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
This page was built for person: Dmitry Muravey
