2 papers
q-fin.PR2008
Mirror-time diffusion discount model of options pricing
Pavel Levin
The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and comp…
nlin.AO2006
Periodic structure of spin-transfer current in ferromagnetic multilayers
Pavel Levin
We show that the drift-diffusion mechanism in a normal-metal layer in combination with the resonance electron-magnon interactions at ferromagnet-normal interface of F-N-F heterostu…