Johan Tysk

Finance · 2003–2010

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #2,860 of 10,518 by trust here, #5,336 by citations
• Demography — 5 citations into it; #3,524 of 4,236 by trust here, #3,993 by citations

Whom Johan Tysk trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Erik Ekström
2. D. Heath
3. Svante Janson
4. Alan L. Lewis
5. Steven Heston
6. Martin Schweizer
7. Leif Andersen

Who trusts Johan Tysk overall

1. Ioannis Karatzas
2. Erik Ekström
3. J. Ruf
4. Daniel Fernholz
5. Soumik Pal
6. Chao Zhu
7. Philip Protter

Papers from Johan Tysk's perspective

Ordered by how strongly the researchers Johan Tysk trusts endorse each paper. Same corpus, a different order for every researcher.

1. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
2. Option Valuation under Stochastic Volatility
3. Bubbles, convexity and the Black–Scholes equation
4. Properties of American option prices
5. Feynman–kac Formulas for Black–Scholes–Type Operators
6. Volatility time and properties of option prices
7. Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
8. Options and Bubbles
9. Correlations and bounds for stochastic volatility models
10. The Black–Scholes equation in stochastic volatility models

Their papers

• Bubbles, convexity and the Black–Scholes equation (2009) — 62 citations
• Volatility time and properties of option prices (2003) — 46 citations
• The Black–Scholes equation in stochastic volatility models (2010) — 66 citations
• Feynman–kac Formulas for Black–Scholes–Type Operators (2006) — 77 citations