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Mariyan Milev · Study

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Mariyan Milev

5 works· latest 2017· 2 institutionscluster: provisionalORCID 0000-0002-1756-3358

h-index5

i105

Citations151

Works here5

09

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17

Most cited in this library

Radial basis functions with application to finance: American put option under jump diffusion2011 · 50 citations
Numerical valuation of discrete double barrier options2009 · 37 citations
Laplace Transform and finite difference methods for the Black–Scholes equation2013 · 27 citations
Efficient implicit scheme with positivity preserving and smoothing properties2012 · 22 citations
A numerical method for pricing discrete double barrier option by Legendre multiwavelet2017 · 15 citations

Works

5 shown

A numerical method for pricing discrete double barrier option by Legendre multiwavelet

Journal of Computational and Applied Mathematics·2017·2 authors·Open access

15citations

Laplace Transform and finite difference methods for the Black–Scholes equation

Applied Mathematics and Computation·2013·2 authors

27citations

Efficient implicit scheme with positivity preserving and smoothing properties

Journal of Computational and Applied Mathematics·2012·2 authors·Open access

22citations

Radial basis functions with application to finance: American put option under jump diffusion

Mathematical and Computer Modelling·2011·3 authors·Open access

50citations

Numerical valuation of discrete double barrier options

Journal of Computational and Applied Mathematics·2009·2 authors·Open access

37citations