Mariyan Milev

Publication Activity (10 Years)

Years Active: 2010-2018
Publications (10 Years): 1

Top Topics

Black Scholes Model

Computationally Expensive

Radial Basis Function

Finite Difference

Top Venues

Appl. Math. Comput.

J. Comput. Appl. Math.

Math. Comput. Model.

Publications

Amirhossein Sobhani, Mariyan Milev
A numerical method for pricing discrete double barrier option by Legendre multiwavelet. J. Comput. Appl. Math. 328 (2018)
Aldo Tagliani, Mariyan Milev
Laplace Transform and finite difference methods for the Black-Scholes equation. Appl. Math. Comput. 220 (2013)
Mariyan Milev, Aldo Tagliani
Efficient implicit scheme with positivity preserving and smoothing properties. J. Comput. Appl. Math. 243 (2013)
Henryk Gzyl, Aldo Tagliani, Mariyan Milev
Laplace transform inversion on the real line is truly ill-conditioned. Appl. Math. Comput. 219 (18) (2013)
Mariyan Milev, Pierluigi Novi Inverardi, Aldo Tagliani
Moment information and entropy evaluation for probability densities. Appl. Math. Comput. 218 (9) (2012)
Ahmad Golbabai, Davood Ahmadian, Mariyan Milev
Radial basis functions with application to finance: American put option under jump diffusion. Math. Comput. Model. 55 (3-4) (2012)
Mariyan Milev, Aldo Tagliani
Numerical valuation of discrete double barrier options. J. Comput. Appl. Math. 233 (10) (2010)