Skip to contents Fouque, Jean-Pierre [Author]; Papanicolaou, George [Author]; Sircar, Kaushik Ronnie [Author] Derivatives in financial markets with stochastic volatility - [Repr. d. Ausg. von 2000] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2001 Sircar, Ronnie [Author] ; Ledvina, Andrew Fabian [Other] Dynamic Bertrand Oligopoly Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Sircar, Ronnie [Author] ; Xiong, Wei [Other] A General Framework for Evaluating Executive Stock Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Sturm, Stephan [Author] ; Sircar, Ronnie [Other] From Smile Asymptotics to Market Risk Measures Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Optimal Investment with Transaction Costs and Stochastic Volatility Part II : Finite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Supplemental Appendix to Optimal Investment with Transaction Costs and Stochastic Volatility Part II : Finite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Agarwal, Ankush [Author] ; Sircar, Ronnie [Other] Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Choi, Edmond [Author] ; Sircar, Ronnie [Other] Analysis of Systematic Risks in Multi-Name Credit and Equity Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Chan, Patrick [Author] ; Sircar, Ronnie [Other] Bertrand & Cournot Mean Field Games Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Chan, Patrick [Author] ; Sircar, Ronnie [Other] Fracking, Renewables & Mean Field Games Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Ludkovski, Michael [Author] ; Sircar, Ronnie [Other] Game Theoretic Models for Energy Production Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Leung, Tim [Author] ; Sircar, Ronnie [Other] Implied Volatility of Leveraged ETF Options Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Optimal Investment with Transaction Costs and Stochastic Volatility Part I : Infinite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Chan, Patrick [Author] ; Sircar, Ronnie [Other] Optimal Trading with Predictable Return and Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Lorig, Matthew [Author] ; Sircar, Ronnie [Other] Portfolio Optimization Under Local-Stochastic Volatility : Coefficient Taylor Series Approximations & Implied Sharpe Ratio Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Papanicolaou, Andrew [Author] ; Sircar, Ronnie [Other] A Regime-Switching Heston Model for VIX and S&P 500 Implied Volatilities Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Ludkovski, Michael [Author] ; Sircar, Ronnie [Other] Technology Ladders and R&D in Dynamic Cournot Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Dong, Yidong [Author] ; Sircar, Ronnie [Other] Time-Inconsistent Portfolio Investment Problems Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Leung, Tim [Author] ; Sircar, Ronnie [Other] Accounting for Risk Aversion, Vesting, Job Termination Risk and Multiple Exercises in Valuation of Employee Stock Options Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Ledvina, Andrew Fabian [Author] ; Sircar, Ronnie [Other] Bertrand and Cournot Competition Under Asymmetric Costs : Number of Active Firms in Equilibrium Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Fouque, Jean-Pierre [Author]; Papanicolaou, George [Author]; Sircar, Kaushik Ronnie [Author] Derivatives in financial markets with stochastic volatility - [Repr. d. Ausg. von 2000] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2001
Sircar, Ronnie [Author] ; Ledvina, Andrew Fabian [Other] Dynamic Bertrand Oligopoly Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Sircar, Ronnie [Author] ; Xiong, Wei [Other] A General Framework for Evaluating Executive Stock Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Sturm, Stephan [Author] ; Sircar, Ronnie [Other] From Smile Asymptotics to Market Risk Measures Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Optimal Investment with Transaction Costs and Stochastic Volatility Part II : Finite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Supplemental Appendix to Optimal Investment with Transaction Costs and Stochastic Volatility Part II : Finite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Agarwal, Ankush [Author] ; Sircar, Ronnie [Other] Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Choi, Edmond [Author] ; Sircar, Ronnie [Other] Analysis of Systematic Risks in Multi-Name Credit and Equity Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Chan, Patrick [Author] ; Sircar, Ronnie [Other] Bertrand & Cournot Mean Field Games Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Chan, Patrick [Author] ; Sircar, Ronnie [Other] Fracking, Renewables & Mean Field Games Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Ludkovski, Michael [Author] ; Sircar, Ronnie [Other] Game Theoretic Models for Energy Production Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Leung, Tim [Author] ; Sircar, Ronnie [Other] Implied Volatility of Leveraged ETF Options Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Bichuch, Maxim [Author] ; Sircar, Ronnie [Other] Optimal Investment with Transaction Costs and Stochastic Volatility Part I : Infinite Horizon Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Chan, Patrick [Author] ; Sircar, Ronnie [Other] Optimal Trading with Predictable Return and Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Lorig, Matthew [Author] ; Sircar, Ronnie [Other] Portfolio Optimization Under Local-Stochastic Volatility : Coefficient Taylor Series Approximations & Implied Sharpe Ratio Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Papanicolaou, Andrew [Author] ; Sircar, Ronnie [Other] A Regime-Switching Heston Model for VIX and S&P 500 Implied Volatilities Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Ludkovski, Michael [Author] ; Sircar, Ronnie [Other] Technology Ladders and R&D in Dynamic Cournot Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Dong, Yidong [Author] ; Sircar, Ronnie [Other] Time-Inconsistent Portfolio Investment Problems Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Leung, Tim [Author] ; Sircar, Ronnie [Other] Accounting for Risk Aversion, Vesting, Job Termination Risk and Multiple Exercises in Valuation of Employee Stock Options Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Ledvina, Andrew Fabian [Author] ; Sircar, Ronnie [Other] Bertrand and Cournot Competition Under Asymmetric Costs : Number of Active Firms in Equilibrium Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
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