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## Tysk, Johan

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 Author ID: tysk.johan Published as: Tysk, J.; Tysk, Johan
 Documents Indexed: 33 Publications since 1985
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#### Co-Authors

 5 single-authored 18 Ekström, Erik 6 Janson, Svante 3 Lötstedt, Per 2 Cheng, Shiu-Yuen 2 Frankel, S. N. 2 Lindberg, Carl 2 von Sydow, Lina 1 Dyrssen, Hannah 1 Hobson, David G. 1 Hodgson, Craig D. 1 Klimek, Maciej 1 Persson, Jonas 1 Strandell, Gustaf 1 Wanntorp, Henrik
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#### Serials

 3 Journal of Mathematical Analysis and Applications 3 The Annals of Applied Probability 3 International Journal of Theoretical and Applied Finance 2 Journal of Applied Probability 2 Pacific Journal of Mathematics 2 Proceedings of the American Mathematical Society 2 Applied Mathematical Finance 2 Theory of Stochastic Processes 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Rocky Mountain Journal of Mathematics 1 Bulletin of the London Mathematical Society 1 Journal of Differential Equations 1 Transactions of the American Mathematical Society 1 Complex Variables. Theory and Application 1 Probability Theory and Related Fields 1 Mathematical Finance 1 Quantitative Finance 1 Communications on Pure and Applied Analysis
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#### Fields

 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 12 Partial differential equations (35-XX) 6 Global analysis, analysis on manifolds (58-XX) 5 Differential geometry (53-XX) 2 Functions of a complex variable (30-XX) 2 Numerical analysis (65-XX) 1 Functional analysis (46-XX)

#### 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
2006
Bubbles, convexity and the Black-Scholes equation. Zbl 1219.91138
Ekström, Erik; Tysk, Johan
2009
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
2007
The Black-Scholes equation in stochastic volatility models. Zbl 1188.91200
Ekström, Erik; Tysk, Johan
2010
Boundary conditions for the single-factor term structure equation. Zbl 1232.91679
Ekström, Erik; Tysk, Johan
2011
Preservation of convexity of solutions to parabolic equations. Zbl 1056.35011
Janson, Svante; Tysk, Johan
2004
Finiteness of index and total scalar curvature for minimal hypersurfaces. Zbl 0661.53039
Tysk, Johan
1989
Volatility time and properties of option prices. Zbl 1061.91028
Janson, Svante; Tysk, Johan
2003
Boundary values and finite difference methods for the single factor term structure equation. Zbl 1179.91247
Ekström, Erik; Lötstedt, Per; Tysk, Johan
2009
Eigenvalue estimates with applications to minimal surfaces. Zbl 0594.58018
Tysk, Johan
1987
Optimal liquidation of a pairs trade. Zbl 1232.91618
Ekström, Erik; Lindberg, Carl; Tysk, Johan
2011
Properties of option prices in models with jumps. Zbl 1186.91213
Ekström, Erik; Tysk, Johan
2007
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
2013
Superreplication of options on several underlying assets. Zbl 1125.91052
Ekström, Erik; Janson, Svante; Tysk, Johan
2005
Schrödinger operators and index bounds for minimal submanifolds. Zbl 0818.53075
Cheng, Shiu-Yuen; Tysk, Johan
1994
An index characterization of the catenoid and index bounds for minimal surfaces in $$R^ 4$$. Zbl 0613.58030
Cheng, Shiu-Yuen; Tysk, Johan
1988
Optimal liquidation of a call spread. Zbl 1193.91154
Ekström, Erik; Lindberg, Carl; Tysk, Johan; Wanntorp, Henrik
2010
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
2011
Convexity preserving jump-diffusion models for option pricing. Zbl 1250.91110
Ekström, Erik; Tysk, Johan
2007
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds. Zbl 0812.58092
Hodgson, Craig; Tysk, Johan
1993
The American put is log-concave in the log-price. Zbl 1083.91056
Ekström, Erik; Tysk, Johan
2006
Options written on stocks with known dividends. Zbl 1090.91039
Ekström, Erik; Tysk, Johan
2004
Dupire’s equation for bubbles. Zbl 1262.91133
Ekström, Erik; Tysk, Johan
2012
Testing weak stationarity of stock returns. Zbl 0973.91034
Klimek, Maciej; Strandell, Gustaf; Tysk, Johan
2001
Comparison of two methods of multiplying distributions. Zbl 0581.46029
Tysk, Johan
1985
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
2013
Dupire’s equation for bubbles. Zbl 1262.91133
Ekström, Erik; Tysk, Johan
2012
Boundary conditions for the single-factor term structure equation. Zbl 1232.91679
Ekström, Erik; Tysk, Johan
2011
Optimal liquidation of a pairs trade. Zbl 1232.91618
Ekström, Erik; Lindberg, Carl; Tysk, Johan
2011
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
2011
The Black-Scholes equation in stochastic volatility models. Zbl 1188.91200
Ekström, Erik; Tysk, Johan
2010
Optimal liquidation of a call spread. Zbl 1193.91154
Ekström, Erik; Lindberg, Carl; Tysk, Johan; Wanntorp, Henrik
2010
Bubbles, convexity and the Black-Scholes equation. Zbl 1219.91138
Ekström, Erik; Tysk, Johan
2009
Boundary values and finite difference methods for the single factor term structure equation. Zbl 1179.91247
Ekström, Erik; Lötstedt, Per; Tysk, Johan
2009
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
2007
Properties of option prices in models with jumps. Zbl 1186.91213
Ekström, Erik; Tysk, Johan
2007
Convexity preserving jump-diffusion models for option pricing. Zbl 1250.91110
Ekström, Erik; Tysk, Johan
2007
Feynman-Kac formulas for Black-Scholes-type operators. Zbl 1110.35021
Janson, Svante; Tysk, Johan
2006
The American put is log-concave in the log-price. Zbl 1083.91056
Ekström, Erik; Tysk, Johan
2006
Superreplication of options on several underlying assets. Zbl 1125.91052
Ekström, Erik; Janson, Svante; Tysk, Johan
2005
Preservation of convexity of solutions to parabolic equations. Zbl 1056.35011
Janson, Svante; Tysk, Johan
2004
Options written on stocks with known dividends. Zbl 1090.91039
Ekström, Erik; Tysk, Johan
2004
Volatility time and properties of option prices. Zbl 1061.91028
Janson, Svante; Tysk, Johan
2003
Testing weak stationarity of stock returns. Zbl 0973.91034
Klimek, Maciej; Strandell, Gustaf; Tysk, Johan
2001
Schrödinger operators and index bounds for minimal submanifolds. Zbl 0818.53075
Cheng, Shiu-Yuen; Tysk, Johan
1994
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds. Zbl 0812.58092
Hodgson, Craig; Tysk, Johan
1993
Finiteness of index and total scalar curvature for minimal hypersurfaces. Zbl 0661.53039
Tysk, Johan
1989
An index characterization of the catenoid and index bounds for minimal surfaces in $$R^ 4$$. Zbl 0613.58030
Cheng, Shiu-Yuen; Tysk, Johan
1988
Eigenvalue estimates with applications to minimal surfaces. Zbl 0594.58018
Tysk, Johan
1987
Comparison of two methods of multiplying distributions. Zbl 0581.46029
Tysk, Johan
1985
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#### 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
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#### 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
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#### Cited in 26 Fields

 109 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 75 Probability theory and stochastic processes (60-XX) 53 Partial differential equations (35-XX) 38 Numerical analysis (65-XX) 29 Differential geometry (53-XX) 14 Global analysis, analysis on manifolds (58-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 9 Statistics (62-XX) 3 Ordinary differential equations (34-XX) 3 Manifolds and cell complexes (57-XX) 3 Systems theory; control (93-XX) 2 Operator theory (47-XX) 2 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX)