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Alan Lewis

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This is information that was supplied by Alan Lewis in registering through RePEc. If you are Alan Lewis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alan
Middle Name:
Last Name: Lewis
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RePEc Short-ID: ple8

Email:
Homepage: http://www.optioncity.net
Postal Address: OptionCity.net 983 Bayside Cove West Newport Beach, Ca 92660 USA
Phone: (949)720-9614

Affiliation

Works

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Working papers

  1. Kassouf, S. & Lewis, A.L., 1991. "Intertemporally Dependent Preference Orderings In An Expected Utility Setting: Golden Rule Strategies For Educational Endowments," Papers 90-91-15, California Irvine - School of Social Sciences.

Articles

  1. Lewis, Alan L, 1988. " A Simple Algorithm for the Portfolio Selection Problem," Journal of Finance, American Finance Association, vol. 43(1), pages 71-82, March.
  2. Lewis, Alan L, et al, 1980. "The Ibbotson-Singuefield Simultation Made Easy," The Journal of Business, University of Chicago Press, vol. 53(2), pages 205-14, April.

Chapters

  1. Alan L. Lewis, 2000. "The Term Structure of Implied Volatility," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 6 Finance Press.
  2. Alan L. Lewis, 2000. "Introduction and Summary of Results (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 1 Finance Press.
  3. Alan L. Lewis, 2000. "The Fundamental Transform (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 2 Finance Press.

Books

  1. Alan L. Lewis, 2000. "Option Valuation under Stochastic Volatility," Option Valuation under Stochastic Volatility, Finance Press, number ovsv, July.

Statistics

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