A. Lyasoff

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

B. Dumas, A. Lyasoff, 2008 .

Another look at the integral of exponential Brownian motion and the pricing of Asian options

A. Lyasoff, 2016, Finance and Stochastics.

Incomplete-Market Equilibria Solved Recursively on an Event Tree

Bernard Dumas, Andrew Lyasoff, B. Dumas, 2008 .

THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS‐TIME FINANCIAL MARKETS

A. Lyasoff, 2014 .

The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets

A. Lyasoff, 2011 .

Dynamic Integration of Interpolating Functions and Some Concrete Optimal Stopping Problems

Andrew Lyasoff, A. Lyasoff, 2008 .

Dynamic Transportation of Economic Agents

A. Lyasoff, 2023, 2303.12567.

Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)

Andrew Lyasoff, A. Lyasoff, 2008 .

Seeking q: The Marginal Efficiency of Liquidity and Its Effect on Investment Financing and Valuation

T. Copeland, A. Lyasoff, 2014 .

Self-Aware Transport of Heterogeneous Agents in Incomplete Markets

A. Lyasoff, 2023 .

Another look at the integral of exponential Brownian motion and the pricing of Asian options

Andrew Lyasoff, A. Lyasoff, 2016, Finance Stochastics.