Alexander N. Adamchuk

NAFT

Chicago, IL

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Collectively Fluctuating Assets in the Presence of Arbitrage Opportunities and Option Pricing

Number of pages: 10 Posted: 02 Feb 1999
Alexander N. Adamchuk and Sergei Esipov
NAFT and Quant Isle Ltd.
Downloads 2,130 (8,186)

Abstract:

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2.

Arbitrage Relaxation of Instruments with Temporal Constraints

Number of pages: 21 Posted: 01 Jun 1998
Alexander N. Adamchuk, Sergei Adamchuk and Sergei Esipov
NAFT, NAFT and Quant Isle Ltd.
Downloads 1,704 (11,740)

Abstract:

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