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researcher

D. Muravey

14 papers hereh-index 8147 citations18 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • last author9

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.CP5
  • q-fin.MF3
  • q-fin.PR3
  • math.PR2
  • math.AP1

identity via Semantic Scholar / OpenAlex

activity
20142023
most citedSemi-closed form prices of barrier options in the Hull-White model

6 citations · 20 across the 14 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.MF2014

Interest rate models and Whittaker functions

Dmitry Muravey

I present the technique which can analyse some interest rate models: Constantinides-Ingersoll, CIR-model, geometric CIR and Geometric Brownian Motion. All these models have the uni…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.