Concepedia

Dmitry Muravey

DM

2

Publications

36

Citations

2

H-Index

2016

Active since

Affiliations

Xiamen University(Current)

Dmitry Muravey is an author at Xiamen University specializing in option pricing, finance, and stochastic calculus.

ORCID

Top concepts

Publications per year

2016–2022

2

Publications

2

Optimal investment and reinsurance strategies under 4/2 stochastic volatility model

Wenyuan Wang, Dmitry Muravey, Yang Shen et al. · Scandinavian Actuarial Journal · 2022 · 25 citations

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An Explicit Solution for Optimal Investment in Heston Model

Elena Boguslavskaya, Dmitry Muravey · Theory of Probability and Its Applications · 2016 · 11 citations

, , +14

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