| Статия в сборник (на конференция и др.) |
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1
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Dessislava Koleva, Mariyan Milev, Application of Dividend Policies to Finite Difference Methods in Option Pricing, Proceedings of the 19th European Young Statisticians Meeting, 2015, pages:76-80
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2015
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2
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Mariyan Milev, Aldo Tagliani, Desislava Koleva, Fast Explicit Positivity-preserving Schemes for the Black-Scholes Equation, AIP Conference Proceedings, 2014, pages:164-174, International
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2014
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| Участие в конференция |
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1
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Секционен доклад, Dessislava Koleva, Special Application of Mellin Transform to Contingent Claims Pricing
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2016
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2
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Секционен доклад, Десислава Колева, Приложение на трансформация на Мелин при оценяване на опции
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2016
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3
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Секционен доклад, Dessislava Koleva, Evolution of the Numerical Application of Discrete Dividends to Option Pricing
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2015
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4
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Секционен доклад, Dessislava Koleva, Application of Dividend Policies to Finite Difference Methods in Option Pricing
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2015
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5
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Секционен доклад, Dessislava Koleva, Numerical Valuation of American Options with Discrete Dividends
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2014
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6
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Секционен доклад, Dessislava Koleva, Numerical Solution of Convection-Diffusion Equations with Discontinuous Boundary Conditions: Application in Finance.
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2014
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