Concepedia

Alex Lipton

AL

Statistics

Publications

6

Citations

142

H-Index

6

Active since

2002

Affiliations

Massachusetts Institute of Technology(Current)

Hebrew University of Jerusalem

Alex Lipton is an author at Massachusetts Institute of Technology specializing in business, finance, and financial economics.

Publications per year

2002–2021

6

Publications

6

Credit value adjustment for credit default swaps via the structural default model

Alex Lipton, Artur Sepp · The Journal of Credit Risk · 2009 · 49 citations

, , +16

Digital trade coin: towards a more stable digital currency

Alex Lipton, Thomas Hardjono, Alex Pentland · Royal Society Open Science · 2018 · 38 citations · Full text

, , +12

The Reduction Method for Valuing Derivative Securities

Peter Carr, Alex Lipton, Dilip B. Madan et al. · 2002 · 17 citations

, , +16

Dynamic credit models

Stewart Inglis, Alex Lipton, Ioana Savescu et al. · Statistics and Its Interface · 2008 · 13 citations · Full text

, , +14

Automated Market-Making for Fiat Currencies

Alex Lipton, Artur Sepp · SSRN Electronic Journal · 2021 · 13 citations · Full text

, , +12

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