Muravey Dmitry Leonidovich

Publications in Math-Net.Ru

1. An explicit solution for optimal investment in Heston model
   
   Teor. Veroyatnost. i Primenen., 60:4 (2015),  811–819
2. Using the differential method for building low estimate of the cost of the infinite american option on 2 assets
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2012, no. 1,  131–141