Johan Tysk

Johan Tysk

Uppsala University - Uppsala / Sweden
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1132519
Uppsala Universitet
person_outline Johan Tysk's MOST POPULAR ARTICLES
1-) Feynman–Kac formulas for Black–Scholes-type operatorsS Janson, J TyskBulletin of the London Mathematical Society 38 (2), 269-282, 2006862006
2-) Space–time adaptive finite difference method for European multi-asset optionsP Lötstedt, J Persson, L von Sydow, J TyskComputers & Mathematics with Applications 53 (8), 1159-1180, 2007832007
3-) The Black–Scholes equation in stochastic volatility modelsE Ekström, J TyskJournal of Mathematical Analysis and Applications 368 (2), 498-507, 2010822010
4-) Volatility time and properties of option pricesS Janson, J TyskThe Annals of Applied Probability 13 (3), 890-913, 2003762003
5-) Bubbles, convexity and the Black–Scholes equationE Ekström, J Tysk662009