Concepedia

Johan Tysk

JT

Statistics

Publications

21

Citations

708

H-Index

15

Active since

1987

Affiliations

Uppsala University(Current)

Informa (Sweden)

University of Manchester

Johan Tysk is an author at Uppsala University specializing in financial economics, finance, and mathematics.

Publications per year

1987–2016

21

Publications

21

Space–time adaptive finite difference method for European multi-asset options

Per Lötstedt, Jonas Persson, Lina von Sydow et al. · Computers & Mathematics with Applications · 2007 · 76 citations · Full text

, , +10

FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS

Svante Janson, Johan Tysk · Bulletin of the London Mathematical Society · 2006 · 74 citations · Full text

, , +15

The Black–Scholes equation in stochastic volatility models

Erik Ekström, Johan Tysk · Journal of Mathematical Analysis and Applications · 2010 · 64 citations

, , +14

Eigenvalue estimates with applications to minimal surfaces

Johan Tysk · Pacific Journal of Mathematics · 1987 · 61 citations · Full text

, , +9

Volatility time and properties of option prices

Svante Janson, Johan Tysk · The Annals of Applied Probability · 2003 · 56 citations · Full text

, , +14

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