K. Ronnie Sircar

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
Financial modeling in a fast mean-reverting stochastic volatility environment Asia-Pacific Financial Markets	2009-04-15	Paper
FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES International Journal of Theoretical and Applied Finance	2008-09-03	Paper
ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS International Journal of Theoretical and Applied Finance	2005-02-28	Paper
PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT Mathematical Finance	2003-08-13	Paper
General Black-Scholes models accounting for increased market volatility from hedging strategies Applied Mathematical Finance	2002-09-04	Paper
Stochastic volatility, smile & asymptotics Applied Mathematical Finance	2002-09-04	Paper
Hedging under stochastic volatility	2002-07-01	Paper
scientific article; zbMATH DE number 1517499 (Why is no real title available?)	2000-10-16	Paper
scientific article; zbMATH DE number 1223766 (Why is no real title available?)	1998-11-15	Paper

Research outcomes over time

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