Jonatan Eriksson

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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!

PublicationDate of PublicationType
On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing
MATHEMATICA SCANDINAVICA
2008-11-04Paper
MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES
International Journal of Theoretical and Applied Finance
2006-09-12Paper


Research outcomes over time


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