The following pages link to Ronnie Sircar (Q309157):
Displaying 50 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Dynamic Bertrand oligopoly (Q626425) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- (Q1073622) (redirect page) (← links)
- Vibration of rectilinear plates on Vlasov's foundation at large amplitude (Q1073623) (← links)
- Dynamic buckling of a thin rectangular plate on elastic foundation (Q1107364) (← links)
- Fundamental frequency of vibration of a rectangular plate on a nonlinear elastic foundation (Q1136519) (← links)
- Dynamic response of circular plates on elastic foundation subjected to sonic booms (Q1247045) (← links)
- Technology ladders and R\&D in dynamic Cournot markets (Q1655725) (← links)
- Maturity cycles in implied volatility (Q1776013) (← links)
- Oligopoly games under asymmetric costs and an application to energy production (Q1938989) (← links)
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Filtering and portfolio optimization with stochastic unobserved drift in asset returns (Q2348484) (← links)
- Bertrand and Cournot mean field games (Q2355309) (← links)
- Optimal investment with derivative securities (Q2488502) (← links)
- (Q2741103) (← links)
- Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
- Non-linear flexural vibration of thin rectangular plate on a non-linear elastic foundation under harmonic excitation (Q2879714) (← links)
- Exploration and exhaustibility in dynamic Cournot games (Q2888859) (← links)
- A Framework for Dynamic Hedging under Convex Risk Measures (Q2904890) (← links)
- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Q3094895) (← links)
- Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation (Q3119603) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- (Q3154981) (← links)
- (Q3160509) (← links)
- Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547) (← links)
- Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970) (← links)
- Credit derivatives and risk aversion (Q3572021) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- (Q3613978) (← links)
- Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives (Q3652704) (← links)
- Multiname and Multiscale Default Modeling (Q3653224) (← links)
- (Q3702606) (← links)
- (Q3704996) (← links)
- (Q3820132) (← links)
- (Q3944141) (← links)
- (Q4047213) (← links)
- (Q4166340) (← links)
- Singular Perturbations in Option Pricing (Q4429801) (← links)
- (Q4462042) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
- Trend-following hedge funds and multi-period asset allocation (Q4646797) (← links)
- Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (Q4652585) (← links)
