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“dmitry muravey”

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  • Generalized Integral Transforms In Mathematical Finance

    by Andrey Itkin, Alexander Lipton, Dmitry Muravey ...
    This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an ... Read more

    $120.59 USD