4. Mathematics
  5. Probability

Ronnie Sircar

Mathematics – Probability

Scientist

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A Limit Theorem for Financial Markets with Inert Investors

Mathematics – Probability
Scientific paper

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Dynamic Bertrand Oligopoly

Mathematics – Optimization and Control
Scientific paper

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Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis

Mathematics – Statistics Theory
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From Smile Asymptotics to Market Risk Measures

Economy – Quantitative Finance – General Finance
Scientific paper

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Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

Economy – Quantitative Finance – Pricing of Securities
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