Dmitry Muravey
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit Frontiers of Mathematical Finance | 2022-08-30 | Paper |
| Multilayer heat equations: application to finance Frontiers of Mathematical Finance | 2022-08-30 | Paper |
| Multilayer heat equations and their solutions via oscillating integral transforms Physica A | 2022-06-17 | Paper |
| TRADING MULTIPLE MEAN REVERSION International Journal of Theoretical and Applied Finance | 2022-03-29 | Paper |
| Generalized integral transforms in mathematical finance | 2021-11-10 | Paper |
| Lie symmetries methods in boundary crossing problems for diffusion processes Acta Applicandae Mathematicae | 2021-05-06 | Paper |
| Computing wedge probabilities: finite time horizon case | 2019-01-22 | Paper |
| An explicit solution for optimal investment in Heston model Theory of Probability & Its Applications | 2016-12-07 | Paper |
| The Boundary Value Problem for a Static 2D Klein--Gordon Equation in the Infinite Strip and in the Half-Plane | 2015-04-08 | Paper |
Research outcomes over time
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