Tihomir B. Gyulov

Publication Activity (10 Years)

Years Active: 2009-2022
Publications (10 Years): 4

Top Topics

Black Scholes Model

Top Venues

Int. J. Comput. Math.

J. Comput. Appl. Math.

Publications

Tihomir B. Gyulov, Lubin G. Vulkov
Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media. MDIS (2022)
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. J. Comput. Appl. Math. 387 (2021)
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
Efficient finite difference method for optimal portfolio in a power utility regime-switching model. Int. J. Comput. Math. 96 (11) (2019)
Tihomir B. Gyulov, Radoslav L. Valkov
American option pricing problem transformed on finite interval. Int. J. Comput. Math. 93 (5) (2016)
Tihomir B. Gyulov, Gheorghe Morosanu
A necessary and sufficient condition for input identifiability for linear time-invariant systems. Appl. Math. Lett. 22 (6) (2009)