Andrew Lyasoff

Available identifiers

zbMath Open lyasoff.andrewMaRDI QIDQ1307472

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4607221	2018-03-13	Paper
Another look at the integral of exponential Brownian motion and the pricing of Asian options	2016-10-27	Paper
The two fundamental theorems of asset pricing for a class of continuous-time financial markets	2014-08-11	Paper
Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)	2008-10-17	Paper
White noise indexed by loops	2000-06-07	Paper
Pinned Brownian motion and its perturbations	1996-06-16	Paper
Towards a Riemannian geometry on the path space over a Riemannian manifold	1996-03-04	Paper
Integration by parts for pinned Brownian motion	1995-11-16	Paper
Anticipative diffusion and related change of measures	1995-01-19	Paper
Nonlinear transformations on the Wiener space	1995-01-03	Paper
Pathwise nonlinear filtering on abstract Wiener spaces	1994-07-21	Paper
Rademacher's theorem for Wiener functionals	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4029014	1993-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q3976229	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3479307	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3790402	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3769697	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3662385	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925629	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3930393	1981-01-01	Paper
Stochastic integrals for gaussian random functions	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3915738	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862190	1979-01-01	Paper

Research outcomes over time

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