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Mariyan Milev
Observed names:
Agop Izmirliyan,
M Milev,
M. Milev,
Marian Milev,
Mariyan Nedelchev Milev,
Maryian Milev,
Milev, Mariyan
show all 7
Institutions:
University of Architecture, Civil Engineering and Geodesy,
Technical University of Sofia,
Sofia University "St. Kliment Ohridski"
Observed institutions:
Plovdiv University,
University of Trento,
University of Architecture, Civil Engineering and Geodesy,
University of National and World Economy,
Technical University of Sofia,
University of Food Technologies,
Sofia University "St. Kliment Ohridski"
show all 7
ORCID:
0000-0002-1756-3358
Observed ORCID:
0000-0002-1756-3358
OpenAlex ID:
A5082861082
Radial basis functions with application to finance: American put option under jump diffusion
2011
·
Ahmad Golbabai
, Davood Ahmadian
, et al.
·
Mathematical and Computer Modelling
·
50
PDF
Numerical valuation of discrete double barrier options
2009
·
Mariyan Milev
, Aldo Tagliani
·
Journal of Computational and Applied Mathematics
·
38
PDF
Laplace Transform and finite difference methods for the Black–Scholes equation
2013
·
Aldo Tagliani
, Mariyan Milev
·
Applied Mathematics and Computation
·
28
Moment information and entropy evaluation for probability densities
2011
·
Mariyan Milev
, Pierluigi Novi Inverardi
, et al.
·
Applied Mathematics and Computation
·
25
Efficient implicit scheme with positivity preserving and smoothing properties
2012
·
Mariyan Milev
, Aldo Tagliani
·
Journal of Computational and Applied Mathematics
·
24
PDF
Discontinuous payoff option pricing by Mellin transform: A probabilistic approach
2016
·
H. Gzyl
, M. Milev
, et al.
·
Finance research letters
·
17
A numerical method for pricing discrete double barrier option by Legendre multiwavelet
2017
·
Amirhossein Sobhani
, Mariyan Milev
·
Journal of Computational and Applied Mathematics
·
15
PDF
Laplace transform inversion on the real line is truly ill-conditioned
2013
·
H. Gzyl
, A. Tagliani
, et al.
·
Applied Mathematics and Computation
·
15
Integral Representation for the Solutions of Autonomous Linear Neutral Fractional Systems with Distributed Delay
2020
·
Ekaterina Madamlieva
, Mihail Konstantinov
, et al.
·
Mathematics
·
14
A Note About Stability of Fractional Retarded Linear Systems With Distributed Delays
2017
·
M. Milev
, S. Zlatev
·
International Journal of Pure and Apllied Mathematics
·
11
PDF
Hybrid Stochastic–Machine Learning Framework for Postprandial Glucose Prediction in Type 1 Diabetes
2025
·
Irina Naskinova
, Mikhail Kolev
, et al.
·
Algorithms
·
10
PDF
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
2016
·
Mariyan Milev
, Aldo Tagliani
·
Statistics & Probability Letters
·
10
Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
2009
·
Mariyan Milev
, Aldo Tagliani
·
Bulgarian Portal for Open Science
·
10
Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations
2017
·
Omid Farkhondeh Rouz
, Davood Ahmadian
, et al.
·
AIP conference proceedings
·
9
Machine Learning-Based Blood Pressure Prediction Using Cardiovascular Disease Data: A Comprehensive Comparative Study
2026
·
Irina Naskinova
, Mikhail Kolev
, et al.
·
Electronics
·
8
PDF
Integral Representation of the Solution of the Cauchy Problem for Autonomous Linear Neutral Fractional System
2018
·
Angel Golev
, Mariyan Milev
·
International Journal of Pure and Apllied Mathematics
·
8
Using real options analysis to support strategic management decisions
2013
·
Stanimir Kabaivanov
, Veneta Markovska
, et al.
·
AIP conference proceedings
·
8
Fundamental Matrix, Integral Representation and Stability Analysis of the Solutions of Neutral Fractional Systems with Derivatives in the Riemann—Liouville Sense
2024
·
Hristo Kiskinov
, Mariyan Milev
, et al.
·
Fractal and Fractional
·
6
PDF
About the Resolvent Kernel of Neutral Linear Fractional System with Distributed Delays
2022
·
Hristo Kiskinov
, Mariyan Milev
, et al.
·
Mathematics
·
6
PDF
Usage of K-cluster and factor analysis for grouping and evaluation the quality of olive oil in accordance with physico-chemical parameters
2015
·
M. Milev
, Kr. Nikolova
, et al.
·
AIP conference proceedings
·
6
Discrete Monitored Barrier Options: by Finite Difference Schemes
2008
·
Aldo Tagliani
, Mariyan Milev
, et al.
·
6
Fundamental Matrix, Measure Resolvent Kernel and Stability Properties of Fractional Linear Delayed System with Discontinuous Initial Conditions
2025
·
Hristo Kiskinov
, Mariyan Milev
, et al.
·
Mathematics
·
5
PDF
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes
2022
·
Amirhossein Sobhani
, Mariyan Milev
·
Mathematical Methods in the Applied Sciences
·
5
PDF
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
2010
·
Mariyan Milev
, Aldo Tagliani
·
Bulgarian Portal for Open Science
·
5
Variable-Order Fractional Linear Systems with Distributed Delays—Existence, Uniqueness and Integral Representation of the Solutions
2024
·
Hristo Kiskinov
, Mariyan Milev
, et al.
·
Fractal and Fractional
·
4
PDF
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Works count:
77
Citation count:
380
H-index:
10
I10-index:
13
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