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…
Fast algorithms for interpolation with L-splines for differential operators L of order 4 with constant coefficients
Ognyan Kounchev, Hermann Render, Tsvetomir Tsachev
In the classical theory of cubic interpolation splines there exists an algorithm which works with only arithmetic operations. Also, the smoothing cubic splines m…
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…
Polyharmonic Daubechies type wavelets in Image Processing and Astronomy, I
Ognyan Kounchev, Damyan Kalaglarsky
We introduce a new family of multivariate wavelets which are obtained by "polyharmonic subdivision". They generalize directly the original compactly supported Daubechies wavelets.