Johan Tysk

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Comparison of Two Methods for Superreplication	2017-10-05	Paper
Feynman–Kac theorems for generalized diffusions	2015-09-08	Paper
PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS	2014-06-13	Paper
Numerical option pricing in the presence of bubbles	2013-06-27	Paper
Can time-homogeneous diffusions produce any distribution?	2013-05-13	Paper
DUPIRE'S EQUATION FOR BUBBLES	2012-11-22	Paper
Optimal Liquidation of a Pairs Trade	2011-08-08	Paper
Boundary conditions for the single-factor term structure equation	2011-02-21	Paper
Optimal liquidation of a call spread	2010-07-20	Paper
The Black-Scholes equation in stochastic volatility models	2010-05-26	Paper
Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation	2009-12-16	Paper
Bubbles, convexity and the Black-Scholes equation	2009-08-27	Paper
A boundary point lemma for Black-Scholes type operators	2008-03-06	Paper
Space-time adaptive finite difference method for European multi-asset options	2008-01-30	Paper
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS	2007-11-21	Paper
Convexity preserving jump-diffusion models for option pricing	2007-04-10	Paper
FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS	2006-04-19	Paper
The American put is log-concave in the log-price	2006-01-10	Paper
Superreplication of Options on Several Underlying Assets	2005-08-25	Paper
OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS	2005-03-30	Paper
Preservation of convexity of solutions to parabolic equations	2004-11-18	Paper
Volatility time and properties of option prices	2004-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q2740077	2001-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q2740095	2001-09-16	Paper
Schrödinger operators and index bounds for minimal submanifolds	1995-08-01	Paper
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds	1994-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q3138497	1993-12-15	Paper
Finiteness of Index and Total Scalar Curvature for Minimal Hypersurfaces	1989-01-01	Paper
An index characterization of the catenoid and index bounds for minimal surfaces in \(R^ 4\)	1988-01-01	Paper
Eigenvalue estimates with applications to minimal surfaces	1987-01-01	Paper
Comparison of Two Methods of Multiplying Distributions	1985-01-01	Paper

Research outcomes over time

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