Author/Creator: Lewis, Alan L. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Lewis, Alan L.

1. Exact Solutions for a GBM‐Type Stochastic Volatility Model Having a Stationery Distribution. Issue 101 (17th May 2019)

Authors:: Lewis, Alan L.
Journal:: Wilmott
Issue:: Volume 2019:Issue 101(2019)
Page Start:: 20
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. Modeling Volatility and Valuing Derivatives Under Anchoring. Issue 73 (September 2014)

Authors:: Wilmott, Paul; Lewis, Alan L.; Duffy, Daniel J.
Journal:: Wilmott
Issue:: Volume 2014:Issue 73(2014:Sep.)
Page Start:: 48
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Proof of non-convergence of the short-maturity expansion for the SABR model. Issue 9 (2nd September 2022)

Authors:: Lewis, Alan L.; Pirjol, Dan
Journal:: Quantitative finance
Issue:: Volume 22:Issue 9(2022)
Page Start:: 1747
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. The Limit Where Black-Scholes "Works". Issue 125 (2023)

Authors:: Lewis, Alan L.
Journal:: Wilmott
Issue:: Volume 2023:Issue 125(2023)
Page Start:: 48
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

5. Volpocalypse Now. Issue 108 (30th July 2020)

Authors:: Lewis, Alan L.
Journal:: Wilmott
Issue:: Volume 2020:Issue 108(2020)
Page Start:: 26
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗