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Muravey, Dmitry

Co-Author Distance
Author ID: muravey.dmitry Recent zbMATH articles by "Muravey, Dmitry"
Published as: Muravey, Dmitry; Muravey, D.
Documents Indexed: 10 Publications since 2015, including 1 Book and 2 Additional arXiv Preprints
Co-Authors: 6 Co-Authors with 7 Joint Publications
198 Co-Co-Authors
all top 5

Co-Authors

3 single-authored
4 Itkin, Andrey
3 Lipton, Alexander
2 Boguslavskaya, Elena Vladimirovna
1 Boguslavsky, Michael I.
1 Shen, Yang
1 Zeng, Yan
all top 5

Serials

2 Frontiers of Mathematical Finance
1 Physica A
1 Theory of Probability and its Applications
1 Acta Applicandae Mathematicae
1 International Journal of Theoretical and Applied Finance
1 Scandinavian Actuarial Journal
all top 5

Fields

6 Partial differential equations (35-XX)
6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Probability theory and stochastic processes (60-XX)
2 Numerical analysis (65-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 Topological groups, Lie groups (22-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Calculus of variations and optimal control; optimization (49-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

4 Publications have been cited 11 times in 10 Documents Cited by ▼ Year ▼
An explicit solution for optimal investment in Heston model. Zbl 1355.35183
Boguslavskaya, E.; Muravey, D.
7
2016
Multilayer heat equations and their solutions via oscillating integral transforms. Zbl 07543470
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry
2
2022
Lie symmetries methods in boundary crossing problems for diffusion processes. Zbl 1460.60091
Muravey, Dmitry
1
2020
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model. Zbl 1521.91322
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan
1
2023
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model. Zbl 1521.91322
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan
1
2023
Multilayer heat equations and their solutions via oscillating integral transforms. Zbl 07543470
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry
2
2022
Lie symmetries methods in boundary crossing problems for diffusion processes. Zbl 1460.60091
Muravey, Dmitry
1
2020
An explicit solution for optimal investment in Heston model. Zbl 1355.35183
Boguslavskaya, E.; Muravey, D.
7
2016
all cited Publications top 5 cited Publications
all top 5

Cited by 22 Authors

2 Muravey, Dmitry
2 Zhou, Qing
1 Haghgozar, Hossein Samimi
1 Huang, Menglei
1 Itkin, Andrey
1 Lejay, Antoine
1 Li, Wenyuan
1 Lu, Yuxuan
1 Ma, Jingtang
1 Mazzonetto, Sara
1 Mi, Hui
1 Moghaddam, Behrouz Parsa
1 Mostaghim, Zeinab Salamat
1 Muravei, D. L.
1 Shen, Yang
1 Wu, Weixing
1 Xiao, Weilin
1 Xu, Lixia
1 Yao, Jing
1 Zeng, Yan
1 Zhao, Ying
1 Zheng, Harry H.
all top 5

Cited in 10 Serials

1 Scandinavian Journal of Statistics
1 Optimal Control Applications & Methods
1 Insurance Mathematics & Economics
1 Computational Mathematics and Modeling
1 European Journal of Operational Research
1 Computational and Applied Mathematics
1 Methodology and Computing in Applied Probability
1 Scandinavian Actuarial Journal
1 Mathematical Sciences
1 Frontiers of Mathematical Finance
all top 5

Cited in 9 Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Systems theory; control (93-XX)
3 Numerical analysis (65-XX)
2 Partial differential equations (35-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Probability theory and stochastic processes (60-XX)
1 Ordinary differential equations (34-XX)
1 Statistics (62-XX)
1 Operations research, mathematical programming (90-XX)

Citations by Year