Subscribe to DSC Newsletter

Dear Colleagues,

I would like to bring to your attention my books of 1998 on the foreign exchange option symmetry that might be of interest to you:

 

[1] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry, World Scientific, River Edge, New Jersey, 1998.

 

[2] V.A. Kholodnyi and J.F. Price, Foundations of Foreign Exchange Option Symmetry, IES Press, Research Triangle Park, North Carolina, 1998.

 

The foreign exchange symmetry was introduced in 1996 in the following preprints:

 

[3] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry in a General Market Environment, IES Preprint, 1996.

 

[4] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry in a Multiple Currency General Market Environment, IES Preprint, 1996.

 

Please also find below the references to some of my related published papers that might also be of interest to you:

 

[5] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry Based on Domestic-Foreign Payoff Invariance, Proceedings of the IEEE/IAFE Conference on Computational Intelligence for Financial Engineering (CIFEr), New York, (1997), 164-170.

 

[6] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry and a Coordinate-Free Description of a Multiple Currency Market in Terms of Differential Geometry on Graphs, Journal of Nonlinear Analysis, 47 (9) (2001) 5885-5896.


Please let me know if you might have questions or would like further information.

Sincerely,
Valery Kholodnyi

Views: 96

Reply to This

On Data Science Central

© 2021   TechTarget, Inc.   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service