Radoslav L. Valkov

Available identifiers

zbMath Open valkov.radoslav-lMaRDI QIDQ1993544

List of research outcomes

Publication	Date of Publication	Type
Modified Barrier Penalization Method for Pricing American Options	2019-02-28	Paper
Numerical Study of Splitting Methods for American Option Valuation	2019-02-28	Paper
A two-grid penalty method for American options	2018-11-05	Paper
American option pricing problem transformed on finite interval	2016-07-19	Paper
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation	2016-04-29	Paper
Predictor-corrector balance method for the worst-case 1D option pricing	2016-01-12	Paper
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing	2015-08-04	Paper
Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation	2015-05-29	Paper
Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval	2015-02-03	Paper
Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval	2014-01-24	Paper
A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models	2013-11-06	Paper
Positive Splitting Method for the Hull & White 2D Black-Scholes Equation	2013-06-30	Paper
Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing	2012-07-16	Paper
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing	2012-04-15	Paper
A Computational Scheme for a Problem in the Zero-coupon Bond Pricing	2012-01-30	Paper
Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models	2011-02-11	Paper
A Numerical Approach for the American Call Option Pricing Model	2011-02-11	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Radoslav L. Valkov