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Sircar, Kaushik Ronnie
Sircar, Ronnie
82
Jonsson, Mattias
24
Fouque, Jean-Pierre
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Papanicolaou, George
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Bayraktar, Erhan
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ECONIS (ZBW)
33
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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
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:
3
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
4
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
5
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
Saved in:
6
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:
7
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:
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
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
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