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Nikolay Sukhomlin
Autonomous University of Santo Domingo
Autonomous University of Santo Domingo
Santo Domingo,
Dominican Republic
Biographical Sketch:

I research in the Market calibration problem for the Black-Scholes-Merton type models. For this type of models I found an expression of volatility in function of variables known on the market. I am developing an analysis based on Conservation laws in Economics & Finance. This analysis allows discovering the existence of several volatilities for one asset.

Primary Research Focus:

Derivative markets, Bonds theory, Conservation laws in Economics & Finance, Black-Scholes-Merton type models

JEL Areas:
C0 : Mathematical and Quantitative Methods: General
G1 : General Financial Markets: General (includes Measurement and Data)