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Mariyan Milev

Mariyan Milev

University of Food Technologies Plovdiv - Plovdiv / Bulgaria
Engineering & Technology / Food Science and Engineering
AD Scientific Index ID: 1398695
Университет по хранителни технологии
person_outline Mariyan Milev's MOST POPULAR ARTICLES
1-) Radial basis functions with application to finance: American put option under jump diffusion Mathematical and Computer Modelling 55 (3-4), 1354-1362, 2012
2-) Numerical valuation of discrete double barrier options Journal of Computational and Applied Mathematics 233 (10), 2468-2480, 2010
3-) Laplace transform and finite difference methods for the Black–Scholes equation Applied Mathematics and Computation 220, 649-658, 2013
4-) Efficient implicit scheme with positivity preserving and smoothing properties Journal of Computational and Applied Mathematics 243, 1-9, 2013
5-) Moment information and entropy evaluation for probability densities Applied Mathematics and Computation 218 (9), 5782-5795, 2012