Numerical valuation of discrete double barrier options. - Mariyan Milev; Aldo Tagliani (J. Comput. Appl. Math., 2010)

Moment information and entropy evaluation for probability densities. - Mariyan Milev; Pierluigi Novi Inverardi; Aldo Tagliani (Appl. Math. Comput., 2012)

Radial basis functions with application to finance: American put option under jump diffusion. - Ahmad Golbabai; Davood Ahmadian; Mariyan Milev (Math. Comput. Model., 2012)

Laplace transform inversion on the real line is truly ill-conditioned. - Henryk Gzyl; Aldo Tagliani; Mariyan Milev (Appl. Math. Comput., 2013)

Laplace Transform and finite difference methods for the Black-Scholes equation. - Aldo Tagliani; Mariyan Milev (Appl. Math. Comput., 2013)

Efficient implicit scheme with positivity preserving and smoothing properties. - Mariyan Milev; Aldo Tagliani (J. Comput. Appl. Math., 2013)

A numerical method for pricing discrete double barrier option by Legendre multiwavelet. - Amirhossein Sobhani; Mariyan Milev (J. Comput. Appl. Math., 2018)

On a Mathematical Model of a General Autoimmune Disease. - Mikhail Kolev; Nikolay Netov; Iveta Nikolova; Irina Naskinova; Velika Kuneva; Mariyan Milev (Axioms, 2023)