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Chernogorova, Tatiana P.

Author ID: chernogorova.tatiana-p Recent zbMATH articles by "Chernogorova, Tatiana P."
Published as: Chernogorova, Tatiana; Chernogorova, T.; Chernogorova, Tatiana P.; Chernogorova, T. P.
Documents Indexed: 22 Publications since 1999, including 1 Additional arXiv Preprint
Co-Authors: 9 Co-Authors with 22 Joint Publications
445 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 39 times in 33 Documents Cited by Year
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing. Zbl 1235.65114
Chernogorova, T.; Valkov, R.
15
2011
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. Zbl 1368.65154
Chernogorova, T.; Vulkov, L.
5
2014
Fitted finite volume positive difference scheme for a stationary model of air pollution. Zbl 1325.65146
Chernogorova, Tatiana; Vulkov, Lubin
4
2015
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing. Zbl 1326.65113
Chernogorova, T.; Valkov, R.
4
2015
A computational scheme for a problem in the zero-coupon bond pricing. Zbl 1230.91188
Chernogorova, T.; Valkov, R.
3
2010
On the discretization of interface problems with perfect and imperfect contact. Zbl 1014.76061
Chernogorova, Tatiana; Ewing, Richard E.; Iliev, Oleg; Lazarov, Raytcho
3
2000
A two-grid penalty method for American options. Zbl 1400.91651
Chernogorova, Tatiana P.; Koleva, Miglena N.; Valkov, Radoslav L.
2
2018
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models. Zbl 1318.91195
Chernogorova, Tatiana; Valkov, Radoslav
1
2011
Two splitting methods for a fixed strike Asian option. Zbl 1352.91033
Chernogorova, Tatiana P.; Vulkov, Lubin G.
1
2013
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. Zbl 1465.76067
Chernogorova, Tatiana P.; Koleva, Miglena N.; Vulkov, Lubin G.
1
2021
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. Zbl 1465.76067
Chernogorova, Tatiana P.; Koleva, Miglena N.; Vulkov, Lubin G.
1
2021
A two-grid penalty method for American options. Zbl 1400.91651
Chernogorova, Tatiana P.; Koleva, Miglena N.; Valkov, Radoslav L.
2
2018
Fitted finite volume positive difference scheme for a stationary model of air pollution. Zbl 1325.65146
Chernogorova, Tatiana; Vulkov, Lubin
4
2015
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing. Zbl 1326.65113
Chernogorova, T.; Valkov, R.
4
2015
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. Zbl 1368.65154
Chernogorova, T.; Vulkov, L.
5
2014
Two splitting methods for a fixed strike Asian option. Zbl 1352.91033
Chernogorova, Tatiana P.; Vulkov, Lubin G.
1
2013
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing. Zbl 1235.65114
Chernogorova, T.; Valkov, R.
15
2011
Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models. Zbl 1318.91195
Chernogorova, Tatiana; Valkov, Radoslav
1
2011
A computational scheme for a problem in the zero-coupon bond pricing. Zbl 1230.91188
Chernogorova, T.; Valkov, R.
3
2010
On the discretization of interface problems with perfect and imperfect contact. Zbl 1014.76061
Chernogorova, Tatiana; Ewing, Richard E.; Iliev, Oleg; Lazarov, Raytcho
3
2000

Citations by Year