Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models. - Tatiana P. Chernogorova; Radoslav L. Valkov (NMA, 2010)

A Numerical Approach for the American Call Option Pricing Model. - Juri D. Kandilarov; Radoslav L. Valkov (NMA, 2010)

Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing. - Radoslav L. Valkov (LSSC, 2011)

Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing. - Tatiana P. Chernogorova; Radoslav L. Valkov (Math. Comput. Model., 2011)

A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models. - Tatiana P. Chernogorova; Radoslav L. Valkov (NAA, 2012)

Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval. - Radoslav L. Valkov (Numer. Algorithms, 2014)

Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation. - Radoslav L. Valkov (Int. J. Comput. Math., 2015)

Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval. - Radoslav L. Valkov (Numer. Algorithms, 2015)

Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing. - Radoslav L. Valkov (Comput. Methods Appl. Math., 2016)

American option pricing problem transformed on finite interval. - Tihomir B. Gyulov; Radoslav L. Valkov (Int. J. Comput. Math., 2016)