D. L. Muravei

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Person:694311


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!

PublicationDate of PublicationType
Optimal portfolio management in a modified constant elasticity of variance model
Computational Mathematics and Modeling
2018-04-11Paper
A lower bound on the value of an infinite American call option on two assets
Computational Mathematics and Modeling
2012-12-12Paper
The price of a lookback option as the solution of a boundary-value problem for the heat equation
Computational Mathematics and Modeling
2009-11-13Paper


Research outcomes over time


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