T. Chernogorova

zbMath Openchernogorova.tatiana-pMaRDI QIDQ745230

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
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media Applied Mathematics and Computation	2021-04-14	Paper
A Numerical Approach to Price Path Dependent Asian Options Large-Scale Scientific Computing	2020-08-03	Paper
A Splitting Numerical Method for Primary and Secondary Pollutant Models Large-Scale Scientific Computing	2020-08-03	Paper
A two-grid penalty method for American options Computational and Applied Mathematics	2018-11-05	Paper
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow Computers & Mathematics with Applications	2017-08-09	Paper
Coordinate transformation approach for numerical solution of environmental problems Mathematical Problems in Meteorological Modelling	2017-02-20	Paper
Fitted finite volume positive difference scheme for a stationary model of air pollution Numerical Algorithms	2015-10-13	Paper
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing Computational and Applied Mathematics	2015-08-04	Paper
Positive numerical splitting method for the Hull and White 2D Black-Scholes equation Numerical Methods for Partial Differential Equations	2015-05-29	Paper
scientific article; zbMATH DE number 6395694 (Why is no real title available?)	2015-02-03	Paper
A positivity-preserving splitting method for 2D Black-Scholes equations in stochastic volatility models Lecture Notes in Computer Science	2013-11-06	Paper
Two splitting methods for a fixed strike Asian option Lecture Notes in Computer Science	2013-11-06	Paper
Positive Splitting Method for the Hull & White 2D Black-Scholes Equation	2013-06-30	Paper
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing Mathematical and Computer Modelling	2012-04-15	Paper
A computational scheme for a problem in the zero-coupon bond pricing AIP Conference Proceedings	2012-01-30	Paper
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models Numerical Methods and Applications	2011-02-11	Paper
scientific article; zbMATH DE number 2127645 (Why is no real title available?)	2005-01-14	Paper
scientific article; zbMATH DE number 1866811 (Why is no real title available?)	2003-07-22	Paper
scientific article; zbMATH DE number 1569059 (Why is no real title available?)	2001-08-02	Paper
An efficient numerical technique for simulating 3D technological solidification processes.	2001-04-04	Paper
Numerical investigation of solidification processes of cylindrical ingots in a metal mould in variable technological circumstances International Journal of Heat and Mass Transfer	2001-03-12	Paper
Asymptotically self-similar blow-up for a quasilinear parabolic equation beyond some critical exponents Doklady Bolgarskoĭ Akademii Nauk	2001-03-12	Paper

Research outcomes over time

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