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Thomas Lonon
Thomas Lonon
Assistant Professor at Stevens Institute of Technology
Verified email at stevens.edu
Title
Cited by
Cited by
Year
Pricing variance, gamma and corridor swaps using multinomial trees
H Zhaoab, Z Zhaoab, R Chatterjeea, T Lonona, I Florescuab
42019
Pricing bermudan variance swaptions using multinomial trees
H Zhaoab, R Chatterjeea, T Lonona, I Florescuab
12019
An Analytic Formula for European Options; Jump Diffusion Models with a Log Mixture Normal Jump Distribution
T Lonon, I Florescu
Stevens Institute of Technology School of Business Research Paper, 2016
2016
Option Pricing Utilizing a Jump Diffusion Model with a Log Mixture Normal Jump Distribution
T Lonon
Stevens Institute of Technology, 2013
2013
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Articles 1–4