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Muravey, Dmitry
Statistics Math-Net.Ru
Total publications:
1
Scientific articles:
1
Presentations:
1
Number of views:
This page:
240
Abstract pages:
371
Full texts:
241
References:
57
https://www.mathnet.ru/eng/person80954
List of publications on Google Scholar
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Publications in
Math-Net.Ru
Citations
2015
1.
E. B. Boguslavskaya, D. Muravey, “An explicit solution for optimal investment in Heston model”,
Teor. Veroyatnost. i Primenen.
,
60
:4 (2015),
811–819
;
Theory Probab. Appl.
,
60
:4 (2016),
679–688
11
Presentations in
Math-Net.Ru
1.
The value of Asian options in the Black–Scholes model: PDE approach
Dmitry Muravey
International conference "Advanced Finance and Stochastics"
June 28, 2013
13:30
Organisations
Central Economics and Mathematics Institute of the Russian Academy of Sciences, Moscow
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