Working Papers
-Classical Randomness and Quantum Determinism
Sidney Coleman and Andrzej Lesniewski
-Probability Distribution in the SABR Model of Stochastic Volatility
Patrick Hagan, Andrew Lesniewski, and Diana Woodward
-LIBOR Market Model
with SABR Style Stochastic Volatility
Patrick Hagan and Andrew Lesniewski
-Notes on the CEV model
Andrew Lesniewski
-Semiclassical approximation in stochastic optimal control I. Portfolio construction problem
Sakda Chaiworawitkul, Patrick Hagan, and Andrew Lesniewski