The following pages link to Radoslav L. Valkov (Q1993544):
Displaying 18 items.
- (Q393761) (redirect page) (← links)
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
- A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models (Q2859148) (← links)
- Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing (Q2896455) (← links)
- Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
- A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
- A Computational Scheme for a Problem in the Zero-coupon Bond Pricing (Q3114142) (← links)
- Modified Barrier Penalization Method for Pricing American Options (Q4626502) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- 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 (Q5252274) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
- Positive Splitting Method for the Hull & White 2D Black-Scholes Equation (Q6243015) (← links)
