Alexander Lipton

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Alex `Sandy' PentlandProfessor MITAdresse e-mail validée de mit.edu
Thomas HardjonoMITAdresse e-mail validée de mit.edu
Artur SeppLGT Bank, Head QuantAdresse e-mail validée de artursepp.com
Marcos Lopez de PradoProfessor of Practice, School of Engineering, Cornell UniversityAdresse e-mail validée de cornell.edu
Hans GoedbloedAdvisor Dutch Institute for Fundamental Energy Research, Emeritus Professor Utrecht UniversityAdresse e-mail validée de differ.nl
Vadim KaushanskyUniversity of California Los AngelesAdresse e-mail validée de math.ucla.edu
Andrey ItkinNew York UniversityAdresse e-mail validée de nyu.edu
Peter CarrDepartment Chair, Finance and Risk Engineering, Tandon School, NYUAdresse e-mail validée de nyu.edu
David L ShrierImperial College Business SchoolAdresse e-mail validée de imperial.ac.uk
Darryl D HolmProfessor of Mathematics, Imperial College LondonAdresse e-mail validée de ic.ac.uk
Bruce FabijonasResearch & Development Manager, Kingbury IncAdresse e-mail validée de kingsbury.com
Christoph ReisingerProfessor of Applied Mathematics, University of OxfordAdresse e-mail validée de maths.ox.ac.uk
Dilip B. MadanProfessor Emeritus, University of MarylandAdresse e-mail validée de umd.edu
Oleksiy KondratyevImperial College LondonAdresse e-mail validée de imperial.ac.uk
Fabian SchärFaculty of Business and Economics, University of BaselAdresse e-mail validée de unibas.ch
Matheus GrasselliMcMaster UniversityAdresse e-mail validée de math.mcmaster.ca
Bruce TurkingtonUniversity of Massachusetts AmherstAdresse e-mail validée de math.umass.edu
Joel SpruckEmeritus Professor of Mathematics, Johns Hopkins UniversityAdresse e-mail validée de math.jhu.edu
Hagai LevinePublic Health Physician and Researcher, Hebrew University-Hadassah School of Public HealthAdresse e-mail validée de hadassah.org.il
Ronald NijboerNLDAAdresse e-mail validée de mindef.nl

Suivre

Alexander Lipton

Fellow, MIT Connection Science and Engineering

Adresse e-mail validée de mit.edu

Mathematical Finance Applied Mathematics


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Mathematical methods for foreign exchange: A financial engineer's approach A Lipton World Scientific, 2001	428	2001
Local stability conditions in fluid dynamics A Lifschitz, E Hameiri Physics of Fluids A: Fluid Dynamics 3 (11), 2644-2651, 1991	316	1991
Masterclass with Deutsche Bank. The vol smile problem A Lipton RISK-LONDON-RISK MAGAZINE LIMITED- 15 (2), 61-66, 2002	302	2002
Toward an interoperability architecture for blockchain autonomous systems T Hardjono, A Lipton, A Pentland IEEE Transactions on Engineering Management 67 (4), 1298-1309, 2019	272*	2019
Magnetohydrodynamics and spectral theory AE Lifshits Springer Science & Business Media, 2012	248	2012
Credit value adjustment for credit default swaps via the structural default model A Lipton, A Sepp The Journal of Credit Risk 5 (2), 127-150, 2009	181	2009
Assets with jumps A Lipton RISK-LONDON-RISK MAGAZINE LIMITED- 15 (9), 149-153, 2002	152	2002
Digital banking manifesto: the end of banks? A Lipton, D Shrier, A Pentland Massachusetts Institute of Technology, 2016	150	2016
Three-dimensional stability of elliptical vortex columns in external strain flows WF Baylay, DD Holm, A Lifschitz Philosophical Transactions of the Royal Society of London. Series A …, 1996	93	1996
Universal barriers There is an increasing volume of barrier products traded in the forex options market A Lipton, W McGhee RISK-LONDON-RISK MAGAZINE LIMITED- 15 (5), 81-85, 2002	92	2002
Black-Scholes goes hypergeometric C Albanese, G Campolieti, P Carr, A Lipton RISK-LONDON-RISK MAGAZINE LIMITED- 14 (12), 99-103, 2001	90	2001
Passport to success: Unveiling a new class of options that offer principal protection to actively managed funds T Hyer, A Lipton-Lifschitz, D Pugachevsky RISK-LONDON-RISK MAGAZINE LIMITED- 10, 127-132, 1997	81	1997
Stationary symmetric magnetohydrodynamic flows JP Goedbloed, A Lifschitz Physics of Plasmas 4 (10), 3544-3564, 1997	78	1997
Blockchains and distributed ledgers in retrospective and perspective A Lipton High-Performance Computing in Finance, 537-560, 2018	76	2018
Asymptotics for exponential Lévy processes and their volatility smile: survey and new results L Andersen, A Lipton International Journal of Theoretical and Applied Finance 16 (01), 1350001, 2013	76	2013
11. Stablecoins, digital currency, and the future of money A Lipton, A Sardon, F Schär, C Schüpbach Building the New Economy 30, 2020	73*	2020
Digital trade coin: towards a more stable digital currency A Lipton, T Hardjono, A Pentland Royal Society open science 5 (7), 180155, 2018	68	2018
The Oxford Handbook of Credit Derivatives A Lipton, A Rennie OUP Oxford, 2011	67*	2011
Blockchain and distributed ledgers: Mathematics, technology, and economics A Lipton, A Treccani World Scientific, 2021	56	2021
Trading strategies via book imbalance A Lipton, U Pesavento, M Sotiropoulos Risk, 70, 2014	56*	2014

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