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Nikolay Sukhomlin
Autonomous University of Santo Domingo
 
Autonomous University of Santo Domingo
Santo Domingo,
Dominican Republic
 
w17971865@gmail.com
 
http://www.genealogy.ams.org/id.php?id=126055
 
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.

 
Primary Research Focus:

Derivative markets, Bonds theory, Conservation laws in Economics & Finance, Black-Scholes-Merton type models

 
JEL Areas:
C0 : Mathematical and Quantitative Methods: General
G1 : General Financial Markets: General (includes Measurement and Data)