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My paper on Differential Geometry on Graphs with applications to Foreign Exchange Option Symmetry

Dear Colleagues,

I would like to bring to your attention my paper of 2001 on differential geometry on graphs with applications to the foreign exchange option symmetry in a multiple currency foreign exchange market that might be of interest to you:

 

[1] 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.

 

I introduced the notion of the differential geometry on graphs in 1995 in the following preprint:

 

[2] V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Dynamic Replication of Contingent Claims in a General Market Environment, IES Preprint, 1995.

 

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 books and papers that might be also of interest to you:

 

[5]  V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment, IES Press, Research Triangle Park, North Carolina, 1998.

 

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

 

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

 

[8] V.A. Kholodnyi, Valuation and Dynamic Replication of Contingent Claims in the Framework of the Beliefs-Preferences Gauge Symmetry, European Physical Journal B, 27 (2) (2002) 229-238.

 

[9] 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.

 

For further information about my related books and papers please find below the link to my Profile at the ResearchGate: http://www.researchgate.net/profile/Valery_Kholodnyi.


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

Sincerely,
Valery Kholodnyi

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