Б3/338.24/S36
DIS/RU/G 37S
Каталог "Дисертации" | Дисертации
Numerical recovery of time-dependent volatility in Black-Scholes market modelling
A Dissertation presented in fulfilment of the thesis requirement for the Degree of Doctor of philosophy in mathematical modelling and applications of mathematics
(2022)
Slavi Georgiev Georgiev
Каталог "Библиографии" | Периодични издания
A unified numerical approach for a large class of nonlinear black-scholes models
// <I>Lect.<D> notes in comput. sci. (includ. subser. Lect. notes in artificial intell. and Lect. notes in bioinform.), 10665 LNCS, 2018 p. 583-591 : 11th Intern. conf. LSSC' 2017, DOI: 10.1007/978-3-319-73441-5_64.
(2018)
Каталог "Библиографии" | Периодични издания
A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term
// <I>J. Comput.<D> appl. math., 318, 2017, p. 538-549, DOI: 10.1016/j.cam.2016.01.012.
(2017)
Каталог "Библиографии" | Периодични издания
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem
// <I>J. Comput.<D> appl. math., 293, 2016, p. 112-127, DOI: 10.1016/j.cam.2015.02.054.
(2016)
BRIE/338.24/J76
Каталог "Книги" | Книги
Exploring Corporate Strategy
Text and Cases
(1997)
Gerry Johnson; Kevan Scholes
Б3/65.012 /J76
Каталог "Книги" | Книги
Exploring corporate strategy
Text and Cases
(1993)
Gerry Johnson; Kevan Scholes
Б3/65.012 */J76Ge
Каталог "Книги" | Книги
Exploring corporate strategy
Text and Cases
(1993)
Gerry Johnson; Kevan Scholes
Б3/334/J74
Каталог "Книги" | Книги
Exploring corporate strategy
Theacher's manual
(1989)
Gerry Johnson; Kevan Scholes
Б3/65.012 /J74
Каталог "Библиографии" | Статии от книги - библиография
Variational formulation for black-scholes equation in stochastic volatility models
// <I>AMEE' 2012<D> : Proceedings of the 38th International conference "Applications of mathematics in engineering and economics 2012". - (AIP conference proc. , 1497, 2012, p. 257-264).
T. Gyulov; R. Valkov
Каталог "Библиографии" | Периодични издания
Positivity preserving numerical method for non-linear Black-Scholes models
// <I>Lect. notes<D> in comp. sci., Springer, 8236, 2013, p. 363-370.
M. N. Koleva
Каталог "Библиографии" | Статии от книги - библиография
A fast numerical method for a nonlinear Black-Scholes equation
// <I>American<D> institute of physics CP, 1184, 2009, p. 64-71.
M. N. Koleva; L. Vulkov
Каталог "Библиографии" | Периодични издания
Two-grid decoupled method for a Black-Scholes increased market volatility model
// <I>Lect. notes<D> in comp. sci., Springer, 8962, 2015, p. 271-278.
M. N. Koleva; L. Vulkov
Каталог "Библиографии" | Периодични издания
A splitting flux limiter finite difference scheme for the nonlinear Black-Scholes equation
// <I>Appl.<D> comput. math., 13, 2014, № 3, p. 381-395.
M. N. Koleva; L. Vulkov
Каталог "Библиографии" | Статии от книги - библиография
Positivity preserving numerical method for a 2D Black-Scholes equation with exponential non-linear term
// <I>CMMSE' 15<D> : Proceedings of the 15th International conference on "Computational and mathematical methods in science and engineering CMMSE' 15, Costa Ballena, Rota, Cadiz , Spain, 2015, p. 671-674.
M. N. Koleva; L. Vulkov
Каталог "Библиографии" | Статии от книги - библиография
Three-point compact finite difference scheme on non-uniform meshes for the time-fractional Black-Scholes equation
// <I>American<D> institute of physics CP, 1690, 2015, art. № 040022.
Y. I. Dimitrov; L. Vulkov
Каталог "Библиографии" | Периодични издания
Positive numerical splitting method for the Hull and White 2D Black-Scholes equation
// <I>Numer.<D> meth. part differ. equ., 31, 2015, № 3, p. 822-846.
T. Chernogorova; R. Valkov
Каталог "Библиографии" | Периодични издания
Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval
// <I>Numerical<D> algorithms, 68, 2015, № 1, p. 61-80.
R. Valkov
Каталог "Библиографии" | Периодични издания
Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval
// <I>Numerical<D> algorithms, 65, 2014, № 1, p. 195-220.
R. Valkov