Concepedia

Mariyan Milev

MM

11

Publications

239

Citations

10

H-Index

2009

Active since

Affiliations

University of Food Technologies(Current)

University of Trento

Iran University of Science and Technology

Institute of Advanced Studies in Administration

Mariyan Milev is an author at University of Food Technologies specializing in numerical analysis, engineering, and option pricing.

Top concepts

EngineeringNumerical AnalysisOption PricingFinanceBusinessProbabilityAsset PricingInverse ProblemsApproximation TheoryMathematical Programming

Publications per year

2009–2020

11

Publications

11

Radial basis functions with application to finance: American put option under jump diffusion

A. Golbabai, Davood Ahmadian, Mariyan Milev · Mathematical and Computer Modelling · 2011 · 50 citations

Radial Basis Functions, Option Pricing, Jump Diffusion +10

Numerical valuation of discrete double barrier options

Mariyan Milev, Aldo Tagliani · Journal of Computational and Applied Mathematics · 2009 · 37 citations

Numerical Analysis, Numerical Valuation, Option Pricing +5

Laplace Transform and finite difference methods for the Black–Scholes equation

Aldo Tagliani, Mariyan Milev · Applied Mathematics and Computation · 2013 · 28 citations

Numerical Analysis, Method Of Fundamental Solution, Laplace Transform +2

Moment information and entropy evaluation for probability densities

Mariyan Milev, Pierluigi Novi Inverardi, Aldo Tagliani · Applied Mathematics and Computation · 2011 · 24 citations

Density Estimation, Engineering, Information Theory +5

Efficient implicit scheme with positivity preserving and smoothing properties

Mariyan Milev, Aldo Tagliani · Journal of Computational and Applied Mathematics · 2012 · 21 citations

Mathematical Programming, Numerical Analysis, Engineering +6

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