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Andrew Lyasoff [formerly, Ognian Enchev]
Andrew Lyasoff [formerly, Ognian Enchev]
Boston University, Questrom School of Business
在 bu.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Towards a Riemannian Geometry on the Path Space over a Riemannian Manifold
O Enchev, D Stroock
Journal of Functional Analysis 134 (2), 392-496, 1995
871995
Incomplete‐Market Equilibria Solved Recursively on an Event Tree
B Dumas, A Lyasoff
The Journal of Finance 67 (5), 1897-1941, 2012
772012
Rademacher's Theorem for Wiener Functionals
O Enchev, D Stroock
The Annals of Probability 21 (1), 25-33, 1993
751993
Pinned Brownian Motion and its Perturbations
O Enchev, D Stroock
Advances in Mathematics 119 (2), 127-154, 1996
281996
Integration by Parts for Pinned Brownian Motion
O Enchev, D Stroock
Mathematical Research Letters 2 (2), 161-169, 1995
181995
Path integral methods for parabolic partial differential equations with examples from computational finance
A Lyasoff
Mathematica Journal 9 (2), 399-422, 2003
172003
Nonlinear Transformations on the Wiener Space
O Enchev
The Annals of Probability 21 (4), 449-477, 1993
151993
Another look at the integral of exponential Brownian motion and the pricing of Asian options
A Lyasoff
Finance and Stochastics 20, 1061-1096, 2016
132016
Anticipative Diffusion and Related Change of Measures
O Enchev, D Stroock
Journal of Functional Analysis 116 (2), 449-477, 1993
111993
The Two Fundamental Theorems of Asset Pricing for a Class of Continuous‐Time Financial Markets
A Lyasoff
Mathematical Finance 24 (3), 485-504, 2014
82014
Nonlinear transformations on the abstract Wiener space
R Buckdahn, O Enchev
Humboldt-Universität zu Berlin. Sektion Mathematik, 1989
81989
Hilbert-Space-Valued Quasimartingales
O Enchev
Bolletino di Unione Matematica Italiana 7 (2-B), 19-39, 1988
81988
Stochastic methods in asset pricing
A Lyasoff
Mit Press, 2017
52017
Pathwise Nonlinear Filtering on Abstract Wiener Spaces
O Enchev
The Annals of Probability 21 (3), 1728-1754, 1993
41993
Seeking q: the marginal efficiency of liquidity and its effect on investment financing and valuation
TE Copeland, A Lyasoff
Available at SSRN 2374485, 2014
32014
Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions (with Computational Finance in View)
A Lyasoff
Mathematical Control Theory and Finance, 265-291, 2008
32008
Dynamic integration of interpolating functions and some concrete optimal stopping problems
A Lyasoff
Mathematica Journal 10 (4), 2005
32005
Stochastic Calculus with Anticipating Integrands on the Abstract Wiener Space
R Buckdahn, O Enčev
Sekt. Mathematik der Humboldt-Univ., 1989
31989
Stochastic Integrals for Gaussian Random Functions
O Enchev, J Stoyanov
Stochastics 3 (1-4), 277-289, 1980
21980
Stochastic Integrals for Gaussian Random Processes
JM STOYANOV, E OB
21979
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