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Nikolay Sukhomlin |
Autonomous University of Santo Domingo |
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Autonomous University of Santo Domingo |
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Santo Domingo, |
Dominican Republic |
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w17971865@gmail.com |
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http://www.genealogy.ams.org/id.php?id=126055 |
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Biographical Sketch:
I research in the Market calibration problem for the Black-Scholes-Merton type models. For this type of models I found an expression of volatility in function of variables known on the market. I am developing an analysis based on Conservation laws in Economics & Finance. This analysis allows discovering the existence of several volatilities for one asset. |
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Primary Research Focus:
Derivative markets, Bonds theory, Conservation laws in Economics & Finance, Black-Scholes-Merton type models |
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JEL Areas: C0 : Mathematical and Quantitative Methods: General G1 : General Financial Markets: General (includes Measurement and Data) |