Каталог "Библиографии" | Статии от книги - библиография
Finite difference approach to penalty methods for pricing two-factor American put option
// <I>AMEE 2018<D> : Proceedings of the 44rd International conference "Applications of mathematics in engineering and economics 2018", Sozopol, 8-13 june 2018, Ser. AIP conf. proc., 2048, 2018, Art. № 030001, DOI: 10.1063/1.5082059.
M. N. Koleva
Каталог "Библиографии" | Статии от книги - библиография
Modified barrier penalization method for pricing American options
// <I>Novel<D> methods in computational finance, Ser. Mathematics in industry, Springer, M. Ehrhardt et al. (Eds.), 2017, № 25, p. 207-212, DOI: 10.1007/978-3-319-61282-9_11.
R. Valkov
Каталог "Библиографии" | Статии от книги - библиография
Numerical penalization algorithms for pricing American options
// <I>NMSCAA 2016<D> : International conference ''Numerical methods for scientific computatios and advanced applications'', Hissarya, Bulgaria, 29 may–02 june 2016, SIAM : Proc. - Sofia : IICT-BAS, Fastumprint, 2016, p. 45-48.
M. N. Koleva; R. Valkov
Каталог "Библиографии" | Статии от книги - библиография
Two-grid algorithms for pricing American options by a penalty method
// <I>ALGORITMY 2016<D> : International conference conference on ''Scientific computing'', Vysoke Tatry, Podbanske, Slovakia, 13-18 march 2016 : Proc. - Bratislava, 2016, p. 275-284.
R. Valkov