Tatiana P. Chernogorova

Publication Activity (10 Years)

Years Active: 1999-2021
Publications (10 Years): 5

Top Topics

Hamilton Jacobi

Numerical Solution

Finite Difference

Top Venues

Appl. Math. Comput.

Publications

Tatiana P. Chernogorova, Miglena N. Koleva, Lubin G. Vulkov
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. Appl. Math. Comput. 392 (2021)
Tatiana P. Chernogorova, Lubin G. Vulkov
Numerical solution of a parabolic system in air pollution. CoRR (2016)
Tatiana P. Chernogorova, Ivan Tomov Dimov, Lubin G. Vulkov
A Splitting Numerical Method for Primary and Secondary Pollutant Models. LSSC (2015)
Tatiana P. Chernogorova, Lubin G. Vulkov
A Numerical Approach to Price Path Dependent Asian Options. LSSC (2015)
Tatiana P. Chernogorova, Lubin G. Vulkov
Fitted finite volume positive difference scheme for a stationary model of air pollution. Numer. Algorithms 70 (1) (2015)
Tatiana P. Chernogorova, Lubin G. Vulkov
Two Splitting Methods for a Fixed Strike Asian Option. NAA (2012)
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)
Tatiana P. Chernogorova, Radoslav L. Valkov
Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models. NMA (2010)
Tatiana P. Chernogorova, Oleg Iliev
A 2nd Order Discretization of Imperfect Contact Problems with Piece-Wise Constant Coefficients on Cell-Centred Grids. LSSC (1999)