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subject:"Innovation"
type_genre:"Sammlung"
~person:"Sircar, Kaushik Ronnie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Sircar, Kaushik Ronnie
Gupta, Rangan
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Journal of economic dynamics & control
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1
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
2
Technology ladders and R&D in dynamic Cournot markets
Ludkovski, Michael
;
Sircar, Kaushik Ronnie
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 127-151
Persistent link: https://www.econbiz.de/10011708439
Saved in:
3
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
4
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
Saved in:
5
From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
Saved in:
6
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:
7
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
8
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
Saved in:
9
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:
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
Saved in:
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