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Steve Taylor (staylor6)

Steve Taylor

Teaching Associate Professor

School of Business

[email protected]

Selected Publications

Journal Article

Cui, Z. N.; Kirkby, J.; Nguyen, D.; Taylor, S. N. (2021). A Closed-Form Model-Free Implied Volatility Formula through Delta Families. The Journal of Derivatives (4 ed., vol. 28, pp. 111-127). Pageant Media US.
http://dx.doi.org/10.3905/jod.2020.1.127.
Cui, Z. N.; Taylor, S. N. (2021). Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation. The Journal of Derivatives (3 ed., vol. 28, pp. 8-33). Pageant Media US.
http://dx.doi.org/10.3905/jod.2020.1.116.
Cui, Z. N.; Taylor, S. N. (2020). Arbitrage detection using max plus product iteration on foreign exchange rate graphs. Finance Research Letters (vol. 35, pp. 101279). Elsevier BV.
http://dx.doi.org/10.1016/j.frl.2019.08.027.
Cui, Z. N.; Qian, W.; Taylor, S. N.; Zhu, L. (2020). Detecting and identifying arbitrage in the spot foreign exchange market. Quantitative Finance (1 ed., vol. 20, pp. 119-132). Informa UK Limited.
http://dx.doi.org/10.1080/14697688.2019.1639801.