T. Chernogorova

Available identifiers

zbMath Open chernogorova.tatiana-pMaRDI QIDQ745230

List of research outcomes

Publication	Date of Publication	Type
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media	2021-04-14	Paper
A Numerical Approach to Price Path Dependent Asian Options	2020-08-03	Paper
A Splitting Numerical Method for Primary and Secondary Pollutant Models	2020-08-03	Paper
A two-grid penalty method for American options	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	2017-08-09	Paper
Coordinate Transformation Approach for Numerical Solution of Environmental Problems	2017-02-20	Paper
Fitted finite volume positive difference scheme for a stationary model of air pollution	2015-10-13	Paper
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing	2015-08-04	Paper
Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation	2015-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q5497232	2015-02-03	Paper
A positivity-preserving splitting method for 2D Black-Scholes equations in stochastic volatility models	2013-11-06	Paper
Two splitting methods for a fixed strike Asian option	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	2012-04-15	Paper
A computational scheme for a problem in the zero-coupon bond pricing	2012-01-30	Paper
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models	2011-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q3154567	2005-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4792229	2003-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q4762600	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	2001-03-12	Paper
Asymptotically self-similar blow-up for a quasilinear parabolic equation beyond some critical exponents	2001-03-12	Paper

Research outcomes over time

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