Andrew Lyasoff
Boston University, Department of Mathematics and Statistics
E-mail: «alyasoff» at the address «bu-dot-edu» •
Phone: +1.617.353.5785 •
Fax: +1.617.358.4560
Office: 143 Bay State Road, Room 402.
Research Profile:Stochastic Analysis and Mathematical
Finance:•
integral functionals of Brownian motion and methods for Asian options •
arbitrage and completeness of financial markets •
numerical Methods
for free boundary value problems in higher dimensions • American style
derivatives on multiple assets and alternatives to the Longstaff-Schwartz algorithm
• market imperfections, frictions and corrections
• equilibrium in incomplete markets with agents interactions •
topics in corporate finance
