Johan Walden

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On efficiency in disagreement economies Social Choice and Welfare	2023-11-06	Paper
Trading, profits, and volatility in a dynamic information network model Review of Economic Studies	2022-11-09	Paper
BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems International Journal of Computer Mathematics	2022-02-16	Paper
Numerical Ross recovery for diffusion processes using a PDE approach Applied Mathematical Finance	2020-10-20	Paper
Equilibrium with monoline and multiline structures Review of Finance	2019-10-25	Paper
Recovery with unbounded diffusion processes Review of Finance	2018-11-20	Paper
Market Selection and Welfare in a Multi-asset Economy* Review of Finance	2018-11-07	Paper
BENCHOP -- the benchmarking project in option pricing International Journal of Computer Mathematics	2016-04-29	Paper
Bounds for path-dependent options Annals of Finance	2016-01-07	Paper
Heavy-tailed distributions and robustness in economics and finance Lecture Notes in Statistics	2015-06-18	Paper
Markup cycles, dynamic misallocation, and amplification Journal of Economic Theory	2014-11-19	Paper
Optimal Bundling Strategies Under Heavy-Tailed Valuations Management Science	2012-02-27	Paper
Asset pricing in large information networks Journal of Economic Theory	2011-12-28	Paper
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks Annals of Finance	2011-08-25	Paper
General equilibrium returns to human and investment capital under moral hazard Review of Economic Studies	2011-06-30	Paper
Portfolio diversification under local and moderate deviations from power laws Insurance Mathematics & Economics	2009-01-28	Paper
A general adaptive solver for hyperbolic PDEs based on filter bank subdivisions Applied Numerical Mathematics	2001-07-19	Paper
Filter bank subdivisions of bounded domains Applied Numerical Mathematics	2000-12-06	Paper
On the approximation of singular source terms in differential equations	2000-06-06	Paper
scientific article; zbMATH DE number 1341899 (Why is no real title available?)	1999-11-29	Paper
Filter Bank Methods for Hyperbolic PDEs SIAM Journal on Numerical Analysis	1999-11-22	Paper
Adaptive wavelet methods for hyperbolic PDEs Journal of Scientific Computing	1998-09-29	Paper
Spectral analysis of the differential operator in wavelet bases Applied and Computational Harmonic Analysis	1996-12-04	Paper

Research outcomes over time

This page was built for person: Johan Walden