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Mariyan Milev
Mariyan Milev
Sofia University St. Kliment Ohridski, Department of Statistics and Econometrics, Bulgaria
Verified email at feb.uni-sofia.bg - Homepage
Title
Cited by
Cited by
Year
Radial basis functions with application to finance: American put option under jump diffusion
A Golbabai, D Ahmadian, M Milev
Mathematical and Computer Modelling 55 (3-4), 1354-1362, 2012
642012
Numerical valuation of discrete double barrier options
M Milev, A Tagliani
Journal of Computational and Applied Mathematics 233 (10), 2468-2480, 2010
492010
Laplace transform and finite difference methods for the Black–Scholes equation
A Tagliani, M Milev
Applied Mathematics and Computation 220, 649-658, 2013
322013
Efficient implicit scheme with positivity preserving and smoothing properties
M Milev, A Tagliani
Journal of Computational and Applied Mathematics 243, 1-9, 2013
312013
Moment information and entropy evaluation for probability densities
M Milev, PN Inverardi, A Tagliani
Applied Mathematics and Computation 218 (9), 5782-5795, 2012
272012
A numerical method for pricing discrete double barrier option by Legendre multiwavelet
A Sobhani, M Milev
Journal of Computational and Applied Mathematics 328, 355-364, 2018
212018
Discontinuous payoff option pricing by Mellin transform: A probabilistic approach
H Gzyl, M Milev, A Tagliani
Finance Research Letters 20, 281-288, 2017
202017
Laplace transform inversion on the real line is truly ill-conditioned
H Gzyl, A Tagliani, M Milev
Applied Mathematics and Computation 219 (18), 9805-9809, 2013
202013
Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
M Milev, A Tagliani
Serdica Mathematical Journal 36 (1), 75 - 88, 2010
162010
A note about stability of fractional retarded linear systems with distributed delays
M Milev, S Zlatev
Int. J. Pure Appl. Math 115, 873-881, 2017
122017
Discretely Monitored Barrier Options by Finite Difference Schemes
M Milev, A Tagliani
Mathematics and Education in Mathematics 38, 81-89, 2009
12*2009
Integral representation for the solutions of autonomous linear neutral fractional systems with distributed delay
E Madamlieva, M Konstantinov, M Milev, M Petkova
Mathematics 8 (3), 364, 2020
102020
Integral representation of the solution of the Cauchy problem for autonomous linear neutral fractional system
A Golev, M Milev
Int. J. Pure Appl. Math 119, 235-247, 2018
102018
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
M Milev, A Tagliani
Serdica Mathematical Journal 36 (3), 223-236, 2010
102010
Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations
OF Rouz, D Ahmadian, M Milev
AIP Conference Proceedings 1910 (1), 2017
92017
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
M Milev, A Tagliani
Statistics & Probability Letters 120, 114-117, 2017
92017
Assessment of Lactic Acid Bacteria and Enterobacteriaceae Counts in Bulgarian Probiotic Products by TEMPOŽ System and ISO Methods
AA G Blagoeva, M Milev, S Minkova, V Gotcheva
J Nutr Health Food Eng 1 (5), 00029, 2014
82014
Usage of K-cluster and factor analysis for grouping and evaluation the quality of olive oil in accordance with physico-chemical parameters
M Milev, K Nikolova, I Ivanova, M Dobreva
AIP Conference Proceedings 1690 (1), 2015
72015
Using real options analysis to support strategic management decisions
S Kabaivanov, V Markovska, M Milev
AIP Conference Proceedings 1570 (1), 87-96, 2013
72013
Numerical Modeling of Three-Phase Mass Transition with an Application in Atmospheric Chemistry
N Kochev, A Terziski, M Milev
Applied Mathematics 4 (8A), 100-106, 2013
72013
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