10 citations · 10 across the 4 of their papers we have counts for
4 papers
Spectral properties of the Laplacian of temporal networks following a constant block Jacobi model
Zhana Kuncheva, Ognyan Kounchev
We study the behavior of the eigenvectors associated with the smallest eigenvalues of the Laplacian matrix of temporal networks. We consider the multilayer representation of tempor…
The TVBG-SEIR spline model for analysis of COVID-19 spread, and a Tool for prediction scenarios
Ognyan Kounchev, Georgi Simeonov, Zhana Kuncheva
Mathematical models are traditionally used to analyze the long-term global evolution of epidemics, to determine the potential and severity of an outbreak, and to provide critical i…
Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework
K. Milanov, O. Kounchev
In the present paper we fill an essential gap in the Convertible Bonds pricing world by deriving a Binary Tree based model for valuation subject to credit risk. This model belongs…
Critical Analysis of the Binomial-Tree approach to Convertible Bonds in the framework of Tsiveriotis-Fernandes model
K. Milanov, O. Kounchev
In the present paper we show that the Binomial-tree approach for pricing, hedging, and risk assessment of Convertible bonds in the framework of the Tsiveriotis-Fernandes model has…