Alexey Polishchuk

Bloomberg L.P.

731 Lexington Avenue

New York, NY 10022

United States

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SCHOLARLY PAPERS

3

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742

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Scholarly Papers (3)

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1.

Deriving Option Prices from Characteristic Function

Number of pages: 16 Posted: 10 Jul 2015

Alexey Polishchuk

Bloomberg L.P.

Downloads 469 (152,638)

Abstract:

2.

Smiling Hyperbolas

Number of pages: 15 Posted: 02 Dec 2016 Last Revised: 15 May 2019

Alexey Polishchuk

Bloomberg L.P.

Downloads 154 (494,203)

Abstract:

3.

On Upper Bound of Calibrated American Put Values Under Stochastic Rates

Number of pages: 9 Posted: 26 Jan 2014 Last Revised: 26 Nov 2016

Alexey Polishchuk

Bloomberg L.P.

Downloads 119 (600,462)

Abstract:

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