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Ele-Math – Author page: Mariyan Milev
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Mariyan Milev. Articles by Mariyan Milev: JMI » On the cyclic homogeneous polynomial inequalities of degree four of three nonnegative real variables ( )
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Mathematics authors/titles Apr (275 skipped)
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... Mariyan Milev, Nedecho Milev. Comments: symmetric, homogeneous, polynomial, inequalities, degree three and four Subjects: Classical Analysis and ODEs (math.CA ...
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X WORKSHOP ON QUANTITATIVE FINANCE
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X WORKSHOP ON QUANTITATIVE FINANCE Program 30 January Rogers room Mariyan Milev, Aldo Tagliani Credit risk
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Ahmad Golbabai,; Davood Ahmadian, ,; Mariyan Milev,,. a School of Mathematics, Iran University of Science and Technology, Narmak, Tehran, Iran ...
DBLP A new method for solving Hilbert type singular...
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Ahmad Golbabai, Davood Ahmadian, Mariyan Milev : Radial basis functions with application to finance: American put option under jump diffusion. Mathematical ...
Publications
EconPapers: Entropy convergence of finite moment approximations in...
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By Mariyan Milev and Aldo Tagliani; Abstract: The Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approximates with given
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(PDF) DISCRETE MONITORED BARRIER OPTIONS BY FINITE DIFFERENCE SCHEMES...
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DISCRETE MONITORED BARRIER OPTIONS BY FINITE DIFFERENCE SCHEMES
Ele-Math – Journal of Mathematical Inequalities: Volume 10
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Journal of Mathematical Inequalities Volume: 10. Year: If you wish to subscribe to this journal, please log in or become a member Mariyan Milev, Nedelcho ...
Figure 2 from Efficient implicit scheme with positivity preserving...
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Fig. 2. Truncated call option value just before first monitoring date t1 = T . Numerical solutions are obtained using an exponentially fitted scheme, with 1S =...
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(PDF) Numerical valuation of discrete double barrier options |...
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In the present paper we explore the problem for pricing discrete barrier options utilizing the Black–Scholes model for the random movement of the asset price....
[ ] The 'Core' of Symmetric Homogeneous Polynomial...
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From: Mariyan Milev Dr [v1] Sat, 26 Mar :52:32 GMT (7kb) Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?) Link back ...
EMASUS | Dipartimento di Economia e Management
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Economics, Management and Sustainable Consumption Responsabile: prof.ssa Mariangela Franch Componenti prof. Nicolao Bonini prof. Andrea Bonoldi dott.ssa...
Estimation of Default Risk in CIR++ model simulation | Markovska |...
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Estimation of Default Risk in CIR++ model simulation
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Ahmad Golbabai, Davood Ahmadian, Mariyan Milev: Radial basis functions with application to finance: American put option under jump diffusion. Mathematical .
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(PDF) NONSTANDARD FINITE DIFFERENCE SCHEMES WITH APPLICATION TO...
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By Mariyan Milev.
Quantitative Methods for Pricing Options with Exotic Characteristics...
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... Pricing Options with Exotic Characteristics and under Non-standard Hypotheses”. книга. Първо издание. София, Автори: Mariyan Milev, Aldo Tagliani.
Vanguard Scientific Instruments in Management
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