Items where Author is "Tysk, Johan"

Group by: Item Type | No Grouping
Number of items: 4.


Ekström, Erik and Tysk, Johan (2006) The American put is log-concave in the log-price. Journal of Mathematical Analysis and Applications, 314 (2). pp. 710-723. ISSN 0022-247X

Ekström, Erik and Tysk, Johan (2006) A boundary point lemma for Black-Scholes type equations. Communications in Pure and Applied Analysis, 5 (3). pp. 505-514. ISSN 1386-923X

Ekström, Erik and Janson, Svante and Tysk, Johan (2005) Superreplication of options on several underlying assets. Journal of Applied Probability, 42 (1). pp. 27-39. ISSN 0021-9002

MIMS Preprint

Ekström, Erik and Tysk, Johan (2006) Properties of Option Prices in a Jump Diffusion Model. [MIMS Preprint]

This list was generated on Sun Feb 25 01:01:17 2024 GMT.