The following pages link to Miglena N. Koleva (Q457737):
Displayed 50 items.
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
- A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (Q507925) (← links)
- Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics (Q615107) (← links)
- Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains (Q645728) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- (Q875383) (redirect page) (← links)
- Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type (Q875385) (← links)
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
- On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions (Q1763220) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Fitted finite volume method for unsaturated flow parabolic problems with space degeneration (Q2128479) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Numerical analysis of one dimensional motion of magma without mass forces (Q2332695) (← links)
- Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model (Q2420098) (← links)
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
- Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media (Q2662537) (← links)
- Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion (Q2678829) (← links)
- (Q2797283) (← links)
- Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model (Q2814570) (← links)
- Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model (Q2846176) (← links)
- Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171) (← links)
- A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance (Q2896446) (← links)
- Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem (Q2942215) (← links)
- Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains (Q3069595) (← links)
- Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference (Q3075296) (← links)
- A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance (Q3075298) (← links)
- Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing (Q3114144) (← links)
- A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models (Q3297465) (← links)
- Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation (Q3297697) (← links)
- Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
- Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790) (← links)
- Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains (Q3428901) (← links)
- FINITE ELEMENT SOLUTION OF BOUNDARY VALUE PROBLEMS WITH NONLOCAL JUMP CONDITIONS (Q3602379) (← links)
- A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation (Q3615678) (← links)
- Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem (Q3616866) (← links)
- A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems (Q3616868) (← links)
- A Two-grid Algorithm for Implementation of Fully Conservative Difference Schemes of the Gas Dynamics Equations (Q3650635) (← links)
- (Q3651789) (← links)
- Modified Barrier Penalization Method for Pricing American Options (Q4626502) (← links)
- High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
- (Q4993782) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
- Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law (Q5119111) (← links)
- Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations (Q5235305) (← links)