The following pages link to Johan Tysk (Q627248):
Displayed 31 items.
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Eigenvalue estimates with applications to minimal surfaces (Q1077028) (← links)
- Schrödinger operators and index bounds for minimal submanifolds (Q1344002) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- An index characterization of the catenoid and index bounds for minimal surfaces in \(R^ 4\) (Q1819443) (← links)
- Preservation of convexity of solutions to parabolic equations (Q1886305) (← links)
- Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- A boundary point lemma for Black-Scholes type operators (Q2474763) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- (Q2740077) (← links)
- (Q2740095) (← links)
- Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
- (Q3138497) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- Comparison of Two Methods of Multiplying Distributions (Q3704417) (← links)
- Finiteness of Index and Total Scalar Curvature for Minimal Hypersurfaces (Q3810478) (← links)
- Eigenvalue estimates and isoperimetric inequalities for cone-manifolds (Q4287878) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS (Q4662052) (← links)
- Optimal Liquidation of a Pairs Trade (Q5198562) (← links)
- FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS (Q5289914) (← links)
- Numerical option pricing in the presence of bubbles (Q5300438) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- Comparison of Two Methods for Superreplication (Q5363117) (← links)
- PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699) (← links)
- PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661) (← links)