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1

The Path Integral Approach to Financial Modeling and Options Pricing

Journal:

Computational Economics

Year:

1997

Language:

english

File:

PDF, 242 KB

english, 1997

2

Computing exponential moments of the discrete maximum of a Lévy process and lookback options

Liming Feng, Vadim Linetsky

Journal:

Finance and Stochastics

Year:

2009

Language:

english

File:

PDF, 722 KB

english, 2009

3

Asset financing with credit risk

Steven Golbeck, Vadim Linetsky

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 888 KB

english, 2013

4

PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH

Liming Feng, Vadim Linetsky

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 1.58 MB

english, 2008

5

TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING

Rafael Mendoza-Arriaga, Peter Carr, Vadim Linetsky

Journal:

Mathematical Finance

Year:

2010

Language:

english

File:

PDF, 415 KB

english, 2010

6

Crystal structure and morphology of the alloys for cast permanent magnets

Livshitz, B., Knizhnik, E., Kraposhin, V., Linetsky, Ya.

Journal:

IEEE Transactions on Magnetics

Year:

1970

Language:

english

File:

PDF, 626 KB

english, 1970

7

Evaluating callable and putable bonds: An eigenfunction expansion approach

Lim, Dongjae, Li, Lingfei, Linetsky, Vadim

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 306 KB

english, 2012

8

Pointwise definable models of set theory

Hamkins, Joel David, Linetsky, David, Reitz, Jonas

Journal:

Journal of Symbolic Logic

Year:

2013

Language:

english

File:

PDF, 1.45 MB

english, 2013

9

Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing

Qin, Likuan, Linetsky, Vadim

Journal:

Operations Research

Year:

2016

Language:

english

File:

PDF, 414 KB

english, 2016

10

Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach

Li, Lingfei, Linetsky, Vadim

Journal:

Operations Research

Year:

2013

Language:

english

File:

PDF, 411 KB

english, 2013

11

Diagnostic Performance of Glymphatic System Evaluation Using Diffusion Tensor Imaging in Idiopathic Normal Pressure Hydrocephalus and Mimickers

Yokota, Hajime, Vijayasarathi, Arvind, Cekic, Milos, Hirata, Yoko, Linetsky, Michael, Ho, Michael, Kim, Won, Salamon, Noriko

Journal:

Current Gerontology and Geriatrics Research

Year:

2019

Language:

english

File:

PDF, 3.07 MB

english, 2019

12

Introduction to the special issue on applications of financial engineering in operations, production, services, logistics, and management

John Birge, Vadim Linetsky

Journal:

Naval Research Logistics (NRL)

Year:

2006

Language:

english

File:

PDF, 38 KB

english, 2006

13

Classification of superconformal and quasisuperconformal algebras in two dimensions

E.S. Fradkin, V.Ya. Linetsky

Journal:

Physics Letters B

Year:

1992

Language:

english

File:

PDF, 407 KB

english, 1992

14

A jump to default extended CEV model: an application of Bessel processes

Peter Carr, Vadim Linetsky

Journal:

Finance and Stochastics

Year:

2006

Language:

english

File:

PDF, 450 KB

english, 2006

15

Pricing equity default swaps under the jump-to-default extended CEV model

Rafael Mendoza-Arriaga, Vadim Linetsky

Journal:

Finance and Stochastics

Year:

2011

Language:

english

File:

PDF, 983 KB

english, 2011

16

Pricing Multi-Asset American Options: A

Pavlo Kovalov, Vadim Linetsky, Michael Marcozzi

Journal:

Journal of Scientific Computing

Year:

2007

Language:

english

File:

PDF, 1.57 MB

english, 2007

17

Treatment of cervicothoracic pain and cervicogenic headaches with regenerative injection therapy

Felix S. Linetsky, Rafael Miguel, Francisco Torres

Journal:

Current Pain and Headache Reports

Year:

2004

Language:

english

File:

PDF, 843 KB

english, 2004

18

Step Options

Journal:

Mathematical Finance

Year:

1999

Language:

english

File:

PDF, 1.12 MB

english, 1999

19

Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates

Viatcheslav Gorovoi, Vadim Linetsky

Journal:

Mathematical Finance

Year:

2004

Language:

english

File:

PDF, 260 KB

english, 2004

20

PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

Journal:

Mathematical Finance

Year:

2006

Language:

english

File:

PDF, 490 KB

english, 2006

21

INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL

Vyacheslav Gorovoy, Vadim Linetsky

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 287 KB

english, 2007

22

Results of the classification of superconformal algebras in two dimensions

E.S. Fradkin, V.Ya. Linetsky

Journal:

Physics Letters B

Year:

1992

Language:

english

File:

PDF, 327 KB

english, 1992

23

BFV approach to geometric quantization

E.S. Fradkin, V.Ya. Linetsky

Journal:

Nuclear Physics B

Year:

1994

Language:

english

File:

PDF, 2.34 MB

english, 1994

24

Regenerative injection therapy for axial pain

Felix S. Linetsky, Laxmaiah Manchikanti

Journal:

Techniques in Regional Anesthesia and Pain Management

Year:

2005

Language:

english

File:

PDF, 410 KB

english, 2005

25

Spectral Expansions for Asian (Average Price) Options

Linetsky, Vadim

Journal:

Operations Research

Year:

2004

Language:

english

File:

PDF, 175 KB

english, 2004

26

Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

Feng, Liming, Linetsky, Vadim

Journal:

Operations Research

Year:

2008

Language:

english

File:

PDF, 502 KB

english, 2008

27

On the solution of complementarity problems arising in American options pricing

Feng, Liming, Linetsky, Vadim, Luis Morales, José, Nocedal, Jorge

Journal:

Optimization Methods and Software

Year:

2011

Language:

english

File:

PDF, 205 KB

english, 2011

28

TIME-CHANGED ORNSTEIN-UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS

Li, Lingfei, Linetsky, Vadim

Journal:

Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 1.81 MB

english, 2014

29

On the Transition Densities for Reflected Diffusions

Journal:

Advances in Applied Probability

Year:

2005

Language:

english

File:

PDF, 2.26 MB

english, 2005

30

Improved Human Islet Isolation Using a New Enzyme Blend, Liberase

Linetsky, E., Bottino, R., Lehmann, R., Alejandro, R., Inverardi, L., Ricordi, C.

Journal:

Year:

1997

Language:

english

File:

PDF, 555 KB

english, 1997

31

THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE

LINETSKY, VADIM

Journal:

International Journal of Theoretical and Applied Finance

Year:

2004

Language:

english

File:

PDF, 496 KB

english, 2004

32

Pricing and Hedging Path-Dependent Options Under the CEV Process

Davydov, Dmitry, Linetsky, Vadim

Journal:

Management Science

Year:

2001

Language:

english

File:

PDF, 329 KB

english, 2001

33

Headache characteristics in patients after migrainous stroke

Linetsky, E., Leker, R. R., Ben-Hur, T.

Journal:

Year:

2001

Language:

english

File:

PDF, 116 KB

english, 2001

34

Arterial Spin-Labeling Perfusion MRI Stratifies Progression-Free Survival and Correlates with Epidermal Growth Factor Receptor Status in Glioblastoma

Qiao, X. J., Ellingson, B. M., Kim, H. J., Wang, D. J. J., Salamon, N., Linetsky, M., Sepahdari, A. R., Jiang, B., Tian, J. J., Esswein, S. R., Cloughesy, T. F., Lai, A., Nghiemphu, L., Pope, W. B.

Journal:

American Journal of Neuroradiology

Year:

2015

Language:

english

File:

PDF, 1.32 MB

english, 2015

35

Spectral Expansions for Asian (Average Price) Options

Journal:

Operations Research

Year:

2004

Language:

english

File:

PDF, 1.91 MB

english, 2004

36

Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach

Li, Lingfei, Linetsky, Vadim

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 2.31 MB

english, 2015

37

Letters

Linetsky, Felix, Saberski, Lloyd, Dubin, Joel A., Miguel, Rafael, Wilkinson, Harold

Journal:

Year:

2004

Language:

english

File:

PDF, 288 KB

english, 2004

38

MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS

Mendoza-Arriaga, Rafael, Linetsky, Vadim

Journal:

Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 969 KB

english, 2014

39

Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach

Davydov, Dmitry, Linetsky, Vadim

Journal:

Operations Research

Year:

2003

Language:

english

File:

PDF, 395 KB

english, 2003

40

Pricing and Hedging Path-Dependent Options under the CEV Process

Dmitry Davydov and Vadim Linetsky

Journal:

Management Science

Year:

2001

Language:

english

File:

PDF, 768 KB

english, 2001

41

Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk

Sun, Yunpeng, Mendoza-Arriaga, Rafael, Linetsky, Vadim

Journal:

Advances in Applied Probability

Year:

2017

Language:

english

File:

PDF, 551 KB

english, 2017

42

A Real-Life Search for the Optimal Set of Conversion Factors to Levodopa-Equivalent-Dose in Parkinson’s Disease Patients on Polytherapy

Snineh, Muneer Abu, Hajyahya, Amal, Linetsky, Eduard, Eitan, Renana, Bergman, Hagai, Israel, Zvi, Arkadir, David

Journal:

Journal of Parkinson s Disease

Year:

2019

File:

PDF, 123 KB

2019

43

Interferon-gamma gene expression during acute graft-versus-host disease: relationship to MHC induction and tissue injury

Parfrey, Nollaig A., El-Sheikh, Amr, Monckton, Elizabeth A., Cockfield, Sandra M., Halloran, Philip F., Linetsky, Elina

Journal:

The Journal of Pathology

Year:

1999

Language:

english

File:

PDF, 324 KB

english, 1999

44

High incidence of thromboembolism in patients with central nervous system lymphoma

Neta Goldschmidt, Eduard Linetsky, Edna Shalom, David Varon, Tali Siegal

Journal:

Year:

2003

Language:

english

File:

PDF, 60 KB

english, 2003

45

Goldschmidt N, Linetsky E, Shalom E, et al. High incidence of thromboembolism in patients with central nervous system lymphoma. Cancer. (2003) 98(6):1239–42.

N Goldschmidt, E Linetsky, E Shalom

Journal:

Year:

2004

Language:

english

File:

PDF, 69 KB

english, 2004

46

A superconformal theory of massless higher spin fields in D = 2 + 1

E.S Fradkin, V.Ya Linetsky

Journal:

Annals of Physics

Year:

1990

Language:

english

File:

PDF, 1.19 MB

english, 1990

47

Modulation of advanced glycation endproduct synthesis by kynurenines in human lens proteins

Ram H. Nagaraj, Smitha Padmanabha, Maneesh Mailankot, Magdalena Staniszewska, Liew Jun Mun, Marcus A. Glomb, Mikhail D. Linetsky

Journal:

Biochimica et Biophysica Acta (BBA) - Proteins and Proteomics

Year:

2010

Language:

english

File:

PDF, 564 KB

english, 2010

48

Case report 433

Richard H. Daffner, Lidia Linetsky, John H. Zabkar

Journal:

Skeletal Radiology

Year:

1987

Language:

english

File:

PDF, 1.52 MB

english, 1987

49

Structure and magnetic properties of sputtered Nd-Fe-B alloys

Ya. L Linetsky, N. V. Kornilov

Journal:

Journal of Materials Engineering and Performance

Year:

1995

Language:

english

File:

PDF, 664 KB

english, 1995

50

Convenient synthesis of GOLD and MOLD and identification of their oxidation products in vitro and in vivo

M. D. Linetsky, E. V. Shipova

Journal:

Year:

2007

Language:

english

File:

PDF, 195 KB

english, 2007