Search

Your search keyword '"Georgiev, Slavi"' showing total 25 results

Search Constraints

Start Over You searched for: Author "Georgiev, Slavi" Remove constraint Author: "Georgiev, Slavi"
25 results on '"Georgiev, Slavi"'

Search Results

1. An advanced lattice rules with prime number of points with product weights for multidimensional sensitivity analysis.

2. Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey.

3. Approximation of Caputo Fractional Derivative and Numerical Solutions of Fractional Differential Equations.

4. Mathematical Identification Analysis of a Fractional-Order Delayed Model for Tuberculosis.

5. Optimizing Air Pollution Modeling with a Highly-Convergent Quasi-Monte Carlo Method: A Case Study on the UNI-DEM Framework.

6. Parameters Identification and Numerical Simulation for a Fractional Model of Honeybee Population Dynamics †.

7. Parameter Estimation Analysis in a Model of Honey Production.

8. Numerical solving of parabolic Cauchy problems by reduction on bounded domain and application to solute water pollution.

9. Identification of COVID–19 dynamics and economic impact for a fractional SEIR model.

10. Numerical parameter identification in a three-dimensional honeybee – Mite model.

11. Efficient Monte Carlo Methods for Multidimensional Modeling of Slot Machines Jackpot.

12. Numerical Coefficient Reconstruction of Time-Depending Integer- and Fractional-Order SIR Models for Economic Analysis of COVID-19.

13. Jump-diffusion modelling of the gold and crude oil futures prices and predictive analysis of their economic impact.

14. A numerical parameter reconstruction in a model of a honey bee population.

15. Simultaneous identification of time-dependent volatility and interest rate for European options.

16. Parameter identification modeling honey bee colony population dynamics.

17. Numerical and Analytical Computation of the Implied Volatility from Option Price Measurements under Regime–Switching.

18. Computation of Time–Dependent Implied Volatility from Point Observations for European Options under Jump–Diffusion Models.

19. Computation of the unknown volatility from integral option price observations in jump–diffusion models.

20. Numerical Determination of the Right Boundary Condition for Regime–Switching Models of European Options from Point Observations.

21. Numerical Determination of the Right Boundary Condition for Regime–Switching Models of European Options from Point Observations.

22. Notes on the Overconvergence of Fourier Series and Hadamard–Ostrowski Gaps.

23. Numerical Solution of the Right Boundary Condition Inverse Problem for the Black - Scholes Equation.

24. A Super-Convergent Stochastic Method Based on the Sobol Sequence for Multidimensional Sensitivity Analysis in Environmental Protection.

25. Validation of Stock Price Prediction Models in the Conditions of Financial Crisis.

Catalog

Books, media, physical & digital resources