Andrew Lyasoff

Boston University - Questrom School of Business

Director, Graduate Program in Mathematical Finance

595 Commonwealth Avenue

Boston, MA MA 02215

United States

SCHOLARLY PAPERS

3

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788

SSRN CITATIONS
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Top 16,231

in Total Papers Citations

36

CROSSREF CITATIONS

54

Scholarly Papers (3)

Incomplete-Market Equilibria Solved Recursively on an Event Tree

Swiss Finance Institute Research Paper No. 08-49
Number of pages: 43 Posted: 13 Jan 2009
Bernard Dumas and Andrew Lyasoff
INSEAD and Boston University - Questrom School of Business
Downloads 178 (313,608)

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incomplete market, financial-market equilibrium, computation, recursive methods

Incomplete-Market Equilibria Solved Recursively on an Event Tree

INSEAD Working Paper No. 2011/76/FIN
Number of pages: 79 Posted: 01 Jul 2011 Last Revised: 24 Apr 2012
Bernard Dumas and Andrew Lyasoff
INSEAD and Boston University - Questrom School of Business
Downloads 145 (373,779)

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

NBER Working Paper No. w14629
Number of pages: 41 Posted: 15 Jan 2009 Last Revised: 23 Dec 2022
Bernard Dumas and Andrew Lyasoff
INSEAD and Boston University - Questrom School of Business
Downloads 37 (831,704)
Citation 9

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

CEPR Discussion Paper No. DP7138
Number of pages: 42 Posted: 18 Feb 2009
Bernard Dumas and Andrew Lyasoff
INSEAD and Boston University - Questrom School of Business
Downloads 1 (1,191,636)
Citation 6
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computation, financial-market equilibrium, incomplete market, recursive methods

2.

The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets

Number of pages: 17 Posted: 31 May 2012 Last Revised: 30 Jan 2014
Andrew Lyasoff
Boston University - Questrom School of Business
Downloads 242 (236,593)
Citation 1

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Arbitrage and completeness of financial markets, the first and the second fundamental theorems of asset pricing, Ito-processes, predictable representation of local martingales, extremal martingale measures

3.

Seeking q: The Marginal Efficiency of Liquidity and Its Effect on Investment Financing and Valuation

Number of pages: 66 Posted: 04 Jan 2014 Last Revised: 23 May 2016
Thomas E. Copeland and Andrew Lyasoff
University of San Diego - School of Business Administration and Boston University - Questrom School of Business
Downloads 185 (303,367)
Citation 1

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Corporate Finance, Corporate Investment, Capital Structure, Real Options