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Asymptotics for exponential Lévy processes and their volatility smile : survey and new results
Andersen, Leif B. G.; Lipton, Alexander - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-98
Persistent link: https://www.econbiz.de/10009725096
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Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks
Lipton, Alexander - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-57
Persistent link: https://www.econbiz.de/10011572391
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Old problems, classical methods, new solutions
Lipton, Alexander - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-37
Persistent link: https://www.econbiz.de/10012284595
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The broad consequences of narrow banking
Grasselli, Matheus R.; Lipton, Alexander - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012012843
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A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander; López de Prado, Marcos M. - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10012496922