Tatiana P. Chernogorova

According to our database, Tatiana P. Chernogorova authored at least 12 papers between 1999 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media.

Tatiana P. Chernogorova, Miglena N. Koleva, Lubin G. Vulkov

Appl. Math. Comput., 2021

2016

Numerical solution of a parabolic system in air pollution.

Tatiana P. Chernogorova, Lubin G. Vulkov

CoRR, 2016

2015

Fitted finite volume positive difference scheme for a stationary model of air pollution.

Tatiana P. Chernogorova, Lubin G. Vulkov

Numer. Algorithms, 2015

A Numerical Approach to Price Path Dependent Asian Options.

Tatiana P. Chernogorova, Lubin G. Vulkov

Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015

A Splitting Numerical Method for Primary and Secondary Pollutant Models.

Tatiana P. Chernogorova, Ivan Tomov Dimov, Lubin G. Vulkov

Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015

2014

A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow.

Tatiana Paraskevova Chernogorova, Lubin G. Vulkov

Comput. Math. Appl., 2014

2012

A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond.

Tatiana Paraskevova Chernogorova, Beáta Stehlíková

Numer. Algorithms, 2012

Two Splitting Methods for a Fixed Strike Asian Option.

Tatiana P. Chernogorova, Lubin G. Vulkov

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

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

1999

A 2nd Order Discretization of Imperfect Contact Problems with Piece-Wise Constant Coefficients on Cell-Centred Grids.

Tatiana P. Chernogorova, Oleg Iliev

Proceedings of the Large-Scale Scientific Computation for Engineering and Environmental Problems, 1999