1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.CP2022★ 1 cited
Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility
Alexander Lipton, Artur Sepp
We combine the one-dimensional Monte Carlo simulation and the semi-analytical one-dimensional heat potential method to design an efficient technique for pricing barrier options on…
q-fin.TR2021
Automated Market-Making for Fiat Currencies
Alex Lipton, Artur Sepp
We present an automated market-making (AMM) cross-settlement mechanism for digital assets on interoperable blockchains, focusing on central bank digital currencies (CBDCs) and stab…