founded by Alan L. Lewis (to contact me: alewis (atsign) optioncity.net) author of the book
"Option Valuation under Stochastic Volatility"
(also available at the
Bookshop). Our mission is to develop fundamental financial research from academia and industry into useful software and
Alan has been active in option valuation and related financial research for
over twenty years. He served as Director of Research, Chief Investment Officer,
and President of the mutual fund family at Analytic Investment Management, a
money management firm specializing in derivative securities.
He has published articles in many of the leading financial journals,
including The Journal of Business, The Journal of Finance, The
Financial Analysts Journal, and Mathematical Finance.
He received a Ph.D. in physics from the University of California at Berkeley
and a B.S. from Caltech. He also serves as board Chairman for Envision Financial