K. Ronnie Sircar

Available identifiers

zbMath Open sircar.k-ronnieMaRDI QIDQ1012316

List of research outcomes

Publication	Date of Publication	Type
Financial modeling in a fast mean-reverting stochastic volatility environment	2009-04-15	Paper
FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES	2008-09-03	Paper
ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS	2005-02-28	Paper
PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT	2003-08-13	Paper
General Black-Scholes models accounting for increased market volatility from hedging strategies	2002-09-04	Paper
Stochastic volatility, smile & asymptotics	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q2725578	2002-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4509488	2000-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q4219085	1998-11-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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