Dmitry Davydov

Publication Activity (10 Years)

Years Active: 2001-2003
Publications (10 Years): 0

Publications

Dmitry Davydov, Vadim Linetsky
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach. Oper. Res. 51 (2) (2003)
Dmitry Davydov, Vadim Linetsky
Pricing and Hedging Path-Dependent Options Under the CEV Process. Manag. Sci. 47 (7) (2001)