Andrew Lyasoff

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic methods in asset pricing	2018-03-13	Paper
Another look at the integral of exponential Brownian motion and the pricing of Asian options Finance and Stochastics	2016-10-27	Paper
The two fundamental theorems of asset pricing for a class of continuous-time financial markets Mathematical Finance	2014-08-11	Paper
Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View) Mathematical Control Theory and Finance	2008-10-17	Paper
White noise indexed by loops The Annals of Probability	2000-06-07	Paper
Pinned Brownian motion and its perturbations Advances in Mathematics	1996-06-16	Paper
Towards a Riemannian geometry on the path space over a Riemannian manifold Journal of Functional Analysis	1996-03-04	Paper
Integration by parts for pinned Brownian motion Mathematical Research Letters	1995-11-16	Paper
Anticipative diffusion and related change of measures Journal of Functional Analysis	1995-01-19	Paper
Nonlinear transformations on the Wiener space The Annals of Probability	1995-01-03	Paper
Pathwise nonlinear filtering on abstract Wiener spaces The Annals of Probability	1994-07-21	Paper
Rademacher's theorem for Wiener functionals The Annals of Probability	1993-06-29	Paper
scientific article; zbMATH DE number 140587 (Why is no real title available?)	1993-03-28	Paper
scientific article; zbMATH DE number 18815 (Why is no real title available?)	1992-06-26	Paper
scientific article; zbMATH DE number 4149267 (Why is no real title available?)	1989-01-01	Paper
scientific article; zbMATH DE number 4054725 (Why is no real title available?)	1988-01-01	Paper
scientific article; zbMATH DE number 4028523 (Why is no real title available?)	1987-01-01	Paper
scientific article; zbMATH DE number 3814693 (Why is no real title available?)	1983-01-01	Paper
scientific article; zbMATH DE number 3740488 (Why is no real title available?)	1981-01-01	Paper
scientific article; zbMATH DE number 3746166 (Why is no real title available?)	1981-01-01	Paper
Stochastic integrals for gaussian random functions Stochastics	1980-01-01	Paper
scientific article; zbMATH DE number 3727331 (Why is no real title available?)	1980-01-01	Paper
scientific article; zbMATH DE number 3664124 (Why is no real title available?)	1979-01-01	Paper

Research outcomes over time

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