| Numerical solution of time-fractional Black–Scholes equation MN Koleva, LG Vulkov Computational and Applied Mathematics 36, 1699-1715, 2017 | 51 | 2017 |
| Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics MN Koleva, LG Vulkov Computer Physics Communications 181 (3), 663-670, 2010 | 30 | 2010 |
| A second-order positivity preserving numerical method for Gamma equation MN Koleva, LG Vulkov Applied Mathematics and Computation 220, 722-734, 2013 | 27 | 2013 |
| Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance MN Koleva, LG Vulkov Mathematical and Computer Modelling 57 (9-10), 2564-2575, 2013 | 24 | 2013 |
| Numerical solution of the heat equation in unbounded domains using quasi-uniform grids MN Koleva International Conference on Large-Scale Scientific Computing, 509-517, 2005 | 22 | 2005 |
| Numerical analysis of one dimensional motion of magma without mass forces MN Koleva, LG Vulkov Journal of Computational and Applied Mathematics 366, 112338, 2020 | 20 | 2020 |
| Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model MN Koleva, W Mudzimbabwe, LG Vulkov Numerical Algorithms 74, 59-75, 2017 | 18 | 2017 |
| On splitting-based numerical methods for nonlinear models of European options MN Koleva, LG Vulkov International Journal of Computer Mathematics 93 (5), 781-796, 2016 | 14 | 2016 |
| Positivity preserving numerical method for non-linear Black-Scholes models MN Koleva International Conference on Numerical Analysis and Its Applications, 363-370, 2012 | 13 | 2012 |
| On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions MN Koleva, LG Vulkov Applied mathematics and computation 161 (1), 69-91, 2005 | 13 | 2005 |
| Fast computational approach to the Delta Greek of non-linear Black–Scholes equations MN Koleva, LG Vulkov Journal of Computational and Applied Mathematics 340, 508-522, 2018 | 11 | 2018 |
| Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains BS Jovanovic, MN Koleva, LG Vulkov Journal of computational and applied mathematics 236 (3), 364-374, 2011 | 11 | 2011 |
| Numerical solution via transformation methods of nonlinear models in option pricing N Ishimura, MN Koleva, LG Vulkov AIP Conference Proceedings 1301 (1), 387-394, 2010 | 11 | 2010 |
| Finite element solution of boundary value problems with nonlocal jump conditions M Koleva Mathematical Modelling and Analysis 13 (3), 383-400, 2008 | 11 | 2008 |
| Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type M Koleva, L Vulkov Journal of computational and applied mathematics 202 (2), 414-434, 2007 | 11 | 2007 |
| Penalty method for indifference pricing of American option in a liquidity switching market TB Gyulov, MN Koleva Applied Numerical Mathematics 172, 525-545, 2022 | 10 | 2022 |
| On the computation of blow-up solutions of elliptic equations with semilinear dynamical boundary conditions MN Koleva Large-Scale Scientific Computing: 4th International Conference, LSSC 2003 …, 2004 | 9 | 2004 |
| A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term MN Koleva, LG Vulkov Journal of Computational and Applied Mathematics 318, 538-549, 2017 | 8 | 2017 |
| Fully implicit time-stepping schemes for a parabolic-ODE system of European options with liquidity shocks MN Koleva, LG Vulkov International Conference on Large-Scale Scientific Computing, 360-368, 2015 | 8 | 2015 |
| Efficient numerical method for solving Cauchy problem for the Gamma equation MN Koleva AIP Conference Proceedings 1410 (1), 120-127, 2011 | 8 | 2011 |
