Mariyan Milev

Available identifiers

Publication	Date of Publication	Type
Indeterminate Hamburger moment problem: entropy convergence	2024-07-29	Paper
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes	2024-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q5155416	2021-10-06	Paper
The ‘core’ of symmetric homogeneous polynomial inequalities of degree four of three real variables	2019-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q4630700	2019-04-23	Paper
A numerical method for pricing discrete double barrier option by Legendre multiwavelet	2017-09-27	Paper
On the cyclic homogeneous polynomial inequalities of degree four of three nonnegative real variables	2017-01-20	Paper
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems	2016-11-18	Paper
Laplace transform and finite difference methods for the Black-Scholes equation	2016-01-18	Paper
Laplace transform inversion on the real line is truly ill-conditioned	2014-06-20	Paper
Efficient implicit scheme with positivity preserving and smoothing properties	2013-02-21	Paper
Radial basis functions with application to finance: American put option under jump diffusion	2013-01-24	Paper
Moment information and entropy evaluation for probability densities	2012-06-11	Paper
Nonstandard finite difference schemes with application to finance: option pricing	2011-05-30	Paper
Low volatility options and numerical diffusion of finite difference schemes	2011-05-30	Paper
Numerical valuation of discrete double barrier options	2010-02-12	Paper

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