Tihomir Gyulov

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All published works
Action Title Year Authors
+ Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media 2023 Tihomir Gyulov
Lubin G. Vulkov
+ A priori estimates for solutions of boundary value problems for a time fractional parabolic system of fractured porous media 2023 Tihomir Gyulov
Lubin G. Vulkov
+ Alternating direction implicit finite difference method for time-fractional multi-asset Black-Scholes problem governing European options 2022 Tihomir Gyulov
Miglena N. Koleva
+ Penalty method for indifference pricing of American option in a liquidity switching market 2021 Tihomir Gyulov
Miglena N. Koleva
+ Fitted finite volume method for indifference pricing in an exponential utility regime-switching model 2019 Tihomir Gyulov
Miglena N. Koleva
Lubin G. Vulkov
+ PDF Chat Well posedness and comparison principle for option pricing with switching liquidity 2018 Tihomir Gyulov
Lubin G. Vulkov
+ PDF Chat Numerical approach to optimal portfolio in a power utility regime-switching model 2017 Tihomir Gyulov
Miglena N. Koleva
Lubin G. Vulkov
+ Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity 2015 Tihomir Gyulov
Lyuben Valkov
+ Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity 2015 Tihomir Gyulov
Lyuben Valkov
+ American option pricing problem transformed on finite interval 2014 Tihomir Gyulov
Radoslav L. Valkov
+ Numerical analysis of an Asian-rate call option 2013 Tihomir Gyulov
Radoslav L. Valkov
+ PDF Chat Variational formulation for Black-Scholes equations in stochastic volatility models 2012 Tihomir Gyulov
Radoslav L. Valkov
+ Classical and Weak Solutions for Two Models in Mathematical Finance 2011 Tihomir Gyulov
Radoslav L. Valkov
George Venkov
Ralitza Kovacheva
Vesela Pasheva
+ On a class of boundary value problems involving the p-biharmonic operator 2009 Tihomir Gyulov
Gheorghe Moroşanu
+ Solvability of Some Nonlinear Fourth Order Boundary Value Problems 2009 Tihomir Gyulov
+ Lower and upper solutions for a fully nonlinear beam equation 2008 Feliz Minhós
Tihomir Gyulov
A.I. Santos
+ Existence and location result for the bending of a single elastic beam 2007 Feliz Minhós
Tihomir Gyulov
A.I. Santos
+ On a nonsmooth fourth order boundary value problem 2006 Tihomir Gyulov
Gheorghe Moroșanu
+ Existence for a semilinear sixth-order ODE 2006 Tihomir Gyulov
Gheorghe Moroșanu
Stepan Tersian
+ EXISTENCE AND LOCATION RESULT FOR A FOURTH ORDER BOUNDARY VALUE PROBLEM 2005 Feliz Minhós
Tihomir Gyulov
A.I. Santos
+ Existence of trivial and nontrivial solutions of a fourth-order ordinary differential equation. 2004 Tihomir Gyulov
Stepan Tersian
+ EXISTENCE OF TRIVIAL AND NONTRIVIAL SOLUTIONS OF A FOURTH-ORDER ORDINARY DIFFERENTIAL EQUATION 2004 Tihomir Gyulov
Stepan Tersian
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat The dual variational principle and equilibria for a beam resting on a discontinuous nonlinear elastic foundation 2000 Maria do Rosário Grossinho
Stepan Tersian
6
+ Existence of trivial and nontrivial solutions of a fourth-order ordinary differential equation. 2004 Tihomir Gyulov
Stepan Tersian
6
+ PDF Chat EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS 2013 Michael Ludkovski
Qunying Shen
4
+ PDF Chat Existence and uniqueness theorems for a fourth order boundary value problem of Sturm-Liouville type 1991 Chaitan P. Gupta
4
+ Spatial Patterns: Higher Order Models in Physics and Mechanics 2001 L. A. Peletier
William C. Troy
4
+ PDF Chat Existence and nonexistence of nontrivial solutions of semilinear fourth- and sixth-order differential equations 2003 Julia Chaparova
L. A. Peletier
Stepan Tersian
4
+ Periodic and Homoclinic Solutions of Extended Fisher–Kolmogorov Equations 2001 Stepan Tersian
Julia Chaparova
4
+ Topological Degree Methods in Nonlinear Boundary Value Problems 1979 Jean Mawhin
3
+ Some metric-singular properties of the graph of solutions of the one-dimensional p-Laplacian 2004 Mervan Pašić
Vesna Županović
3
+ Symmetric equilibria for a beam with a nonlinear elastic foundation. 1994 Maria do Rosário Grossinho
Tengteng Ma
3
+ Multiple positive solutions for a semipositone fourth-order boundary value problem 2003 Ruyun Ma
3
+ Positive solutions for a beam equation on a nonlinear elastic foundation 2004 To Fu
3
+ EXISTENCE AND LOCATION RESULT FOR A FOURTH ORDER BOUNDARY VALUE PROBLEM 2005 Feliz Minhós
Tihomir Gyulov
A.I. Santos
3
+ Fourth-order problems with nonlinear boundary conditions 2005 Daniel Franco
Donal O’Regan
Juan Perán
3
+ IMEX schemes for a parabolic-ODE system of European options with liquidity shocks 2015 Walter Mudzimbabwe
Lubin G. Vulkov
3
+ Functional Methods in Differential Equations 2002 Veli-Matti Hokkanen
Gheorghe Moroşanu
3
+ Upper and Lower Solutions in the Theory of Ode Boundary Value Problems: Classical and Recent Results 1996 C. De Coster
Patrick Habets
3
+ Optimization and Nonsmooth Analysis 1990 Frank H. Clarke
3
+ On a nonsmooth fourth order boundary value problem 2006 Tihomir Gyulov
Gheorghe Moroșanu
2
+ Boundary Value Problems for Fractional PDE and Their Numerical Approximation 2013 Boško S. Jovanović
Lubin G. Vulkov
Aleksandra Delić
2
+ PDF Chat Analysis of the stability of the linear boundary condition for the Black–Scholes equation 2004 H. Windcliff
Peter Forsyth
K.R. Vetzal
2
+ PDF Chat Determination of concentration source in a fractional derivative model of atmospheric pollution 2021 Juri D. Kandilarov
Lubin G. Vulkov
2
+ PDF Chat A priori estimates for solutions of boundary value problems for fractional-order equations 2010 Anatoly A. Alikhanov
2
+ Iterative solutions for a beam equation with nonlinear boundary conditions of third order 2003 To Fu
Jair Da Silva
2
+ Positive solutions for a fourth order boundary value problem 2005 Bo Yang
2
+ PDF Chat He’s fractional derivative for heat conduction in a fractal medium arising in silkworm cocoon hierarchy 2015 Fujuan Liu
Zheng-Biao Li
Sheng Zhang
Hongyan Liu
2
+ Modeling non-Darcian flow and solute transport in porous media with the Caputo–Fabrizio derivative 2018 Hong Zhou
Shuai Yang
S.Q. Zhang
2
+ PDF Chat Existence result for some third order separated boundary value problems 2001 Maria do Rosário Grossinho
Feliz Minhós
2
+ A novel fitted finite volume method for the Black-Scholes equation governing option pricing 2004 Song Wang
2
+ A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term 2016 Miglena N. Koleva
Lubin G. Vulkov
2
+ PDF Chat A new parameterization for the concentration flux using the fractional calculus to model the dispersion of contaminants in the Planetary Boundary Layer 2018 A. Goulart
Matheus J. Lazo
J. M. S. Suarez
2
+ Nature of spatial chaos 1987 P. Coullet
Christian Elphick
D. Repaux
2
+ PDF Chat Generalized gradients and applications 1975 Frank H. Clarke
2
+ Nonlinear Parabolic and Elliptic Equations 1993 C. V. Pao
2
+ The Method of Lower and Upper Solutions for Second, Third, Fourth, and Higher Order Boundary Value Problems 1994 Alberto Cabada
2
+ Remarks on finding critical points 1991 Haı̈m Brezis
Louis Nirenberg
2
+ Problèmes aux limites non homogènes et applications 1968 Enrico Magenes
Jacques Louis Lions
2
+ Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing 2007 Lutz Angermann
Song Wang
2
+ PDF Chat Bistable Systems with Propagating Fronts Leading to Pattern Formation 1988 Gregory T. Dee
Wim van Saarloos
2
+ PDF Chat Utility–indifference hedging and valuation via reaction–diffusion systems 2004 Dirk Becherer
2
+ PDF Chat Partial Differential Equations 1988 Shiing-Shen Chern
2
+ A power penalty approach to a Nonlinear Complementarity Problem 2009 Chongchao Huang
Song Wang
1
+ PDF Chat Solvability of some third-order boundary value problems with asymmetric unbounded nonlinearities 2005 Maria do Rosário Grossinho
Feliz Minhós
A.I. Santos
1
+ PDF Chat Numerical performance of penalty method for American option pricing 2009 K. Zhang
Xiaoqi Yang
Song Wang
Kok Lay Teo
1
+ Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation 2011 Yanan Zhang
Zhi‐zhong Sun
1
+ NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING 2009 A.Q.M. Khaliq
R. H. Liu
1
+ A positive splitting method for mixed hyperbolic-parabolic systems 2001 Alf Gerisch
David F. Griffiths
R. Weiner
Mark A. J. Chaplain
1
+ Numerical methods for solving the coefficient inverse problem 1992 П. Н. Вабищевич
A. Yu. Denisenko
1
+ PDF Chat �ber Abbildung von Mannigfaltigkeiten 1912 L. E. J. Brouwer
1
+ PDF Chat A maximum principle for weakly coupled systems of second order partial differential equations with nonnegative characteristic form 1981 Chris Cosner
1