Radoslav L. Valkov

According to our database, Radoslav L. Valkov authored at least 10 papers between 2010 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

American option pricing problem transformed on finite interval.

Tihomir B. Gyulov, Radoslav L. Valkov

Int. J. Comput. Math., 2016

Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing.

Radoslav L. Valkov

Comput. Methods Appl. Math., 2016

2015

Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval.

Radoslav L. Valkov

Numer. Algorithms, 2015

Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation.

Radoslav L. Valkov

Int. J. Comput. Math., 2015

2014

Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval.

Radoslav L. Valkov

Numer. Algorithms, 2014

2012

A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models.

Tatiana P. Chernogorova, Radoslav L. Valkov

Proceedings of the Numerical Analysis and Its Applications - 5th International Conference, 2012

2011

Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing.

Tatiana P. Chernogorova, Radoslav L. Valkov

Math. Comput. Model., 2011

Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing.

Radoslav L. Valkov

Proceedings of the Large-Scale Scientific Computing - 8th International Conference, 2011

2010

A Numerical Approach for the American Call Option Pricing Model.

Juri D. Kandilarov, Radoslav L. Valkov

Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010

Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models.

Tatiana P. Chernogorova, Radoslav L. Valkov

Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010