Igor V. Kravchenko

Identifiers

• name variant Igor V. Kravchenko 0.60 · backfill

Papers (2)

1. Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation q-fin.CP · 2017 · author #1
2. Solution of parabolic free boundary problems using transmuted heat polynomials math.AP · 2017 · author #1

Mentions

• 1706.07100 #1 · arxiv_oai · confidence 0.70 Igor V. Kravchenko

Frequent Coauthors

• Sergii M. Torba 2 shared papers
• Vladislav V. Kravchenko 2 shared papers
• Jos\'e Carlos Dias 1 shared papers