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1

Stochastic Volatility Effects on Defaultable Bonds

Fouque, Jean‐Pierre, Sircar, Ronnie, S⊘lna, Knut

Journal:

Applied Mathematical Finance

Year:

2006

Language:

english

File:

PDF, 635 KB

english, 2006

2

Moving beyond the study of gender differences: An analysis of measurement invariance and differential item functioning of an ICT literacy scale

Hatlevik, Ove E., Scherer, Ronny, Christophersen, Knut-Andreas

Journal:

Computers & Education

Year:

2017

Language:

english

File:

PDF, 1.40 MB

english, 2017

3

Multiscale Stochastic Volatility Asymptotics

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Journal:

Multiscale Modeling and Simulation

Year:

2003

Language:

english

File:

PDF, 252 KB

english, 2003

4

Erratum: Non-collinear generation of angularly isolated circularly polarized high harmonics

Hickstein, Daniel D., Dollar, Franklin J., Grychtol, Patrik, Ellis, Jennifer L., Knut, Ronny, Hernández-García, Carlos, Zusin, Dmitriy, Gentry, Christian, Shaw, Justin M., Fan, Tingting, Dorney, Kevin

Journal:

Nature Photonics

Year:

2016

File:

PDF, 37 KB

2016

5

Stoner versus Heisenberg: Ultrafast exchange reduction and magnon generation during laser-induced demagnetization

Turgut, Emrah, Zusin, Dmitriy, Legut, Dominik, Carva, Karel, Knut, Ronny, Shaw, Justin M., Chen, Cong, Tao, Zhensheng, Nembach, Hans T., Silva, Thomas J., Mathias, Stefan, Aeschlimann, Martin, Oppenee

Journal:

Physical Review B

Year:

2016

Language:

english

File:

PDF, 2.30 MB

english, 2016

6

Understanding interface properties from high kinetic energy photoelectron spectroscopy and first principles theory

Sari Granroth, Weine Olovsson, Erik Holmström, Ronny Knut, Mihaela Gorgoi, Svante Svensson, Olof Karis

Journal:

Journal of Electron Spectroscopy and Related Phenomena

Year:

2011

Language:

english

File:

PDF, 2.24 MB

english, 2011

7

Maturity cycles in implied volatility

Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 366 KB

english, 2004

8

Investigation of interface properties of Ni/Cu multilayers by high kinetic energy photoelectron spectroscopy

Granroth, Sari, Knut, Ronny, Marcellini, Moreno, Andersson, Gabriella, Svensson, Svante, Karis, Olof, Gorgoi, Mihaela, Schäfers, Franz, Braun, Walter, Eberhardt, Wolfgang

Journal:

Physical Review B

Year:

2009

Language:

english

File:

PDF, 755 KB

english, 2009

9

Multiname and Multiscale Default Modeling

Fouque, Jean-Pierre, Sircar, Ronnie, SØlna, Knut

Journal:

Multiscale Modeling and Simulation

Year:

2009

Language:

english

File:

PDF, 312 KB

english, 2009

10

[Science and Technology of Atomic, Molecular, Condensed Matter & Biological Systems] Advanced Functional Materials Volume 2 || Spectroscopic investigations of electronic structure

Year:

2012

Language:

english

File:

PDF, 1.55 MB

english, 2012

11

High energy photoelectron spectroscopy in basic and applied science: Bulk and interface electronic structure

Knut, Ronny, Lindblad, Rebecka, Gorgoi, Mihaela, Rensmo, Håkan, Karis, Olof

Journal:

Journal of Electron Spectroscopy and Related Phenomena

Year:

2013

Language:

english

File:

PDF, 1.24 MB

english, 2013

12

CuSn Heusler multilayers

Knut, Ronny, Svedlindh, Peter, Mryasov, Oleg, Gunnarsson, Klas, Warnicke, Peter, Arena, D. A., Björck, Matts, Dennison, Andrew J. C., Sahoo, Anindita, Mukherjee, Sumanta, Sarma, D. D., Granroth, Sari,

Journal:

Physical Review B

Year:

2013

Language:

english

File:

PDF, 520 KB

english, 2013

13

Incidence of Cancer and Mortality in Patients from the Simvastatin and Ezetimibe in Aortic Stenosis (SEAS) Trial

Green, Anders, Ramey, Dena Rosen, Emneus, Martha, Iachina, Maria, Stavem, Knut, Bolin, Kristian, McNally, Richard, Busch-Sørensen, Michael, Willenheimer, Ronnie, Egstrup, Kenneth, Kesäniemi, Y. Antero

Journal:

The American Journal of Cardiology

Year:

2014

Language:

english

File:

PDF, 128 KB

english, 2014

14

Electronic structure and chemical and magnetic interactions in ZnO doped with Co and Al: Experiments and ab initio density-functional calculations

Iuşan, Diana, Knut, Ronny, Sanyal, Biplab, Karis, Olof, Eriksson, Olle, Coleman, Victoria A., Westin, Gunnar, Wikberg, J. Magnus, Svedlindh, Peter

Journal:

Physical Review B

Year:

2008

Language:

english

File:

PDF, 493 KB

english, 2008

15

Generation of bright phase-matched circularly-polarized extreme ultraviolet high harmonics

Kfir, Ofer, Grychtol, Patrik, Turgut, Emrah, Knut, Ronny, Zusin, Dmitriy, Popmintchev, Dimitar, Popmintchev, Tenio, Nembach, Hans, Shaw, Justin M., Fleischer, Avner, Kapteyn, Henry, Murnane, Margaret,

Journal:

Nature Photonics

Year:

2014

Language:

english

File:

PDF, 2.93 MB

english, 2014

16

, a proposed half-metallic antiferromagnet

Jana, Somnath, Singh, Vijay, Kaushik, S. D., Meneghini, Carlo, Pal, Prabir, Knut, Ronny, Karis, Olof, Dasgupta, Indra, Siruguri, Vasudeva, Ray, Sugata

Journal:

Physical Review B

Year:

2010

Language:

english

File:

PDF, 720 KB

english, 2010

17

Magnetocrystalline anisotropy and uniaxiality of MnAs/GaAs(100) films

Wikberg, J. Magnus, Knut, Ronny, Bhandary, Sumanta, di Marco, Igor, Ottosson, Mikael, Sadowski, Janusz, Sanyal, Biplab, Palmgren, Pål, Tai, Cheuk W., Eriksson, Olle, Karis, Olof, Svedlindh, Peter

Journal:

Physical Review B

Year:

2011

Language:

english

File:

PDF, 2.28 MB

english, 2011

18

Reactive ZnO/Ti/ZnO interfaces studied by hard x-ray photoelectron spectroscopy

Knut, Ronny, Lindblad, Rebecka, Grachev, Sergey, Faou, Jean-Yvon, Gorgoi, Mihaela, Rensmo, Håkan, Søndergård, Elin, Karis, Olof

Journal:

Journal of Applied Physics

Year:

2014

Language:

english

File:

PDF, 1.51 MB

english, 2014

19

Strong-field ionization with two-color circularly polarized laser fields

Mancuso, Christopher A., Hickstein, Daniel D., Grychtol, Patrik, Knut, Ronny, Kfir, Ofer, Tong, Xiao-Min, Dollar, Franklin, Zusin, Dmitriy, Gopalakrishnan, Maithreyi, Gentry, Christian, Turgut, Emrah,

Journal:

Physical Review A

Year:

2015

Language:

english

File:

PDF, 2.16 MB

english, 2015

20

Forging of Steam Turbine Blades with an Fe3Al-based Alloy

Janschek, Peter, Bauer-Partenheimer, Knut, Krein, Ronny, Hanus, Pavel, Palm, M.

Journal:

MRS Proceedings

Year:

2008

Language:

english

File:

PDF, 916 KB

english, 2008

21

Valuation of Green Walls and Green Roofs as Soundscape Measures: Including Monetised Amenity Values Together with Noise-attenuation Values in a Cost-benefit Analysis of a Green Wall Affecting Courtyards

Veisten, Knut, Smyrnova, Yuliya, Klæboe, Ronny, Hornikx, Maarten, Mosslemi, Marjan, Kang, Jian

Journal:

International Journal of Environmental Research and Public Health

Year:

2012

Language:

english

File:

PDF, 1.37 MB

english, 2012

22

Role of boron diffusion in CoFeB/MgO magnetic tunnel junctions

Mukherjee, Sumanta, Knut, Ronny, Mohseni, S. M., Anh Nguyen, T. N., Chung, S., Tuan Le, Q., Åkerman, Johan, Persson, Johan, Sahoo, Anindita, Hazarika, Abhijit, Pal, Banabir, Thiess, Sebastian, Gorgoi,

Journal:

Physical Review B

Year:

2015

Language:

english

File:

PDF, 4.50 MB

english, 2015

23

[AIP MAGNETIC MATERIALS: International Conference on Magnetic Materials (ICMM-2007) - Kolkata (India) (11–16 December 2007)] AIP Conference Proceedings - Ab-initio Computational Modeling Of Complex Magnetism In Spintronic Materials

Sanyal, Biplab, Iuşan, Diana M., Knut, Ronny, Grånäs, Oscar, Eriksson, Olle, Ghoshray, Amitabha, Bandyopadhyay, Bilwadal

Year:

2008

Language:

english

File:

PDF, 697 KB

english, 2008

24

Non-collinear generation of angularly isolated circularly polarized high harmonics

Hickstein, Daniel D., Dollar, Franklin J., Grychtol, Patrik, Ellis, Jennifer L., Knut, Ronny, Hernández-García, Carlos, Zusin, Dmitriy, Gentry, Christian, Shaw, Justin M., Fan, Tingting, Dorney, Kevin

Journal:

Nature Photonics

Year:

2015

Language:

english

File:

PDF, 184 KB

english, 2015

25

[OSA CLEO: Applications and Technology - San Jose, California (2015..-..)] CLEO: 2015 Postdeadline Paper Digest - Bright Circularly Polarized Soft X-Ray High Harmonics for X-Ray Magnetic Circular Dichroism

Fan, Tingting, Grychtol, Patrik, Knut, Ronny, Hernandez-Garcia, Carlos, Hickstein, Daniel, Gentry, Christian, Hogle, Craig, Zusin, Dmitriy, Dorney, Kevin, Shpyrko, Oleg, Cohen, Oren, Kfir, Ofer, Plaja

Year:

2015

Language:

english

File:

PDF, 945 KB

english, 2015

26

Helicity-selective phase-matching and quasi-phase matching of circularly polarized high-order harmonics: towards chiral attosecond pulses

Kfir, Ofer, Grychtol, Patrik, Turgut, Emrah, Knut, Ronny, Zusin, Dmitriy, Fleischer, Avner, Bordo, Eliyahu, Fan, Tingting, Popmintchev, Dimitar, Popmintchev, Tenio, Kapteyn, Henry, Murnane, Margaret,

Journal:

Journal of Physics B Atomic Molecular and Optical Physics

Year:

2016

Language:

english

File:

PDF, 1.34 MB

english, 2016

27

Controlling electron-ion rescattering in two-color circularly polarized femtosecond laser fields

Mancuso, Christopher A., Hickstein, Daniel D., Dorney, Kevin M., Ellis, Jennifer L., Hasović, Elvedin, Knut, Ronny, Grychtol, Patrik, Gentry, Christian, Gopalakrishnan, Maithreyi, Zusin, Dmitriy, Doll

Journal:

Physical Review A

Year:

2016

Language:

english

File:

PDF, 7.75 MB

english, 2016

28

Controlling Nonsequential Double Ionization in Two-Color Circularly Polarized Femtosecond Laser Fields

Mancuso, Christopher A., Dorney, Kevin M., Hickstein, Daniel D., Chaloupka, Jan L., Ellis, Jennifer L., Dollar, Franklin J., Knut, Ronny, Grychtol, Patrik, Zusin, Dmitriy, Gentry, Christian, Gopalakri

Journal:

Physical Review Letters

Year:

2016

Language:

english

File:

PDF, 1.36 MB

english, 2016

29

[OSA CLEO: QELS_Fundamental Science - San Jose, California (2014..-..)] CLEO: 2014 - Magnetic Circular Dichroism Probed with Bright High-order Harmonics

Kfir, Ofer, Grychtol, Patrik, Turgut, Emrah, Knut, Ronny, Zusin, Dmitriy, Popmintchev, Dimitar, Popmintchev, Tenio, Nembach, Hans, Shaw, Justin M., Fleischer, Avner, Kapteyn, Henry, Murnane, Margaret,

Year:

2014

Language:

english

File:

PDF, 624 KB

english, 2014

30

by dynamical mean-field theory

Paul, Souvik, Iuşan, Diana, Thunström, Patrik, Kvashnin, Yaroslav O., Hellsvik, Johan, Pereiro, Manuel, Delin, Anna, Knut, Ronny, Phuyal, Dibya, Lindblad, Andreas, Karis, Olof, Sanyal, Biplab, Eriksso

Journal:

Physical Review B

Year:

2018

Language:

english

File:

PDF, 898 KB

english, 2018

31

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Application to Exotic Derivatives

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 135 KB

english, 2011

32

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Introduction

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 54 KB

english, 2011

33

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Interest Rate Models

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 337 KB

english, 2011

34

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Other Applications

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 238 KB

english, 2011

35

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Application to American Derivatives

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 1.20 MB

english, 2011

36

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Volatility Time Scales

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 533 KB

english, 2011

37

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Epilogue

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 85 KB

english, 2011

38

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Implied Volatility Formulas and Calibration

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 430 KB

english, 2011

39

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || The Black–Scholes Theory of Derivative Pricing

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 408 KB

english, 2011

40

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Credit Risk I: Structural Models with Stochastic Volatility

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 392 KB

english, 2011

41

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Introduction to Stochastic Volatility Models

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 309 KB

english, 2011

42

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Credit Risk II: Multiscale Intensity-Based Models

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 392 KB

english, 2011

43

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Around the Heston Model

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 304 KB

english, 2011

44

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Extensions

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 252 KB

english, 2011

45

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || First-Order Perturbation Theory

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 246 KB

english, 2011

46

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || References

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 80 KB

english, 2011

47

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || Hedging Strategies

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

Year:

2011

Language:

english

File:

PDF, 303 KB

english, 2011

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