Mariyan Milev

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Indeterminate Hamburger moment problem: entropy convergence Statistics \& Probability Letters	2024-07-29	Paper
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes Mathematical Methods in the Applied Sciences	2024-01-02	Paper
Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type	2021-10-06	Paper
The ‘core’ of symmetric homogeneous polynomial inequalities of degree four of three real variables Quaestiones Mathematicae	2019-10-15	Paper
Application of discrete dividends to American option pricing	2019-04-23	Paper
A numerical method for pricing discrete double barrier option by Legendre multiwavelet Journal of Computational and Applied Mathematics	2017-09-27	Paper
On the cyclic homogeneous polynomial inequalities of degree four of three nonnegative real variables Journal of Mathematical Inequalities	2017-01-20	Paper
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems Statistics \& Probability Letters	2016-11-18	Paper
Laplace transform and finite difference methods for the Black-Scholes equation Applied Mathematics and Computation	2016-01-18	Paper
Laplace transform inversion on the real line is truly ill-conditioned Applied Mathematics and Computation	2014-06-20	Paper
Efficient implicit scheme with positivity preserving and smoothing properties Journal of Computational and Applied Mathematics	2013-02-21	Paper
Radial basis functions with application to finance: American put option under jump diffusion Mathematical and Computer Modelling	2013-01-24	Paper
Moment information and entropy evaluation for probability densities Applied Mathematics and Computation	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 Journal of Computational and Applied Mathematics	2010-02-12	Paper

Research outcomes over time

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