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Публикации от 1 до 18 от общо 18
статия Chenogorova T., R. Valkov. A two-level second-order finite difference scheme for the single term structure equation.// American Institute of Physics CP, 2011, No 1410 (SJR rank: 0.142 /2011, SJR SCImago Journal and Country Rank)
статия Chernogorova T., R. Valkov. Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing.// Computational and Applied Mathematics DOI: 10.1007/s40314-014-0128-9, 2014, No - (Impact factor: 0.485 /2013, Thomson Reuters)
статия Chernogorova T., R. Valkov. Positive numerical splitting method for the Hull and White 2D Black–Scholes equation.// Numerical Methods for Partial Differential Equations DOI: 10.1002/num.21919, 2014, No - (Impact factor: 1.057 /2013, Thomson Reuters)
статия Chernogorova T., R. Valkov. Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models.// Lecture Notes in Computer Science, Springer, 2011, No 6046, pp. 377-385 (SJR rank: 0.331 /2011, SJR SCImago Journal and Country Rank)
статия Chernogorova T., R. Valkov. Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing.// Mathematical and Computer Modelling, 2011, No 54, pp. 2659–2671 (Impact factor: 1.346 /2011, Thomson Reuters)
статия Chernogorova T., R. Valkov. A Computational scheme for a problem in the zero-coupon bond pricing.// American Institute of Physics CP, 2010, No 1301, pp. 370-378 (SJR rank: 0.14 /2010, SJR SCImago Journal and Country Rank)
статия Guylov T., R. Valkov. Numerical analysis of an Asian-rate call option.// American Institute of Physics CP, 2013, No 1570, pp. 97 (SJR rank: 0.162 /2013, SJR SCImago Journal & Country Rank)
статия Gyulov T., R. Valkov. American option pricing problem transformed on finite interval.// International Journal of Computer Mathematics DOI: 10.1080/00207160.2014.906587, 2016, No 93, pp. 821-836, ISSN 00207160. (Impact factor: 0.721 /2013, Thomson Reuters)
статия Gyulov T., R. Valkov. Variational formulation for Black-Scholes equation in stochastic volatility models.// American Institute of Physics CP, 2012, No 1497, pp. 257-264 (SJR rank: 0.142 /2011, SJR SCImago Journal and Country Rank)
статия Gyulov T., R. Valkov. Classical and weak solutions for two models in mathematical finance.// American Institute of Physics CP, 2011, No 1410, pp. 195-202 (SJR rank: 0.142 /2011, SJR SCImago Journal and Country Rank)
статия Kandilarov J., R. Valkov. A numerical approach for the American call option pricing model.// Lecture Notes in Computer Science, Springer, 2011, No 6046, pp. 453-460 (SJR rank: 0.331 /2011, SJR SCImago Journal and Country Rank)
статия Koleva M.N., R. Valkov. Numerical solution of one-phase Stefan problem for a non-classical heat equation.// American Institute of Physics CP, 2010, No 1293, pp. 39-46, ISSN 978-0-7354-0850-0. (SJR rank: 0.166 /2010, SJR SCImago Journal and Country Rank)
статия Valkov R. Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval.// Numerical Algorithms, 2014, No 65:1, pp. 195-220 (Impact factor: 1.128 /2012, Thomson Reuters)
статия Valkov R. Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval.// Numerical Algorithms DOI: 10.1007/s11075-014-9838-8, 2014, No - (Impact factor: 1.005 /2013, Thomson Reuters)
статия Valkov R. Finite volume method for the Black-Scholes equation transformed on finite interval.// American Institute of Physics CP, 2012, No 1497, pp. 76-83 (SJR rank: 0.142 /2011, SJR SCImago Journal and Country Rank)
статия Valkov R. Petrov-Galerkin analysis for a degenerate parabolic equation in zero-coupon bond pricing.// Lecture Notes in Computer Science, Springer, 2012, No 7116, pp. 654-661 (SJR rank: 0.331 /2011, SJR SCImago Journal and Country Rank)
доклад Gyulov T. B., R. L. Valkov. Weak Solutions of an Initial-Boundary Value Problem in Stochastic Volatility Modelling. IN: Proceedings of the International Conference Nonlinear Difference and Differential Equations and their Applications, Ruse, 2012, pp. 73-82, ISBN 978-954-8467-84-1.
доклад Valkov R. Discretization and analysis of the Black-Scholes equation transformed on finite interval. IN: Proceedings of the International Conference Nonlinear Difference and Differential Equations and their Applications, Ruse, 2012, pp. 83-92, ISBN 978-954-8467-84-1.
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Системата е разработена по проект 2012-РУ-05, финансиран от фонд НИ, и се поддържа от катедра „Компютърни системи и технологии”.