Dmitry Davydov

According to our database1, Dmitry Davydov authored at least 2 papers between 2001 and 2003.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2003
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach.
Oper. Res., 2003

2001
Pricing and Hedging Path-Dependent Options Under the CEV Process.
Manag. Sci., 2001


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