Radoslav L. Valkov

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Person:1993544

Available identifiers

zbMath Open valkov.radoslav-lMaRDI QIDQ1993544

List of research outcomes

PublicationDate of PublicationType
Modified Barrier Penalization Method for Pricing American Options2019-02-28Paper
Numerical Study of Splitting Methods for American Option Valuation2019-02-28Paper
A two-grid penalty method for American options2018-11-05Paper
American option pricing problem transformed on finite interval2016-07-19Paper
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation2016-04-29Paper
Predictor-corrector balance method for the worst-case 1D option pricing2016-01-12Paper
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing2015-08-04Paper
Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation2015-05-29Paper
Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval2015-02-03Paper
Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval2014-01-24Paper
A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models2013-11-06Paper
Positive Splitting Method for the Hull & White 2D Black-Scholes Equation2013-06-30Paper
Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing2012-07-16Paper
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing2012-04-15Paper
A Computational Scheme for a Problem in the Zero-coupon Bond Pricing2012-01-30Paper
Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models2011-02-11Paper
A Numerical Approach for the American Call Option Pricing Model2011-02-11Paper

Research outcomes over time


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