The following pages link to Johan Walden (Q472186):
Displaying 24 items.
- Markup cycles, dynamic misallocation, and amplification (Q472187) (← links)
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- Asset pricing in large information networks (Q654508) (← links)
- Bounds for path-dependent options (Q902179) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← links)
- (Q1264566) (redirect page) (← links)
- Adaptive wavelet methods for hyperbolic PDEs (Q1264567) (← links)
- Spectral analysis of the differential operator in wavelet bases (Q1907305) (← links)
- Filter bank subdivisions of bounded domains (Q1971375) (← links)
- A general adaptive solver for hyperbolic PDEs based on filter bank subdivisions (Q1973808) (← links)
- Heavy-tailed distributions and robustness in economics and finance (Q2350232) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- General Equilibrium Returns to Human and Investment Capital under Moral Hazard (Q3012100) (← links)
- Optimal Bundling Strategies Under Heavy-Tailed Valuations (Q3117325) (← links)
- On the approximation of singular source terms in differential equations (Q4262210) (← links)
- (Q4263460) (← links)
- Filter Bank Methods for Hyperbolic PDEs (Q4270989) (← links)
- Market Selection and Welfare in a Multi-asset Economy* (Q4554080) (← links)
- Recovery with Unbounded Diffusion Processes* (Q4555686) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- Trading, Profits, and Volatility in a Dynamic Information Network Model (Q5046715) (← links)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678) (← links)
- Equilibrium with Monoline and Multiline Structures (Q5237861) (← links)
- On efficiency in disagreement economies (Q6062961) (← links)
