Dmitry Muravey

Available identifiers

zbMath Open muravey.dmitryMaRDI QIDQ829564

List of research outcomes

Publication	Date of Publication	Type
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit	2022-08-30	Paper
Multilayer heat equations: application to finance	2022-08-30	Paper
Multilayer heat equations and their solutions via oscillating integral transforms	2022-06-17	Paper
TRADING MULTIPLE MEAN REVERSION	2022-03-29	Paper
Generalized Integral Transforms in Mathematical Finance	2021-11-10	Paper
Lie symmetries methods in boundary crossing problems for diffusion processes	2021-05-06	Paper
Computing wedge probabilities: finite time horizon case	2019-01-22	Paper
An Explicit Solution for Optimal Investment in Heston Model	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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