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Options written on stocks with known dividends
Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 901-907
Persistent link: https://www.econbiz.de/10002420743
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Pricing equations in jump-to-default models
Dyrssen, Hannah; Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10010364757
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Comparison of two methods for superreplication
Ekström, Erik; Tysk, Johan - In: Applied mathematical finance 19 (2012) 1/2, pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
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Properties of option prices in models with jumps
Ekström, Erik; Tysk, Johan - In: Mathematical finance : an international journal of … 17 (2007) 3, pp. 381-397
Persistent link: https://www.econbiz.de/10003626552