Louis Culumovic
Associate Professor
Goodman School of Business
Brock University
Canada
Biography
Louis Culumovic is currently employed as full time Associate Professor in Goodman School of Business, Brock University, Canada.
Research Interest
Call Spreading Strategy; American Call Mispricing; Operator Regularization
Publications
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Culumovic, L. and McKeon, D.G.C.. Calculation of Off-Diagonal Elements of the Heat Kernel, Physical Review D. Volume 38, Number 38, 1988.
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Culumovic, L., Leblanc, M., Mann, R.B., McKeon, D.G.C. and Sherry, T.N.. Operator Rugularization and Multiloop Green Functions, Physical Review D. Volume 41, Number 41, 1990.
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Culumovic, L., McKeon, D.G.C. and Sherry, T.N.. Operator Regularization and the Renormalization Group to Two-Loop Order in Phi Cubed in Six Dimensions, Annals of Physics. Volume 197, Number 197, 1990.
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Culumovic, L. and McKeon, D.G.C.. Operator Regularization and the Chiral Anomaly, Canadian Journal of Physics. Volume 68, Number 68, 1990.
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Culumovic, L., McKeon, D.G.C. and Sherry, T.N.. Operator Regularization and Massive Yang-Mills Theory, Canadian Journal of Physics. Volume 68, Number 68, 1990.
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Welch, R. and Culumovic, L.. A Re- examination of Constant Variance Call Miapricing, Advances in Futures and Options Research. Volume 7, Number 1, 1994.
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Welch, R. and Culumovic, L.. A Profitable Call Spreading Strategy, The Journal of Derivatives. Volume 2, Number 1, 1995.
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Welch, R.L., Hadjiyannakis, S. and Culumovic, L.. The Relative Mispricing of the Constant Variance American Put Model, International Review of Economics and Finance. Volume 7, Number 2, 1998.
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Mayberry, J.P. and Culumovic, L.. Influence of Unresolved Commitments on Investment Decisions, Advances in Quantitative Analysis of Finance and Accounting. Volume 7, 1999.