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Alan Lewis

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Personal Details

First Name:Alan
Middle Name:
Last Name:Lewis
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RePEc Short-ID:ple8
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Homepage:http://www.optioncity.net
Postal Address:OptionCity.net 983 Bayside Cove West Newport Beach, Ca 92660 USA
Phone:(949)720-9614
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  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.
  1. 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.
  2. 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.
  3. 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.
  1. Alan L. Lewis, 2000. "Option Valuation under Stochastic Volatility," Option Valuation under Stochastic Volatility, Finance Press, number ovsv, August.

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