Dmitry Muravey – författare

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1 produkter

1. 

   GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE

   Av Andrey Itkin, Alexander Lipton m. fl.

   Inbunden, 2021

   2398 kr

   Lägg i varukorg

   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 …