activity
20152023
most citedThe Boundary Value Problem for a Static 2D Klein--Gordon Equation in the Infinite Strip and in the Half-Plane

2 citations · 5 across the 7 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.PR2022★ 1 cited

Semi-analytical pricing of barrier options in the time-dependent Heston model

P. Carr, A. Itkin, D. Muravey

We develop the general integral transforms (GIT) method for pricing barrier options in the time-dependent Heston model (also with a time-dependent barrier) where the option price i…