Alexey Polishchuk

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We develop a new option pricing framework that tightly integrates with how institutional investors manage options positions. The framework starts with the near-term dynamics of the implied volatility surface and derives no-arbitrage constraints on its current shape. Within this framework, we show that just like option implied volatilities, realized and(More)
Most Leu- clones of yeast transformants (cir0, pJDB219) can stabilize the replication of 2 micron-vectors with REP3, the stability obtained being comparable to the one for the standard cir0 strain. One of the Leu- clones was used to isolate a plasmid with Rep 1.2 functions ("Rep-helper plasmid"). The plasmid was shown to carry a partially active LEU2 gene(More)
We propose a method for isolation of enhancer-like sequences from a yeast genomic library. The method was used to identify DNA inserts capable of increasing bacterial bla gene expression when located downstream from the transcription initiation site. Plasmids carrying different fragments of one such insert were used to localize the enhancer-like function on(More)
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