Browsing by Subject Neumann series of Bessel functions
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2019 | Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation | Kravchenko, I.; Kravchenko, V. V.; Torba, S. M.; Dias, J. C. | Article | Open Access |
| 28-Sep-2018 | Valuation of financial derivatives through transmutation operator methods | Kravchenko, Igor Viktorovich | Doctoral Thesis | Open Access |