamics model of honeybee population (Q2128427) (← links)
- Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations (Q2128477) (← links)
- Fitted finite volume method for unsaturated flow parabolic problems with space degeneration (Q2128479) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Numerical analysis of one dimensional motion of magma without mass forces (Q2332695) (← links)
- Numerical analysis of a pollution and environment interaction model (Q2420089) (← links)
- Front fixing finite difference method for pricing a corporate bond with credit rating migration (Q2420097) (← links)
- Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model (Q2420098) (← links)
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
- Energy stability for a class of two-dimensional interface linear parabolic problems (Q2568948) (← links)
- Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media (Q2662537) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion (Q2678829) (← links)
- (Q2708870) (← links)
- (Q2724526) (← links)
- (Q2724527) (← links)
- (Q2724528) (← links)
- On the conservation laws in magnetohydrodynamics (Q2729460) (← links)
- (Q2797285) (← links)
