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Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie; Papanicolaou, George - In: Applied mathematical finance 6 (1999) 2, pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
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General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie - In: Applied mathematical finance 5 (1998) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
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Stochastic Volatility Effects on Defaultable Bonds
Fouque, Jean‐Pierre; Sircar, Ronnie; Sølna, Knut - In: Applied mathematical finance 13 (2006) 3, pp. 215-244
Persistent link: https://www.econbiz.de/10008222270
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Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
Papageorgiou, Evan; Sircar, Ronnie - In: Applied mathematical finance 16 (2009) 4, pp. 353
Persistent link: https://www.econbiz.de/10008314731
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Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
Papageorgiou, Evan; Sircar, Ronnie - In: Applied mathematical finance 16 (2009) 3-4, pp. 353
Persistent link: https://www.econbiz.de/10008336480
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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan; Sircar, Kaushik Ronnie - In: Applied mathematical finance 16 (2009) 3/4, pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
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Implied volatility of leveraged ETF options
Leung, Tim; Sircar, Kaushik Ronnie - In: Applied mathematical finance 22 (2015) 1/2, pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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Multiscale intensity models for single name credit derivatives
Papageorgiou, E.; Sircar, Kaushik Ronnie - In: Applied mathematical finance 15 (2008) 1/2, pp. 73-105
Persistent link: https://www.econbiz.de/10003751113
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Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; Sølna, Knut - In: Applied mathematical finance 13 (2006) 3, pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
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Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil; Sircar, Kaushik Ronnie - In: Applied mathematical finance 29 (2022) 5, pp. 331-365
Persistent link: https://www.econbiz.de/10014323481