{"id":"https://openalex.org/W46126336","doi":"https://doi.org/10.1007/978-3-642-41515-9_40","title":"Positivity Preserving Numerical Method for Non-linear Black-Scholes Models","display_name":"Positivity Preserving Numerical Method for Non-linear Black-Scholes Models","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W46126336","doi":"https://doi.org/10.1007/978-3-642-41515-9_40","mag":"46126336"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-41515-9_40","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_40","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/I116528569","display_name":"European University of Lefke","ror":"https://ror.org/00t7bpe49","country_code":"TR","type":"education","lineage":["https://openalex.org/I116528569"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"Miglena N. Koleva","raw_affiliation_strings":["FNSE, University of Rousse, 8 Studentska Str., Rousse, 7017, Bulgaria"],"affiliations":[{"raw_affiliation_string":"FNSE, University of Rousse, 8 Studentska Str., Rousse, 7017, Bulgaria","institution_ids":["https://openalex.org/I116528569"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5046821864"],"corresponding_institution_ids":["https://openalex.org/I116528569"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":4.0765,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.94032887,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"363","last_page":"370"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"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":0.9995999932289124,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9835000038146973,"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/T10360","display_name":"Fluid Dynamics and Turbulent Flows","score":0.9786999821662903,"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/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.745540976524353},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6736537218093872},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6419429183006287},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6379355192184448},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5835508108139038},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5424796342849731},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.5402774810791016},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.46309471130371094},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4453926682472229},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4261900782585144},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.41817614436149597},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4163539409637451},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25775301456451416},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2435171902179718},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23504069447517395},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1151987612247467},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10139814019203186}],"concepts":[{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.745540976524353},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6736537218093872},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6419429183006287},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6379355192184448},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5835508108139038},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5424796342849731},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.5402774810791016},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.46309471130371094},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4453926682472229},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4261900782585144},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.41817614436149597},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4163539409637451},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25775301456451416},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2435171902179718},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23504069447517395},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1151987612247467},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10139814019203186},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-41515-9_40","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_40","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":22,"referenced_works":["https://openalex.org/W71521011","https://openalex.org/W308629319","https://openalex.org/W1558111175","https://openalex.org/W1902819800","https://openalex.org/W1968546292","https://openalex.org/W1970808212","https://openalex.org/W1978474130","https://openalex.org/W1983748407","https://openalex.org/W1985711989","https://openalex.org/W2006465918","https://openalex.org/W2015726575","https://openalex.org/W2018580381","https://openalex.org/W2029591095","https://openalex.org/W2034976587","https://openalex.org/W2040394324","https://openalex.org/W2063708794","https://openalex.org/W2093077581","https://openalex.org/W2094835159","https://openalex.org/W2102583609","https://openalex.org/W2113317082","https://openalex.org/W2161836471","https://openalex.org/W3149806409"],"related_works":["https://openalex.org/W4328096176","https://openalex.org/W2258849102","https://openalex.org/W3106115764","https://openalex.org/W2368488114","https://openalex.org/W1606748888","https://openalex.org/W2792174015","https://openalex.org/W2943124786","https://openalex.org/W4323786639","https://openalex.org/W3176143848","https://openalex.org/W2088436879"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-01-15T23:16:33.117629","created_date":"2025-10-10T00:00:00"}
