Feynman–Kac formulas for Black–Scholes–type operators S Janson, J Tysk Bulletin of the London Mathematical Society 38 (2), 269-282, 2006 | 101 | 2006 |
The Black–Scholes equation in stochastic volatility models E Ekström, J Tysk Journal of Mathematical Analysis and Applications 368 (2), 498-507, 2010 | 91 | 2010 |
Space–time adaptive finite difference method for European multi-asset options P Lötstedt, J Persson, L von Sydow, J Tysk Computers & Mathematics with Applications 53 (8), 1159-1180, 2007 | 90 | 2007 |
Volatility time and properties of option prices S Janson, J Tysk The Annals of Applied Probability 13 (3), 890-913, 2003 | 77 | 2003 |
Bubbles, convexity and the Black–Scholes equation E Ekström, J Tysk | 67 | 2009 |
Eigenvalue estimates with applications to minimal surfaces J Tysk Pacific journal of mathematics 128 (2), 361-366, 1987 | 65 | 1987 |
Boundary conditions for the single-factor term structure equation E Ekström, J Tysk | 55 | 2011 |
Preservation of convexity of solutions to parabolic equations S Janson, J Tysk Journal of Differential Equations 206 (1), 182-226, 2004 | 51 | 2004 |
Boundary values and finite difference methods for the single factor term structure equation E Ekström, P Lötstedt, J Tysk Applied Mathematical Finance 16 (3), 253-259, 2009 | 50 | 2009 |
Finiteness of index and total scalar curvature for minimal hypersurfaces J Tysk Proceedings of the American Mathematical Society 105 (2), 429-435, 1989 | 48 | 1989 |
Optimal liquidation of a pairs trade E Ekström, C Lindberg, J Tysk Advanced mathematical methods for finance, 247-255, 2011 | 44 | 2011 |
Properties of option prices in models with jumps E Ekström, J Tysk Mathematical Finance 17 (3), 381-397, 2007 | 29 | 2007 |
Superreplication of options on several underlying assets E Ekström, S Janson, J Tysk Journal of applied probability 42 (1), 27-38, 2005 | 24 | 2005 |
Schrödinger operators and index bounds for minimal submanifolds SY Cheng, J Tysk The Rocky Mountain Journal of Mathematics 24 (3), 977-996, 1994 | 23 | 1994 |
Can time-homogeneous diffusions produce any distribution? E Ekström, D Hobson, S Janson, J Tysk Probability Theory and Related Fields 155, 493-520, 2013 | 22 | 2013 |
Convexity preserving jump-diffusion models for option pricing E Ekström, J Tysk Journal of mathematical analysis and applications 330 (1), 715-728, 2007 | 18 | 2007 |
Convexity theory for the term structure equation E Ekström, J Tysk Finance and Stochastics 12, 117-147, 2008 | 17 | 2008 |
Numerical option pricing in the presence of bubbles E Ekström, P Lötstedt, LV Sydow, J Tysk Quantitative Finance 11 (8), 1125-1128, 2011 | 16 | 2011 |
Boundary behaviour of densities for non-negative diffusions E Ekström, J Tysk preprint, 2011 | 16 | 2011 |
An index characterization of the catenoid and index bounds for minimal surfaces in R4 SY Cheng, J Tysk Pacific Journal of Mathematics 134 (2), 251-260, 1988 | 15 | 1988 |