Concepedia

Miglena N. Koleva

MN

11

Publications

202

Citations

10

H-Index

2004

Active since

Affiliations

Angel Kanchev University of Ruse(Current)

Miglena N. Koleva is an author at Angel Kanchev University of Ruse specializing in numerical analysis, option pricing, and business.

Top concepts

Numerical AnalysisOption PricingPhysicsBusinessEngineeringMultiscale ModelingNumerical SimulationComputational MechanicsFinanceEconomics

Publications per year

2004–2023

11

Publications

11

Numerical solution of time-fractional Black–Scholes equation

Miglena N. Koleva, Lubin G. Vulkov · Computational and Applied Mathematics · 2016 · 57 citations

Numerical Analysis, Fractional-order System, Fractional Stochastics +1

Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics

Miglena N. Koleva, Lubin G. Vulkov · Computer Physics Communications · 2009 · 22 citations

Numerical Analysis, Engineering, Physics +10

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model

Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov · Numerical Algorithms · 2016 · 22 citations

Numerical Analysis, Option Pricing, Parabolic-ordinary System +5

Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance

Miglena N. Koleva, Lubin G. Vulkov · Mathematical and Computer Modelling · 2013 · 18 citations

Numerical Analysis, Nonlinear Parabolic Problems, Semi-implicit Method +5

Penalty method for indifference pricing of American option in a liquidity switching market

Tihomir Gyulov, Miglena N. Koleva · Applied Numerical Mathematics · 2021 · 17 citations

Option Pricing, Economics, Financial Economics +9

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