Johan Walden

Available identifiers

zbMath Open walden.johanMaRDI QIDQ472186

List of research outcomes

Publication	Date of Publication	Type
On efficiency in disagreement economies	2023-11-06	Paper
Trading, Profits, and Volatility in a Dynamic Information Network Model	2022-11-09	Paper
BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems	2022-02-16	Paper
Numerical Ross Recovery for Diffusion Processes Using a PDE Approach	2020-10-20	Paper
Equilibrium with Monoline and Multiline Structures	2019-10-25	Paper
Recovery with Unbounded Diffusion Processes*	2018-11-20	Paper
Market Selection and Welfare in a Multi-asset Economy*	2018-11-07	Paper
BENCHOP – The BENCHmarking project in option pricing	2016-04-29	Paper
Bounds for path-dependent options	2016-01-07	Paper
Heavy-tailed distributions and robustness in economics and finance	2015-06-18	Paper
Markup cycles, dynamic misallocation, and amplification	2014-11-19	Paper
Optimal Bundling Strategies Under Heavy-Tailed Valuations	2012-02-27	Paper
Asset pricing in large information networks	2011-12-28	Paper
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks	2011-08-25	Paper
General Equilibrium Returns to Human and Investment Capital under Moral Hazard	2011-06-30	Paper
Portfolio diversification under local and moderate deviations from power laws	2009-01-28	Paper
A general adaptive solver for hyperbolic PDEs based on filter bank subdivisions	2001-07-19	Paper
Filter bank subdivisions of bounded domains	2000-12-06	Paper
On the approximation of singular source terms in differential equations	2000-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q4263460	1999-11-29	Paper
Filter Bank Methods for Hyperbolic PDEs	1999-11-22	Paper
Adaptive wavelet methods for hyperbolic PDEs	1998-09-29	Paper
Spectral analysis of the differential operator in wavelet bases	1996-12-04	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

This page was built for person: Johan Walden