1. A Mathematical Analysis of Technical Analysis. Issue 1 (2nd January 2019) Authors: Lorig, Matthew; Zhou, Zhou; Zou, Bin Journal: Applied mathematical finance Issue: Volume 26:Issue 1(2019) Page Start: 38 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Bond indifference prices. Issue 7 (3rd July 2021) Authors: Lorig, Matthew; Zou, Bin Journal: Quantitative finance Issue: Volume 21:Issue 7(2021) Page Start: 1223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS. (29th September 2015) Authors: Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea Journal: Mathematical finance Issue: Volume 27:Number 3(2017:Jul.) Page Start: 926 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. From characteristic functions to implied volatility expansions. (September 2015) Authors: Jacquier, Antoine; Lorig, Matthew Journal: Advances in applied probability Issue: Volume 47:Number 3(2015) Page Start: 837 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. INDIFFERENCE PRICES AND IMPLIED VOLATILITIES. (26th May 2016) Authors: Lorig, Matthew Journal: Mathematical finance Issue: Volume 28:Number 1(2018) Page Start: 372 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS. (19th May 2016) Authors: Leung, Tim; Lorig, Matthew; Pascucci, Andrea Journal: Mathematical finance Issue: Volume 27:Number 4(2017:Oct.) Page Start: 1035 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. On Carr and Lee's Correlation Immunization Strategy. Issue 2 (4th March 2019) Authors: Lin, Jimin; Lorig, Matthew Journal: Applied mathematical finance Issue: Volume 26:Issue 2(2019) Page Start: 131 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Optimal static quadratic hedging. Issue 9 (1st September 2016) Authors: Leung, Tim; Lorig, Matthew Journal: Quantitative finance Issue: Volume 16:Issue 9(2016) Page Start: 1341 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Optimal Trading with Differing Trade Signals. Issue 4 (3rd July 2020) Authors: Donnelly, Ryan; Lorig, Matthew Journal: Applied mathematical finance Issue: Volume 27:Issue 4(2020) Page Start: 317 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Pricing approximations and error estimates for local Lévy-type models with default. (May 2015) Authors: Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea Journal: Computers & mathematics with applications Issue: Volume 69:issue 10(2015) Page Start: 1189 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗