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Koleva, Miglena N.

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Author ID: koleva.miglena-n Recent zbMATH articles by "Koleva, Miglena N."
Published as: Koleva, M.; Koleva, M. N.; Koleva, Miglena; Koleva, Miglena N.; Koleva, Milena
Documents Indexed: 54 Publications since 1998

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 91 times in 68 Documents Cited by Year
Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance. Zbl 1286.65100
Koleva, Miglena N.; Vulkov, Lubin G.
11
2013
Numerical solution of time-fractional Black-Scholes equation. Zbl 1410.91488
Koleva, Miglena N.; Vulkov, Lubin G.
8
2017
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. Zbl 1205.65217
Koleva, Miglena N.; Vulkov, Lubin G.
6
2010
Numerical solution via transformation methods of nonlinear models in option pricing. Zbl 1230.91190
Ishimura, N.; Koleva, M. N.; Vulkov, L. G.
5
2010
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. Zbl 1354.91166
Koleva, Miglena N.; Mudzimbabwe, Walter; Vulkov, Lubin G.
4
2017
On splitting-based numerical methods for nonlinear models of European options. Zbl 1386.91163
Koleva, Miglena N.; Vulkov, Lubin G.
4
2016
A second-order positivity preserving numerical method for gamma equation. Zbl 1329.91140
Koleva, Miglena N.; Vulkov, Lubin G.
4
2013
Positivity preserving numerical method for non-linear Black-Scholes models. Zbl 1351.91023
Koleva, Miglena N.
4
2013
Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type. Zbl 1116.65109
Koleva, Miglena; Vulkov, Lubin
4
2007
Numerical solution of the heat equation in unbounded domains using quasi-uniform grids. Zbl 1142.65397
Koleva, Miglena N.
4
2006
Numerical analysis of radially nonsymmetric blow-up solutions of a nonlinear parabolic problem. Zbl 0932.65100
Dimova, Stefka; Kaschiev, Michael; Koleva, Milena; Vasileva, Daniela
4
1998
Finite element solution of boundary value problems with nonlocal jump conditions. Zbl 1160.65044
Koleva, M.
3
2008
On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions. Zbl 1059.65074
Koleva, Miglena N.; Vulkov, Lubin G.
3
2005
On the computation of blow-up solutions of elliptic equations with semilinear dynamical boundary conditions. Zbl 1151.65345
Koleva, Miglena N.
3
2004
Numerical analysis of one dimensional motion of magma without mass forces. Zbl 07126156
Koleva, Miglena N.; Vulkov, Lubin G.
2
2020
Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model. Zbl 07062855
Koleva, Miglena N.; Vulkov, Lubin G.
2
2019
A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. Zbl 1364.35376
Koleva, Miglena N.; Vulkov, Lubin G.
2
2017
Operator splitting kernel based numerical method for a generalized Leland’s model. Zbl 1334.65132
Koleva, Miglena N.; Vulkov, Lubin G.
2
2015
Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model. Zbl 1282.92017
Kolev, Mikhail K.; Koleva, Miglena N.; Vulkov, Lubin G.
2
2013
Numerical solution of a nonlinear evolution equation for the risk preference. Zbl 1318.65076
Ishimura, Naoyuki; Koleva, Miglena N.; Vulkov, Lubin G.
2
2011
Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains. Zbl 1119.65087
Koleva, Miglena; Vulkov, Lubin
2
2007
Fast computational approach to the delta Greek of non-linear Black-Scholes equations. Zbl 1432.91139
Koleva, Miglena N.; Vulkov, Lubin G.
1
2018
Computation of delta Greek for non-linear models in mathematical finance. Zbl 1367.91195
Koleva, Miglena N.; Vulkov, Lubin G.
1
2017
A splitting flux limiter finite difference scheme for the nonlinear Black-Scholes equation. Zbl 1335.91104
Koleva, Miglena N.; Vulkov, Lubin G.
1
2014
A kernel-based algorithm for numerical solution of nonlinear PDEs in finance. Zbl 1354.91167
Koleva, Miglena N.; Vulkov, Lubin G.
1
2012
Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains. Zbl 1230.65129
Jovanovic, Boško S.; Koleva, Miglena N.; Vulkov, Lubin G.
1
2011
A numerical study of a parabolic Monge-Ampère equation in mathematical finance. Zbl 1318.91197
Koleva, Miglena N.; Vulkov, Lubin G.
1
2011
A two-grid approximation of an interface problem for the nonlinear Poisson-Boltzmann equation. Zbl 1233.65091
Koleva, Miglena N.; Vulkov, Lubin G.
1
2009
Immersed interface difference schemes for a parabolic-elliptic interface problem. Zbl 1229.65149
Brayanov, Ilia A.; Kandilarov, Juri D.; Koleva, Miglena N.
1
2008
Numerical analysis of the nonlinear instability of one-dimensional compound capillary jet. Zbl 1052.76025
Radev, St.; Kaschiev, M.; Koleva, M.; Tadrist, L.; Onofri, F.
1
2001
Initial perturbation effects on the instability of a viscous capillary jet. Zbl 1119.76335
Radev, St.; Koleva, M.; Kaschiev, M.; Tadrist, L.
1
1999
Numerical analysis of one dimensional motion of magma without mass forces. Zbl 07126156
Koleva, Miglena N.; Vulkov, Lubin G.
2
2020
Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model. Zbl 07062855
Koleva, Miglena N.; Vulkov, Lubin G.
2
2019
Fast computational approach to the delta Greek of non-linear Black-Scholes equations. Zbl 1432.91139
Koleva, Miglena N.; Vulkov, Lubin G.
1
2018
Numerical solution of time-fractional Black-Scholes equation. Zbl 1410.91488
Koleva, Miglena N.; Vulkov, Lubin G.
8
2017
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. Zbl 1354.91166
Koleva, Miglena N.; Mudzimbabwe, Walter; Vulkov, Lubin G.
4
2017
A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. Zbl 1364.35376
Koleva, Miglena N.; Vulkov, Lubin G.
2
2017
Computation of delta Greek for non-linear models in mathematical finance. Zbl 1367.91195
Koleva, Miglena N.; Vulkov, Lubin G.
1
2017
On splitting-based numerical methods for nonlinear models of European options. Zbl 1386.91163
Koleva, Miglena N.; Vulkov, Lubin G.
4
2016
Operator splitting kernel based numerical method for a generalized Leland’s model. Zbl 1334.65132
Koleva, Miglena N.; Vulkov, Lubin G.
2
2015
A splitting flux limiter finite difference scheme for the nonlinear Black-Scholes equation. Zbl 1335.91104
Koleva, Miglena N.; Vulkov, Lubin G.
1
2014
Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance. Zbl 1286.65100
Koleva, Miglena N.; Vulkov, Lubin G.
11
2013
A second-order positivity preserving numerical method for gamma equation. Zbl 1329.91140
Koleva, Miglena N.; Vulkov, Lubin G.
4
2013
Positivity preserving numerical method for non-linear Black-Scholes models. Zbl 1351.91023
Koleva, Miglena N.
4
2013
Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model. Zbl 1282.92017
Kolev, Mikhail K.; Koleva, Miglena N.; Vulkov, Lubin G.
2
2013
A kernel-based algorithm for numerical solution of nonlinear PDEs in finance. Zbl 1354.91167
Koleva, Miglena N.; Vulkov, Lubin G.
1
2012
Numerical solution of a nonlinear evolution equation for the risk preference. Zbl 1318.65076
Ishimura, Naoyuki; Koleva, Miglena N.; Vulkov, Lubin G.
2
2011
Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains. Zbl 1230.65129
Jovanovic, Boško S.; Koleva, Miglena N.; Vulkov, Lubin G.
1
2011
A numerical study of a parabolic Monge-Ampère equation in mathematical finance. Zbl 1318.91197
Koleva, Miglena N.; Vulkov, Lubin G.
1
2011
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. Zbl 1205.65217
Koleva, Miglena N.; Vulkov, Lubin G.
6
2010
Numerical solution via transformation methods of nonlinear models in option pricing. Zbl 1230.91190
Ishimura, N.; Koleva, M. N.; Vulkov, L. G.
5
2010
A two-grid approximation of an interface problem for the nonlinear Poisson-Boltzmann equation. Zbl 1233.65091
Koleva, Miglena N.; Vulkov, Lubin G.
1
2009
Finite element solution of boundary value problems with nonlocal jump conditions. Zbl 1160.65044
Koleva, M.
3
2008
Immersed interface difference schemes for a parabolic-elliptic interface problem. Zbl 1229.65149
Brayanov, Ilia A.; Kandilarov, Juri D.; Koleva, Miglena N.
1
2008
Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type. Zbl 1116.65109
Koleva, Miglena; Vulkov, Lubin
4
2007
Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains. Zbl 1119.65087
Koleva, Miglena; Vulkov, Lubin
2
2007
Numerical solution of the heat equation in unbounded domains using quasi-uniform grids. Zbl 1142.65397
Koleva, Miglena N.
4
2006
On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions. Zbl 1059.65074
Koleva, Miglena N.; Vulkov, Lubin G.
3
2005
On the computation of blow-up solutions of elliptic equations with semilinear dynamical boundary conditions. Zbl 1151.65345
Koleva, Miglena N.
3
2004
Numerical analysis of the nonlinear instability of one-dimensional compound capillary jet. Zbl 1052.76025
Radev, St.; Kaschiev, M.; Koleva, M.; Tadrist, L.; Onofri, F.
1
2001
Initial perturbation effects on the instability of a viscous capillary jet. Zbl 1119.76335
Radev, St.; Koleva, M.; Kaschiev, M.; Tadrist, L.
1
1999
Numerical analysis of radially nonsymmetric blow-up solutions of a nonlinear parabolic problem. Zbl 0932.65100
Dimova, Stefka; Kaschiev, Michael; Koleva, Milena; Vasileva, Daniela
4
1998
all top 5

Cited by 114 Authors

16 Vulkov, Lubin G.
14 Koleva, Miglena N.
5 Ševčovič, Daniel
4 Jovanović, Boško S.
4 Matus, Pëtr Paŭlavich
3 Faragó, István
3 Hieu, Le Minh
3 Horváth, Robert A.
3 Kilianová, Soňa
3 Leszczyński, Henryk
2 Dimova, Milena
2 Dimova, Stefka N.
2 Fazio, Riccardo
2 Fila, Marek
2 Ishige, Kazuhiro
2 Ishimura, Naoyuki
2 Kawakami, Tatsuki
2 Korbel, Jan
2 Papin, Alexander A.
2 Tokareva, Margarita A.
2 Yoshioka, Hidekazu
1 Abdelkawy, Mohamed A.
1 Abounouh, Mostafa
1 Aguilar, Jean-Philippe
1 Al Moatassime, Hassan
1 Aliev, Fikret Akhmedalioglu
1 Aliev, Nihan A.
1 Aranishi, Futoshi
1 Baharifard, Fatemeh
1 Bartłomiejczyk, Agnieszka
1 Bhrawy, Ali Hassan
1 Cangiani, Andrea
1 Cen, Zhongdi
1 Chauhan, Vinod
1 Chen, Chris
1 Chen, Wen
1 Coste, Cyril
1 Dang Quang A
1 Dehghan Takht Fooladi, Mehdi
1 Deng, Dingwen
1 Driouch, Aicha
1 Dubbeldam, Johan L. A.
1 Gaspar, Francisco José
1 Georgoulis, Emmanuil H.
1 Golbabai, Ahmad
1 Goubet, Olivier
1 Gyulov, Tihomir B.
1 Horinouchi, Masahiro
1 Hu, Qingying
1 Huang, Fengxi
1 Huang, Jian
1 Huang, Jingfang
1 Hung, Tran Dinh
1 Jannelli, Alessandra
1 Jeknić, Zorica Milovanović
1 Jha, Navnit
1 Kandilarov, Juri D.
1 Karátson, János
1 Kurkina, Elena S.
1 Kyza, Irene
1 Le, Anbo
1 Lenoble, A.
1 Marciniak, Agnieszka
1 Matusik, Milena
1 Metcalfe, Stephen
1 Milovanović, Zorica D.
1 Mohanty, Ranjan Kumar
1 Mudzimbabwe, Walter
1 Navarro Quiles, Ana
1 Nikan, Omid
1 Nikazad, Touraj
1 Nikol’skii, I. M.
1 Onofri, F. R. A.
1 Parand, Kourosh
1 Poliakov, D. B.
1 Pylak, Dorota
1 Rachůnková, Irena
1 Radev, Stefan T.
1 Rajabov, M. F.
1 Romero, José Vicente
1 Roselló, María Dolores
1 Safarova, Nargiz A.
1 Sohaly, Mohammed A.
1 Staněk, Svatoslav
1 Tadrist, Lounès
1 Tagiev, R. M.
1 Tanaka, Tomomi
1 Tian, Zhaowei
1 Tohidi, Emran
1 Tomovski, Živorad
1 Trnovská, Mária
1 Tsujimura, Motoh
1 Vasileva, Daniela P.
1 Vigo-Aguiar, Jesus
1 Virts, Rudolf A.
1 Vo Thi Kim Tuyen
1 Wang, Cheng
1 Wang, Hui
1 Wang, Song
1 Wang, Zeqi
...and 14 more Authors

Citations by Year