The following pages link to Ronnie Sircar (Q309157):
Displayed 23 items.
- Multiscale Stochastic Volatility Asymptotics (Q4656049) (← links)
- Implied Volatility of Leveraged ETF Options (Q4682478) (← links)
- (Q4823125) (← links)
- Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) (← links)
- Singular Perturbations for Boundary Value Problems Arising from Exotic Options (Q4830584) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
- A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption (Q5045004) (← links)
- Power Mixture Forward Performance Processes (Q5097226) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)
- A regime-switching Heston model for VIX and S&P 500 implied volatilities (Q5247236) (← links)
- FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
- PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- Fracking, Renewables, and Mean Field Games (Q5348330) (← links)
- Time-Inconsistent Portfolio Investment Problems (Q5374163) (← links)
- A Limit Theorem for Financial Markets with Inert Investors (Q5388010) (← links)
- Games with Exhaustible Resources (Q5392325) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)
- (Q5506194) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
- Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
- Queueing Theoretic Approaches to Financial Price Fluctuations (Q6479038) (← links)