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

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