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ECONIS (ZBW)
80
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1
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
Saved in:
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
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Least-cost allocation of measures to increase the amount of coarse woody debris in forest estates
Ekvall, Hans
;
Bostedt, Göran
;
Jonsson, Mattias
- In:
Journal of forest economics : JFE
19
(
2013
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10010190523
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7
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:
8
Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10003818394
Saved in:
9
A general framework for evaluating executive stock options
Sircar, Kaushik Ronnie
;
Xiong, Wei
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2317-2349
Persistent link: https://www.econbiz.de/10003485116
Saved in:
10
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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