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Tysk, Johan

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Author ID: tysk.johan Recent zbMATH articles by "Tysk, Johan"
Published as: Tysk, J.; Tysk, Johan
Documents Indexed: 33 Publications since 1985

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 239 times in 180 Documents Cited by Year
Feynman-Kac formulas for Black-Scholes-type operators. Zbl 1110.35021
Janson, Svante; Tysk, Johan
25
2006
Bubbles, convexity and the Black-Scholes equation. Zbl 1219.91138
Ekström, Erik; Tysk, Johan
22
2009
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
20
2007
The Black-Scholes equation in stochastic volatility models. Zbl 1188.91200
Ekström, Erik; Tysk, Johan
17
2010
Boundary conditions for the single-factor term structure equation. Zbl 1232.91679
Ekström, Erik; Tysk, Johan
16
2011
Preservation of convexity of solutions to parabolic equations. Zbl 1056.35011
Janson, Svante; Tysk, Johan
16
2004
Finiteness of index and total scalar curvature for minimal hypersurfaces. Zbl 0661.53039
Tysk, Johan
16
1989
Volatility time and properties of option prices. Zbl 1061.91028
Janson, Svante; Tysk, Johan
15
2003
Boundary values and finite difference methods for the single factor term structure equation. Zbl 1179.91247
Ekström, Erik; Lötstedt, Per; Tysk, Johan
12
2009
Eigenvalue estimates with applications to minimal surfaces. Zbl 0594.58018
Tysk, Johan
12
1987
Optimal liquidation of a pairs trade. Zbl 1232.91618
Ekström, Erik; Lindberg, Carl; Tysk, Johan
9
2011
Properties of option prices in models with jumps. Zbl 1186.91213
Ekström, Erik; Tysk, Johan
9
2007
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Superreplication of options on several underlying assets. Zbl 1125.91052
Ekström, Erik; Janson, Svante; Tysk, Johan
6
2005
Schrödinger operators and index bounds for minimal submanifolds. Zbl 0818.53075
Cheng, Shiu-Yuen; Tysk, Johan
6
1994
An index characterization of the catenoid and index bounds for minimal surfaces in \(R^ 4\). Zbl 0613.58030
Cheng, Shiu-Yuen; Tysk, Johan
6
1988
Optimal liquidation of a call spread. Zbl 1193.91154
Ekström, Erik; Lindberg, Carl; Tysk, Johan; Wanntorp, Henrik
5
2010
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
4
2011
Convexity preserving jump-diffusion models for option pricing. Zbl 1250.91110
Ekström, Erik; Tysk, Johan
4
2007
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds. Zbl 0812.58092
Hodgson, Craig; Tysk, Johan
4
1993
The American put is log-concave in the log-price. Zbl 1083.91056
Ekström, Erik; Tysk, Johan
3
2006
Options written on stocks with known dividends. Zbl 1090.91039
Ekström, Erik; Tysk, Johan
2
2004
Dupire’s equation for bubbles. Zbl 1262.91133
Ekström, Erik; Tysk, Johan
1
2012
Testing weak stationarity of stock returns. Zbl 0973.91034
Klimek, Maciej; Strandell, Gustaf; Tysk, Johan
1
2001
Comparison of two methods of multiplying distributions. Zbl 0581.46029
Tysk, Johan
1
1985
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Dupire’s equation for bubbles. Zbl 1262.91133
Ekström, Erik; Tysk, Johan
1
2012
Boundary conditions for the single-factor term structure equation. Zbl 1232.91679
Ekström, Erik; Tysk, Johan
16
2011
Optimal liquidation of a pairs trade. Zbl 1232.91618
Ekström, Erik; Lindberg, Carl; Tysk, Johan
9
2011
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
4
2011
The Black-Scholes equation in stochastic volatility models. Zbl 1188.91200
Ekström, Erik; Tysk, Johan
17
2010
Optimal liquidation of a call spread. Zbl 1193.91154
Ekström, Erik; Lindberg, Carl; Tysk, Johan; Wanntorp, Henrik
5
2010
Bubbles, convexity and the Black-Scholes equation. Zbl 1219.91138
Ekström, Erik; Tysk, Johan
22
2009
Boundary values and finite difference methods for the single factor term structure equation. Zbl 1179.91247
Ekström, Erik; Lötstedt, Per; Tysk, Johan
12
2009
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
20
2007
Properties of option prices in models with jumps. Zbl 1186.91213
Ekström, Erik; Tysk, Johan
9
2007
Convexity preserving jump-diffusion models for option pricing. Zbl 1250.91110
Ekström, Erik; Tysk, Johan
4
2007
Feynman-Kac formulas for Black-Scholes-type operators. Zbl 1110.35021
Janson, Svante; Tysk, Johan
25
2006
The American put is log-concave in the log-price. Zbl 1083.91056
Ekström, Erik; Tysk, Johan
3
2006
Superreplication of options on several underlying assets. Zbl 1125.91052
Ekström, Erik; Janson, Svante; Tysk, Johan
6
2005
Preservation of convexity of solutions to parabolic equations. Zbl 1056.35011
Janson, Svante; Tysk, Johan
16
2004
Options written on stocks with known dividends. Zbl 1090.91039
Ekström, Erik; Tysk, Johan
2
2004
Volatility time and properties of option prices. Zbl 1061.91028
Janson, Svante; Tysk, Johan
15
2003
Testing weak stationarity of stock returns. Zbl 0973.91034
Klimek, Maciej; Strandell, Gustaf; Tysk, Johan
1
2001
Schrödinger operators and index bounds for minimal submanifolds. Zbl 0818.53075
Cheng, Shiu-Yuen; Tysk, Johan
6
1994
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds. Zbl 0812.58092
Hodgson, Craig; Tysk, Johan
4
1993
Finiteness of index and total scalar curvature for minimal hypersurfaces. Zbl 0661.53039
Tysk, Johan
16
1989
An index characterization of the catenoid and index bounds for minimal surfaces in \(R^ 4\). Zbl 0613.58030
Cheng, Shiu-Yuen; Tysk, Johan
6
1988
Eigenvalue estimates with applications to minimal surfaces. Zbl 0594.58018
Tysk, Johan
12
1987
Comparison of two methods of multiplying distributions. Zbl 0581.46029
Tysk, Johan
1
1985
all top 5

Cited by 283 Authors

17 Ekström, Erik
15 Tysk, Johan
8 von Sydow, Lina
4 Feehan, Paul M. N.
4 Janson, Svante
4 Leung, Tim
4 Protter, Philip Elliott
3 Bayraktar, Erhan
3 Hobson, David G.
3 in ’t Hout, Karel J.
3 Karatzas, Ioannis
3 Lipton, Alexander
3 Pagliarani, Stefano
3 Pascucci, Andrea
3 Persson, Jonas
3 Sharp, Ben
3 Soleymani, Fazlollah
3 Song, Qingshuo
3 Xing, Hao
2 Bungartz, Hans-Joachim
2 Buzano, Reto
2 Chodosh, Otis
2 Döring, Leif
2 Dyrssen, Hannah
2 Fasen, Vicky
2 Fernholz, Daniel
2 Forsyth, Peter A.
2 Gonon, Lukas
2 Huang, Yu-Jui
2 Ishige, Kazuhiro
2 Jarrow, Robert Alan
2 Lamberton, Damien
2 Larsson, Elisabeth
2 Lötstedt, Per
2 Lundgren, Robin
2 Milovanović, Slobodan
2 Pop, Camelia Alexandra
2 Prömel, David J.
2 Pyo, Juncheol
2 Reichmann, Oleg
2 Ruf, Johannes
2 Seo, Keomkyo
2 Shashiashvili, Malkhaz
2 Silvestrov, Dmitrii
2 Terenzi, Giulia
2 Toivanen, Jari
2 Zhu, Chao
2 Zhu, Songping
1 Abbas-Turki, Lokman A.
1 Akgül, Ali
1 Alvarez, Luis H. R.
1 Ambrozio, Lucas C.
1 Andreucci, Daniele
1 Ankirchner, Stefan
1 Azimzadeh, Parsiad
1 Babilua, Petre
1 Baran, Nicholas A.
1 Barbosa, Ezequiel R.
1 Bátkai, András
1 Baurdoux, Erik Jan
1 Bellettini, Costante
1 Benjouad, Abdelghani
1 Bérard, Pierre H.
1 Bergenthum, Jan
1 Besson, Gérard
1 Bobrowski, Adam
1 Bokuchava, I. V.
1 Bordoni, Manlio
1 Borell, Christer
1 Branger, Nicole
1 Breton, Jean-Christophe
1 Briani, Maya
1 Brunick, Gerard
1 Cañete, Antonio
1 Capponi, Agostino
1 Caramellino, Lucia
1 Carlotto, Alessandro
1 Carpenter, Mark H.
1 Carr, Peter P.
1 Çetin, Umut
1 Chen, Nan
1 Chen, Xiaoshan
1 Chen, Xinfu
1 Cheng, Shiu-Yuen
1 Chernogorova, Tatiana P.
1 Chiarella, Carl
1 Chistyakov, Vyacheslav V.
1 Choe, Jaigyoung
1 Choi, Hagyun
1 Christara, Christina C.
1 Colding, Tobias Holck
1 Costantini, Cristina
1 Cruz-Cota, Aldo-Hilario
1 Cruz, Aricson
1 Cui, Shumo
1 Cuyt, Annie A. M.
1 Dadashi, Hassan
1 D’Alessandro, Antonio
1 Daly, Kathleen
1 Dang, Duy Minh
...and 183 more Authors
all top 5

Cited in 83 Serials

13 International Journal of Theoretical and Applied Finance
8 The Annals of Applied Probability
8 Quantitative Finance
7 Journal of Mathematical Analysis and Applications
7 Stochastic Processes and their Applications
6 Computers & Mathematics with Applications
6 Finance and Stochastics
5 Transactions of the American Mathematical Society
5 International Journal of Computer Mathematics
5 Mathematical Finance
4 Journal of Applied Probability
4 Journal of Computational and Applied Mathematics
4 Stochastics
4 SIAM Journal on Financial Mathematics
3 Mathematische Annalen
3 Proceedings of the American Mathematical Society
3 Probability Theory and Related Fields
3 SIAM Journal on Scientific Computing
2 Journal of Geometry and Physics
2 BIT
2 Duke Mathematical Journal
2 Journal of Differential Equations
2 Journal of Functional Analysis
2 Mathematics and Computers in Simulation
2 Tohoku Mathematical Journal. Second Series
2 Applied Numerical Mathematics
2 Journal of Economic Dynamics & Control
2 Numerical Algorithms
2 Calculus of Variations and Partial Differential Equations
2 Review of Derivatives Research
2 Annals of Finance
1 Advances in Applied Probability
1 Archive for Rational Mechanics and Analysis
1 Journal of Computational Physics
1 Rocky Mountain Journal of Mathematics
1 Chaos, Solitons and Fractals
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Applied Mathematics and Optimization
1 Archiv der Mathematik
1 Bulletin de la Société Mathématique de France
1 Geometriae Dedicata
1 Inventiones Mathematicae
1 Journal of Differential Geometry
1 Journal of Econometrics
1 Kodai Mathematical Journal
1 Manuscripta Mathematica
1 Mathematische Nachrichten
1 Mathematika
1 Proceedings of the Edinburgh Mathematical Society. Series II
1 SIAM Journal on Numerical Analysis
1 Topology and its Applications
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Acta Applicandae Mathematicae
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Sequential Analysis
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Communications in Partial Differential Equations
1 Bulletin of the American Mathematical Society. New Series
1 Computational Statistics and Data Analysis
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 Advances in Computational Mathematics
1 Applied Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Journal of Inequalities and Applications
1 Methodology and Computing in Applied Probability
1 Econometric Theory
1 Applied Stochastic Models in Business and Industry
1 The ANZIAM Journal
1 Decisions in Economics and Finance
1 Central European Journal of Mathematics
1 Asia-Pacific Financial Markets
1 Mathematics and Financial Economics
1 Advances in Calculus of Variations
1 Involve
1 Journal de l’École Polytechnique – Mathématiques
1 Probability, Uncertainty and Quantitative Risk

Citations by Year