Zobrazeno 1 - 10
of 82
pro vyhledávání: '"Ognyan Kounchev"'
Autor:
George Dimitrov, Trifon Valkov, Hristiana Batselova, Ognyan Kounchev, Georgi Momekov, Radka Argirova
Publikováno v:
BMJ Open, Vol 13, Iss 8 (2023)
Objective This study focused on Bulgarian patient cohorts harbouring a single documented chronic comorbidity–cardiovascular pathology, an oncological disease or a chronic pulmonary diseases (CPD) comparing the outcomes in fully vaccinated and non-v
Externí odkaz:
https://doaj.org/article/02b52c71088741b9abdecdf3df504cee
Publikováno v:
Biomath, Vol 10, Iss 1 (2021)
We develop a novel TVBG-SEIR spline model for analysis of the coronavirus infection (COVID-19). It aims to analyze the long-term global evolution of the epidemics "controlled" by the introduction of lockdown/open up measures by the authorities. The i
Externí odkaz:
https://doaj.org/article/5b8c4f6825f649c5ab7a6ce1e9a32867
Publikováno v:
Proceedings of the Bulgarian Academy of Sciences. 76:114-119
We provide a study of the Covid-19 spread in Bulgaria in the period starting December 15, 2021 until early February, 2022. In particular, we provide predictive scenarios for the peak of the pandemic. Based on these scenarios, we estimate the risks in
Publikováno v:
Proceedings of the Bulgarian Academy of Sciences. 75:11-18
In this paper it is shown that many features from polynomial spline methods used in nonparametric regression and smoothing procedures carry over to the class of L-splines where L is a linear differential operator of order 4 with constant coefficients
Publikováno v:
Journal of Computational and Applied Mathematics. 422:114898
Publikováno v:
BIT Numerical Mathematics. 60:879-899
In this paper a special class of one-dimensional L-splines of order 4 is studied, which naturally appear in the computation of interpolation and smoothing with multivariate polysplines. Fast algorithms are provided for interpolation and smoothing wit
Publikováno v:
The Journal of Fixed Income. 29:53-67
Contingent convertible (CoCo) bonds comprise a specialized market segment of the contingent capital market, an instrument that offers a valuation challenge to investment professionals. In this article, we develop new pricing models for these bonds th
Autor:
Hermann Render, Ognyan Kounchev
Publikováno v:
Journal of Approximation Theory. 246:43-61
We provide necessary and sufficient conditions for functions f 1 , … , f 2 N defined on the Euclidean space R d such that the following interpolation problem can be solved: for e > 0 and real numbers t 1 . . . t 2 N there exists a polyharmonic func
Publikováno v:
Chaos, Solitons & Fractals. 123:309-319
The purpose of this paper is to present two essentially different schemes for deriving the partial differential equations (PDE) for the price of the so-called defaultable derivatives. In the first one the asset price is represented as a solution of a
In the present paper we develop a methodology for the estimation of the duration of the Epidemic of Covid-19 in a single country, with or without vaccinations, accounting for different scenarios. Our methodology is based on a specific SEIR model, cal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a40b456d877b8d22b8b9c1a78a9044b0
https://doi.org/10.7546/crabs.2021.05.05
https://doi.org/10.7546/crabs.2021.05.05