Dear Colleagues,
First of all I would like to apologize for the previous unfinished e-mail, I
accidentally pushed the "send" button.
I would like to let you know about my new article (with J.F. Price) on
applications of symmetry and differential geometry in finance:
[1] V.A. Kholodnyi and J.F. Price, "Foreign Exchange Option
Symmetry and a Coordinate-Free Description of a Multiple
Currency Market in Terms of Differential Geometry on
Graphs", the Journal of Nonlinear Analysis, Theory,
Methods and Applications 47 (9) (2001) 5885-5896.
This article is a short version of our earlier preprint [3] that was
reprinted in our book [6] (see references below).
For those who might be interested in further references, foreign exchange
option symmetry was introduced and studied by us in the
following preprints, articles and books:
[2] Valery A. Kholodnyi and John F. Price, "Foreign Exchange
Option Symmetry in a General Market Environment", Preprint,
Integrated Energy Services, 1996;
[3] Valery A. Kholodnyi and John F. Price, "Foreign Exchange
Option Symmetry in a Multiple Currency General Market
Environment", Preprint, Integrated Energy Services, 1996;
[4] Valery A. Kholodnyi and John F. Price, "Foreign Exchange
Option Symmetry Based on Domestic-Foreign Payoff Invariance", Proceedings of
the IEEE/IAFE Conference on Computational Intelligence for Financial
Engineering (CIFEr), 1997, pp 164-170.
[5] Valery A. Kholodnyi and John F. Price, "Foreign Exchange
Option Symmetry", World Scientific, 1998.
[6] Valery A. Kholodnyi and John F. Price, "Foundations of
Foreign Exchange Option Symmetry", IES Press, 1998.
Sincerely,
Valery Kholodnyi
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