Ola Hammarlid

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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
Aggregating sectors in the infectious defaults model
Quantitative Finance
2019-01-15Paper
Risk and portfolio analysis. Principles and methods.
Springer Series in Operations Research and Financial Engineering
2012-04-27Paper
A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
International Journal of Theoretical and Applied Finance
2008-09-03Paper
When to accept a sequence of gambles
Journal of Mathematical Economics
2006-01-09Paper
Tools to Estimate the First Passage Time to a Convex Barrier
Journal of Applied Probability
2005-08-25Paper
On Minimizing Risk in Incomplete Markets Option Pricing Models
International Journal of Theoretical and Applied Finance
1998-12-28Paper


Research outcomes over time


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