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42
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37
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Sircar, Kaushik Ronnie
23
Sircar, Ronnie
15
Fouque, Jean-Pierre
12
Papanicolaou, George
9
Jonsson, Mattias
5
Aït-Sahalia, Yacine
3
Horst, Ulrich
3
Leung, Tim
3
Matthys, Felix
3
Osambela, Emilio
3
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2
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2
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2
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Zariphopoulou, Thaleia
2
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2
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1
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Applied mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
Econometrics and risk management
1
FEDS Working Paper
1
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1
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1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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1
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ECONIS (ZBW)
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Portfolio optimization
Ilhan, Aytac
;
Jonsson, Mattias
;
Sircar, Kaushik Ronnie
- In:
Indifference pricing : theory and applications
,
(pp. 183-210)
.
2009
Persistent link: https://www.econbiz.de/10003807585
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2
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
3
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
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4
Partial hedging in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
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5
Insider trading in convergent markets
Jonsson, Mattias
;
Večeř, Jan
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10003149524
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6
Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
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7
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
Saved in:
8
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
9
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
10
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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