Home
About
Advanced Search
Browse by Discipline
Scientific Societies
E-print Alerts
Add E-prints
FAQ
•
HELP
•
SITE MAP
•
CONTACT US
Search
Advanced Search
Tysk, Johan - Matematiska institutionen, Uppsala Universitet
NUMERICAL OPTION PRICING IN THE PRESENCE OF ERIK EKSTROM1,2
OPTIONS WRITTEN ON STOCKS WITH KNOWN ERIK EKSTROM and JOHAN TYSK
J. Math. Anal. Appl. 330 (2007) 715728 www.elsevier.com/locate/jmaa
Computers and Mathematics with Applications 53 (2007) 11591180 www.elsevier.com/locate/camwa
The Annals of Applied Probability 2009, Vol. 19, No. 4, 13691384
The Annals of Applied Probability 2011, Vol. 21, No. 1, 332350
DUPIRE'S EQUATION FOR BUBBLES ERIK EKSTROM1
EXISTENCE AND UNIQUENESS THEORY FOR THE TERM STRUCTURE EQUATION
J. Math. Anal. Appl. 314 (2006) 710723 www.elsevier.com/locate/jmaa
OPTIMAL LIQUIDATION OF A PAIRS TRADE ERIK EKSTROM1
BOUNDARY BEHAVIOUR OF DENSITIES FOR NON-NEGATIVE DIFFUSIONS
CAN TIME-HOMOGENEOUS DIFFUSIONS PRODUCE ANY DISTRIBUTION?
