Yaniv Gershon
Yaniv Gershon
Vice President

Supervision, Regulation & Credit

email  Yaniv.Gershon@bos.frb.org

(617) 973-3378

up down Biography


Using Stochastic Optimization Methods for Stock Selling Decision Making and Option Pricing, Journal of Communication in Information and Systems, Vol. 7, No. 2, pp. 111-132, 2007. With J. Bao, A. Belu, Y.J. Liu, G. Yin, and Q. Zhang

Modeling the economics of differentiated durable-goods markets, IMA – preprint series, July 2002 1866-6 (With Miyuki Breen, George Chikhladze, Jose Figueroa-Lopez, Yanto Muliadi, Ivy Prendergast, and Suzhou Huang)