Johan Tysk

Identifiers

• name variant Johan Tysk 0.60 · backfill

Papers (8)

1. Feynman-Kac theorems for generalized diffusions math.AP · 2012 · author #3
2. Can time-homogeneous diffusions produce any distribution? math.PR · 2011 · author #4
3. Boundary conditions for the single-factor term structure equation math.PR · 2011 · author #2
4. Bubbles, convexity and the Black--Scholes equation math.PR · 2009 · author #2
5. Convexity theory for the term structure equation math.AP · 2007 · author #2
6. Convexity preserving jump-diffusion models for option pricing math.AP · 2006 · author #2
7. Properties of option prices in models with jumps math.AP · 2005 · author #2
8. A boundary point lemma for Black-Scholes type operators math.AP · 2005 · author #2

Mentions

• 1210.6472 #3 · backfill · confidence 0.70 Johan Tysk
• 1103.4371 #4 · backfill · confidence 0.70 Johan Tysk
• 1101.1149 #2 · backfill · confidence 0.70 Johan Tysk
• 0908.4468 #2 · backfill · confidence 0.70 Johan Tysk

Frequent Coauthors

• Erik Ekstr\"om 7 shared papers
• Svante Janson 2 shared papers
• David Hobson 1 shared papers
• Erik Ekstrom 1 shared papers