{"id":"https://openalex.org/W1421296347","doi":"https://doi.org/10.1007/978-3-642-41515-9_21","title":"A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models","display_name":"A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W1421296347","doi":"https://doi.org/10.1007/978-3-642-41515-9_21","mag":"1421296347"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-41515-9_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_21","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/A5005050333","display_name":"T. Chernogorova","orcid":null},"institutions":[{"id":"https://openalex.org/I58918642","display_name":"Sofia University \"St. Kliment Ohridski\"","ror":"https://ror.org/02jv3k292","country_code":"BG","type":"education","lineage":["https://openalex.org/I58918642"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Tatiana P. Chernogorova","raw_affiliation_strings":["Faculty of Mathematics and Informatics, Sofia University, Bulgaria","Faculty of Mathematics and Informatics, Sofia University, Bulgaria#TAB#"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, Bulgaria","institution_ids":["https://openalex.org/I58918642"]},{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, Bulgaria#TAB#","institution_ids":["https://openalex.org/I58918642"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5039240208","display_name":"Radoslav L. Valkov","orcid":null},"institutions":[{"id":"https://openalex.org/I58918642","display_name":"Sofia University \"St. Kliment Ohridski\"","ror":"https://ror.org/02jv3k292","country_code":"BG","type":"education","lineage":["https://openalex.org/I58918642"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Radoslav L. Valkov","raw_affiliation_strings":["Faculty of Mathematics and Informatics, Sofia University, Bulgaria","Faculty of Mathematics and Informatics, Sofia University, Bulgaria#TAB#"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, Bulgaria","institution_ids":["https://openalex.org/I58918642"]},{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, Bulgaria#TAB#","institution_ids":["https://openalex.org/I58918642"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005050333"],"corresponding_institution_ids":["https://openalex.org/I58918642"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.08713341,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"206","last_page":"213"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9747999906539917,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9718999862670898,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.7259820699691772},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.6227609515190125},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5805290341377258},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5246903300285339},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46895402669906616},{"id":"https://openalex.org/keywords/finite-difference","display_name":"Finite difference","score":0.4405423700809479},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.397811621427536},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.394846111536026},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.27253592014312744},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.1669875681400299}],"concepts":[{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.7259820699691772},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.6227609515190125},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5805290341377258},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5246903300285339},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46895402669906616},{"id":"https://openalex.org/C181330731","wikidata":"https://www.wikidata.org/wiki/Q2068418","display_name":"Finite difference","level":2,"score":0.4405423700809479},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.397811621427536},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.394846111536026},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.27253592014312744},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.1669875681400299}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-41515-9_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_21","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":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.4699999988079071}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W104688703","https://openalex.org/W1902819800","https://openalex.org/W2019935264","https://openalex.org/W2035935172","https://openalex.org/W2148080284","https://openalex.org/W2156690247","https://openalex.org/W2955102602","https://openalex.org/W2964080327","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2040473961","https://openalex.org/W2291973775","https://openalex.org/W2994814085","https://openalex.org/W2156582424","https://openalex.org/W2172176281","https://openalex.org/W1505958887","https://openalex.org/W2286180210","https://openalex.org/W2402468507","https://openalex.org/W1501534286","https://openalex.org/W3121780766"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}