Mattias Jonsson

University of Michigan at Ann Arbor - Department of Mathematics

2074 East Hall

530 Church Street

Ann Arbor, MI 48109-1043

United States

SCHOLARLY PAPERS

2

DOWNLOADS

496

TOTAL CITATIONS

7

Scholarly Papers (2)

1.

Optimal Static-Dynamic Hedges for Exotic Options under Convex Risk Measures

Number of pages: 25 Posted: 17 Apr 2008
Aytac Ilhan, Mattias Jonsson and Ronnie Sircar
University of Oxford - Mathematical Institute, University of Michigan at Ann Arbor - Department of Mathematics and Princeton University - Department of Operations Research and Financial Engineering
Downloads 290 (217,086)
Citation 3

Abstract:

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risk measures, hedging

2.

Option Pricing with an Exponential Effect Function

Number of pages: 14 Posted: 17 Apr 2004
Mattias Jonsson, Jussi Keppo and Xu Meng
University of Michigan at Ann Arbor - Department of Mathematics, National University of Singapore (NUS) - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 206 (303,985)
Citation 4

Abstract:

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