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доц. д-р Мариян Неделчев Милев

Вид Заглавие WebSci Scopus
Статия D. Koleva, M Milev, Application of Dividend Policies to Finite Difference Methods in Option Pricing, Proceedings of the 19th European Young Statisticians Meeting, Prague, 2015, ISSN 978-80-7378-301-3, 76 - 80
Статия О. R. Farkhondeh, D. Ahmadian, M. Milev, Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations, AIP Procedings of AMEE 2017, 1910, 2017, ISSN 978-0-7354-1602-4
Статия Milev M, Kr. Nikolova, Ir. Ivanova, St. Minkova, T. Evtimov, St. Krustev, Grouping of Bulgarian wines according to grape variety by using statistical methods, AIP Proceedings of AMEE 2017, 1910, 2017, ISSN 978-0-7354-1602-4
Статия S. Kabaivanov, M Milev, D. Koleva-Petkova, VP Vladev, Efficient Option Valuation of Single and Double Barrier Options, AIP Proceedings of AMEE 2017, 1910, 2017, ISSN 978-0-7354-1602-4
Статия R. O. Farkhondeh, D. Ahmadian, A.Jodayfree, M. Milev, A Note on the Almost Sure Exponential Stability of the Milstein Method for Stochastic Delay Differential Equations with Jumps, International Journal of Pure and Applied Mathematics, 116 (1), 2017, ISSN 1314-3395, 201 - 216
Статия A. Sobhani, M Milev, Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multi-Wavelet, Journal of Computational and Applied Mathematics, 328, 2018, ISSN 0377-0427, 355 - 364
Статия Milev M, N. Milev, The 'Core' of Symmetric Homogeneous Polynomial Inequalities of Degree Four of Three Real Variables, Quaestiones Mathematicae, 40 (8), 2017, ISSN 1727-933X, 1135 - 1143
Статия Milev M, S. Zlatev, A Note about Stability of Fractional Retarded Linear System with Distributed Delays, International Journal of Pure and Applied Mathematics, 115 (4), 2017, ISSN 1311-8080, 873 - 881
Уч. пособие Милев М, Певичаров П, Кратък курс по висша математика – ръководство за решаване на задачи, „Евдемония продъкшън”, София, 2015, 2016, ISBN 978-619- 7209-21- 1
Уч. пособие Милев М, Приложение на matlab за моделиране и анализ на финансови деривати (ръководство по иконометрия), „Евдемония продъкшън”, България, София, 2012, ISBN 978-954- 92924-2- 8
Монография Milev M, A. Tagliani, Quantitative methods for pricing options with exotic characteristics and under non-standard hypotheses, Eudaimonia Production Ltd., 79 Rakovski Street, Sofia 1000, 2012, ISBN 978-954-92924-1-1
Статия Milev M, P.N. Inverardi, A. Tagliani, Moment information and entropy evaluation for probability densities, Applied Mathematics and Computation, 218 (9), 2012, 5782 - 5795
Статия Golbabai A., D. Ahmadian, M Milev, Radial basis functions with application to finance: american put option under jump diffusion, Mathematical and Computer Modelling, 55 (3-4), 2012, 1354 - 1362
Статия Milev M, A. Tagliani, Efficient implicit scheme with positivity preserving and smoothing properties, Journal of Computational and Applied Mathematics, 243 (1), 2013, 1 - 9
Статия Gzyl H., A. Tagliani, M Milev, Laplace transform inversion on the real line is truly ill-conditioned, Applied Mathematics and Computation, 219 (18), 2013, 9805 - 9809
Статия Tagliani A., M Milev, Laplace transform and finite difference methods for the black-scholes equation, Applied Mathematics and Computation, 220, 2013, 649 - 658
Статия Milev M, A. Tagliani, D. Koleva, Fast explicit positivity-preserving schemes for the Black-Scholes equation, AIP Conference Proceedings, Sozopol. Bulgaria, 1631, 2014, 164 - 174
Статия Gzyl H., M Milev, A. Tagliani, Discontinuous payoff option pricing by mellin transform: a probabilistic approach, Finance Research Letters, 20, 2017, 281 - 288
Статия Milev M, N. Milev, On the cyclic homogeneous polynomial inequalities of degree four of three nonnegative real variables, Journal of Mathematical Inequalities, 10 (4), 2016, 1183 - 1188
Статия Gzyl H., M Milev, A. Tagliani, Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems, Statistics & Probability Letters, 120, 2017, 114 - 117

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