Radoslav L. Valkov

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 4

Top Topics

Sensitivity Analysis

Top Venues

Int. J. Comput. Math.

Numer. Algorithms

Comput. Methods Appl. Math.

Publications

Radoslav L. Valkov
Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing. Comput. Methods Appl. Math. 16 (1) (2016)
Tihomir B. Gyulov, Radoslav L. Valkov
American option pricing problem transformed on finite interval. Int. J. Comput. Math. 93 (5) (2016)
Radoslav L. Valkov
Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval. Numer. Algorithms 68 (1) (2015)
Radoslav L. Valkov
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation. Int. J. Comput. Math. 92 (12) (2015)
Radoslav L. Valkov
Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval. Numer. Algorithms 65 (1) (2014)
Tatiana P. Chernogorova, Radoslav L. Valkov
A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models. NAA (2012)
Tatiana P. Chernogorova, Radoslav L. Valkov
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing. Math. Comput. Model. 54 (11-12) (2011)
Radoslav L. Valkov
Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing. LSSC (2011)
Tatiana P. Chernogorova, Radoslav L. Valkov
Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models. NMA (2010)
Juri D. Kandilarov, Radoslav L. Valkov
A Numerical Approach for the American Call Option Pricing Model. NMA (2010)