{"id":"https://openalex.org/W3005815571","doi":"https://doi.org/10.1007/978-3-030-41032-2_67","title":"Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method","display_name":"Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3005815571","doi":"https://doi.org/10.1007/978-3-030-41032-2_67","mag":"3005815571"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-41032-2_67","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-41032-2_67","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046821864","display_name":"Miglena N. Koleva","orcid":"https://orcid.org/0000-0003-0360-3651"},"institutions":[{"id":"https://openalex.org/I43986944","display_name":"Angel Kanchev University of Ruse","ror":"https://ror.org/01g09ef73","country_code":"BG","type":"education","lineage":["https://openalex.org/I43986944"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Miglena N. Koleva","raw_affiliation_strings":["University of Ruse, 8 Studentska str., 7017, Ruse, Bulgaria"],"affiliations":[{"raw_affiliation_string":"University of Ruse, 8 Studentska str., 7017, Ruse, Bulgaria","institution_ids":["https://openalex.org/I43986944"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026685590","display_name":"Lubin G. Vulkov","orcid":"https://orcid.org/0000-0003-0684-8574"},"institutions":[{"id":"https://openalex.org/I43986944","display_name":"Angel Kanchev University of Ruse","ror":"https://ror.org/01g09ef73","country_code":"BG","type":"education","lineage":["https://openalex.org/I43986944"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Lubin G. Vulkov","raw_affiliation_strings":["University of Ruse, 8 Studentska str., 7017, Ruse, Bulgaria"],"affiliations":[{"raw_affiliation_string":"University of Ruse, 8 Studentska str., 7017, Ruse, Bulgaria","institution_ids":["https://openalex.org/I43986944"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5046821864"],"corresponding_institution_ids":["https://openalex.org/I43986944"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.4703,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.84315214,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"584","last_page":"592"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9975000023841858,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9975000023841858,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.9369000196456909,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/superconvergence","display_name":"Superconvergence","score":0.9346986413002014},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.6532504558563232},{"id":"https://openalex.org/keywords/finite-volume-method","display_name":"Finite volume method","score":0.595135509967804},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5567498207092285},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5035673975944519},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5013422966003418},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.5003228187561035},{"id":"https://openalex.org/keywords/degeneracy","display_name":"Degeneracy (biology)","score":0.48558562994003296},{"id":"https://openalex.org/keywords/norm","display_name":"Norm (philosophy)","score":0.43589144945144653},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4290817081928253},{"id":"https://openalex.org/keywords/finite-element-method","display_name":"Finite element method","score":0.42676854133605957},{"id":"https://openalex.org/keywords/volume","display_name":"Volume (thermodynamics)","score":0.41690027713775635},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.28845536708831787},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15110909938812256},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.14565306901931763},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13029515743255615},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0978911817073822},{"id":"https://openalex.org/keywords/law","display_name":"Law","score":0.09227335453033447},{"id":"https://openalex.org/keywords/mechanics","display_name":"Mechanics","score":0.0873536765575409}],"concepts":[{"id":"https://openalex.org/C83295009","wikidata":"https://www.wikidata.org/wiki/Q7643190","display_name":"Superconvergence","level":3,"score":0.9346986413002014},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.6532504558563232},{"id":"https://openalex.org/C50478463","wikidata":"https://www.wikidata.org/wiki/Q1401936","display_name":"Finite volume method","level":2,"score":0.595135509967804},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5567498207092285},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5035673975944519},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5013422966003418},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.5003228187561035},{"id":"https://openalex.org/C2777727622","wikidata":"https://www.wikidata.org/wiki/Q5251772","display_name":"Degeneracy (biology)","level":2,"score":0.48558562994003296},{"id":"https://openalex.org/C191795146","wikidata":"https://www.wikidata.org/wiki/Q3878446","display_name":"Norm (philosophy)","level":2,"score":0.43589144945144653},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4290817081928253},{"id":"https://openalex.org/C135628077","wikidata":"https://www.wikidata.org/wiki/Q220184","display_name":"Finite element method","level":2,"score":0.42676854133605957},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.41690027713775635},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.28845536708831787},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15110909938812256},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.14565306901931763},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13029515743255615},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0978911817073822},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.09227335453033447},{"id":"https://openalex.org/C57879066","wikidata":"https://www.wikidata.org/wiki/Q41217","display_name":"Mechanics","level":1,"score":0.0873536765575409},{"id":"https://openalex.org/C60644358","wikidata":"https://www.wikidata.org/wiki/Q128570","display_name":"Bioinformatics","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-41032-2_67","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-41032-2_67","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1838980340","https://openalex.org/W1902819800","https://openalex.org/W1922454580","https://openalex.org/W1978474130","https://openalex.org/W2013175582","https://openalex.org/W2035935172","https://openalex.org/W2119303271","https://openalex.org/W2156690247","https://openalex.org/W2288107493","https://openalex.org/W2346466252","https://openalex.org/W2963297260","https://openalex.org/W3125055244"],"related_works":["https://openalex.org/W2094577950","https://openalex.org/W2031157121","https://openalex.org/W1565666028","https://openalex.org/W2891538916","https://openalex.org/W4230524683","https://openalex.org/W3141012097","https://openalex.org/W2160252404","https://openalex.org/W185121461","https://openalex.org/W2949279852","https://openalex.org/W1981510480"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
