Follow
Andrew Lesniewski
Title
Cited by
Cited by
Year
Managing smile risk
PS Hagan, D Kumar, A Lesniewski, DE Woodward
Wilmott Magazine, 84-108, 2002
16262002
Quantum K-theory
A Jaffe, A Lesniewski, K Osterwalder
Communications in mathematical physics 118 (1), 1-14, 1988
2141988
Monotone Riemannian metrics and relative entropy on non-commutative probability spaces
A Lesniewski, MB Ruskai
Journal of Mathematical Physics 40 (11), 5702-5724, 1998
1851998
Quantum Riemann surfaces I. The unit disc
S Klimek, A Lesniewski
Communications in mathematical physics 146 (1), 103-122, 1992
1711992
Probability distribution in the SABR model of stochastic volatility
P Hagan, A Lesniewski, D Woodward
Large deviations and asymptotic methods in finance, 1-35, 2015
1582015
Effective action for the Yukawa2 quantum field theory
A Lesniewski
Communications in Mathematical Physics 108, 437-467, 1987
1221987
A two-parameter quantum deformation of the unit disc
S Klimek, A Lesniewski
Journal of functional analysis 115 (1), 1-23, 1993
1181993
Arbitrage‐free SABR
PS Hagan, D Kumar, A Lesniewski, D Woodward
Wilmott 2014 (69), 60-75, 2014
1152014
Ground state structure in supersymmetric quantum mechanics
A Jaffe, A Lesniewski, M Lewenstein
Annals of Physics 178 (2), 313-329, 1987
821987
Index of a family of Dirac operators on loop space
A Jaffe, A Lesniewski, J Weitsman
Communications in mathematical physics 112 (1), 75-88, 1987
811987
Non-perturbative deformation quantization of Cartan domains
D Borthwick, A Lesniewski, H Upmeier
Journal of functional analysis 113 (1), 153-176, 1993
801993
Hedging under SABR model
B Bartlett
Wilmott Magazine, 2-4, 2006
782006
LIBOR market model with SABR style stochastic volatility
P Hagan, A Lesniewski
JP Morgan Chase and Ellington Management Group 32, 57, 2008
672008
Quantum Riemann surfaces: II. The discrete series
S Klimek, A Lesniewski
letters in mathematical physics 24 (2), 125-139, 1992
561992
The two-dimensional, N= 2 Wess-Zumino model on a cylinder
A Jaffe, A Lesniewski, J Weitsman
Communications in mathematical physics 114 (1), 147-165, 1988
441988
Representations of the Heisenberg algebra on a Riemann surface
A Jaffe, S Klimek, A Lesniewski
391989
The loop space S1 → R and supersymmetric quantum fields
A Jaffe, A Lesniewski, J Weitsman
Annals of Physics 183 (2), 337-351, 1988
371988
A priori estimates for N= 2 Wess-Zumino models on a cylinder
A Jaffe, A Lesniewski
Communications in mathematical physics 114 (4), 553-575, 1988
351988
On super-KMS functionals and entire cyclic cohomology
A Jaffe, A Lesniewski, K Osterwalder
K-theory 2 (6), 675-682, 1989
331989
Supersymmetric quantum fields and infinite dimensional analysis
A Jaffe, A Lesniewski
Nonperturbative Quantum Field Theory, 227-280, 1988
321988
The system can't perform the operation now. Try again later.
Articles 1–20