A 2nd Order Discretization of Imperfect Contact Problems with Piece-Wise Constant Coefficients on Cell-Centred Grids. - Tatiana P. Chernogorova; Oleg Iliev 001 (LSSC, 1999)

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

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)

Two Splitting Methods for a Fixed Strike Asian Option. - Tatiana P. Chernogorova; Lubin G. Vulkov (NAA, 2012)

A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond. - Tatiana Paraskevova Chernogorova; Beáta Stehlíková (Numer. Algorithms, 2012)

A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. - Tatiana Paraskevova Chernogorova; Lubin G. Vulkov (Comput. Math. Appl., 2014)

A Splitting Numerical Method for Primary and Secondary Pollutant Models. - Tatiana P. Chernogorova; Ivan Tomov Dimov; Lubin G. Vulkov (LSSC, 2015)

A Numerical Approach to Price Path Dependent Asian Options. - Tatiana P. Chernogorova; Lubin G. Vulkov (LSSC, 2015)

Fitted finite volume positive difference scheme for a stationary model of air pollution. - Tatiana P. Chernogorova; Lubin G. Vulkov (Numer. Algorithms, 2015)

Numerical solution of a parabolic system in air pollution. - Tatiana P. Chernogorova; Lubin G. Vulkov (CoRR, 2016)

Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. - Tatiana P. Chernogorova; Miglena N. Koleva; Lubin G. Vulkov (Appl. Math. Comput., 2021)