Русенски университет "Ангел Кънчев"

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Намерени са 29 резултата. Да не би да имахте предвид schools?

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A positivity-preserving splitting method for 2D Black-Scholes equations in stochastic volatility models
Каталог "Библиографии" | Статии от книги - библиография
A positivity-preserving splitting method for 2D Black-Scholes equations in stochastic volatility models
// <I>NAA' 2012<D> : 5th International conference "Numerical analysis and Its applications'' 2012, Lozenetz, Bulgaria, 15-20 june 2012. - (Lect. notes in comp. sci., Springer, 8236, 2013, p. 206-213).
T. Chernogorova; R. Valkov
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models
Каталог "Библиографии" | Периодични издания
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models
// <I>Lect. notes<D> in comp. sci., Springer, 6046, 2011, p. 377-385.
T. Chernogorova; R. Valkov
Finite volume method for the Black-Scholes equation transformed on finite interval
Каталог "Библиографии" | Статии от книги - библиография
Finite volume method for the Black-Scholes equation transformed on finite interval
// <I>American<D> institute of physics CP, 1497, 2012, № , p. 76-83 .
R. Valkov
Discretization and analysis of the Black-Scholes equation transformed on finite interval
Каталог "Библиографии" | Статии от книги - библиография
Discretization and analysis of the Black-Scholes equation transformed on finite interval
// <I>NODDEA' 2012<D> : International conference "Nonlinear difference and differential equations and their applications NODDEA" , Ruse, Bulgaria, october 3-6, 2012, p. 83-92.
R. Valkov
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations
Каталог "Библиографии" | Периодични издания
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations
// <I>J. Comput.<D> appl. math., 340, 2018, p. 508-522, DOI: 10.1016/j.cam.2017.11.002.
Numerical solution of time-fractional Black–Scholes equation
Каталог "Библиографии" | Периодични издания
Numerical solution of time-fractional Black–Scholes equation
// <I>Comput.<D> appl. math., 36, 2017, № 4, p. 1699-1715, DOI: 10.1007/s40314-016-0330-z.
M. N. Koleva; L. Vulkov
Black-Scholes model for pricing a European put option
Каталог "Библиографии" | Статии от книги - библиография
Black-Scholes model for pricing a European put option
// <I>Proc.<D> 58th Science conference of university of Ruse ''A. Kanchev'', 58, 2019, № 6.5(SSS), с. 35-40.
N. Kirilova
Black –Scholes метод за оценяване на опции
Каталог "Библиографии" | Статии от книги - библиография
Black –Scholes метод за оценяване на опции
// <I>Сб. докл.<D> студентска науч. сесия - СНС' 17. Фак. Природни науки и образование, Секция Финансова математика и информатика, 2017, с. 74-78.
И. Тракийска; И. Раева
Numerical solution of the right boundary condition inverse problem for the Black-Scholes equation
Каталог "Библиографии" | Статии от книги - библиография
Numerical solution of the right boundary condition inverse problem for the Black-Scholes equation
// <I>AMEE 2017<D> : Proceedings of the 43rd International conference "Applications of mathematics in engineering and economics 2017", Sozopol, 8-13 june 2017, Ser. AIP conf. proc., 1910, 2017, Art. № 030008, DOI: 10.1063/1.5013967.
Sl. G. Georgiev; L. Vulkov