Johan Tysk

750 total citations
32 papers, 396 citations indexed

About

Johan Tysk is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Johan Tysk has authored 32 papers receiving a total of 396 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 8 papers in Economics and Econometrics and 7 papers in Applied Mathematics. Recurrent topics in Johan Tysk's work include Stochastic processes and financial applications (22 papers), Economic theories and models (6 papers) and Financial Markets and Investment Strategies (5 papers). Johan Tysk is often cited by papers focused on Stochastic processes and financial applications (22 papers), Economic theories and models (6 papers) and Financial Markets and Investment Strategies (5 papers). Johan Tysk collaborates with scholars based in Sweden, United Kingdom and Australia. Johan Tysk's co-authors include Erik Ekström, Svante Janson, Per Lötstedt, Lina von Sydow, Jonas Persson, Shiu‐Yuen Cheng, Craig D. Hodgson, David Hobson and Maciej Klimek and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Journal of Differential Equations and Computers & Mathematics with Applications.

In The Last Decade

Johan Tysk

28 papers receiving 327 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Johan Tysk Sweden	12	252	97	80	62	57	32	396
Ivar Massabó Italy	13	150 0.6×	109 1.1×	64 0.8×	69 1.1×	60 1.1×	42	392
Marco Dozzi France	12	240 1.0×	84 0.9×	75 0.9×	121 2.0×	12 0.2×	36	394
Baojun Bian China	10	136 0.5×	99 1.0×	59 0.7×	35 0.6×	36 0.6×	34	261
Xing Huang China	10	316 1.3×	147 1.5×	42 0.5×	89 1.4×	53 0.9×	43	421
Constantin Tudor Romania	11	381 1.5×	260 2.7×	97 1.2×	107 1.7×	23 0.4×	40	594
Naoyuki Ishimura Japan	9	59 0.2×	134 1.4×	24 0.3×	67 1.1×	27 0.5×	55	262
Marc Henrard United Kingdom	11	341 1.4×	84 0.9×	75 0.9×	37 0.6×	13 0.2×	53	471
Jiagang Ren China	12	360 1.4×	244 2.5×	21 0.3×	182 2.9×	80 1.4×	45	534
Seiichiro Kusuoka Japan	9	189 0.8×	142 1.5×	30 0.4×	197 3.2×	23 0.4×	28	400
A. de La Pradelle France	11	166 0.7×	146 1.5×	39 0.5×	164 2.6×	34 0.6×	27	329

Countries citing papers authored by Johan Tysk

Since Specialization

Citations

This map shows the geographic impact of Johan Tysk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Johan Tysk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Johan Tysk more than expected).

Fields of papers citing papers by Johan Tysk

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Johan Tysk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Johan Tysk. The network helps show where Johan Tysk may publish in the future.

Co-authorship network of co-authors of Johan Tysk

This figure shows the co-authorship network connecting the top 25 collaborators of Johan Tysk. A scholar is included among the top collaborators of Johan Tysk based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Johan Tysk. Johan Tysk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Ekström, Erik & Johan Tysk. (2016). Boundary conditions for the single-factor term structure equation. 13 indexed citations

Ekström, Erik & Johan Tysk. (2012). DUPIRE'S EQUATION FOR BUBBLES. International Journal of Theoretical and Applied Finance. 15(6). 1250041–1250041. 4 indexed citations

Ekström, Erik, David Hobson, Svante Janson, & Johan Tysk. (2011). Can time-homogeneous diffusions produce any distribution?. Probability Theory and Related Fields. 155(3-4). 493–520. 8 indexed citations

Ekström, Erik, et al.. (2010). Optimal liquidation of a call spread. Journal of Applied Probability. 47(2). 586–593. 1 indexed citations

Ekström, Erik & Johan Tysk. (2010). The Black–Scholes equation in stochastic volatility models. Journal of Mathematical Analysis and Applications. 368(2). 498–507. 33 indexed citations

Ekström, Erik, et al.. (2010). Optimal liquidation of a call spread. Journal of Applied Probability. 47(2). 586–593. 6 indexed citations

Tysk, Johan, et al.. (2010). EXISTENCE AND UNIQUENESS THEORY FOR THE TERM STRUCTURE EQUATION.

Ekström, Erik, Per Lötstedt, & Johan Tysk. (2009). Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation. Applied Mathematical Finance. 16(3). 253–259. 18 indexed citations

Lötstedt, Per, Jonas Persson, Lina von Sydow, & Johan Tysk. (2007). Space–time adaptive finite difference method for European multi-asset options. Computers & Mathematics with Applications. 53(8). 1159–1180. 48 indexed citations

10.

Ekström, Erik & Johan Tysk. (2007). Convexity theory for the term structure equation. Finance and Stochastics. 12(1). 117–147. 5 indexed citations

11.

Janson, Svante & Johan Tysk. (2006). FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS. Bulletin of the London Mathematical Society. 38(2). 269–282. 40 indexed citations

12.

Ekström, Erik & Johan Tysk. (2006). Convexity preserving jump-diffusion models for option pricing. Journal of Mathematical Analysis and Applications. 330(1). 715–728. 10 indexed citations

13.

Ekström, Erik, Svante Janson, & Johan Tysk. (2005). Superreplication of Options on Several Underlying Assets. Journal of Applied Probability. 42(1). 27–38. 12 indexed citations

14.

Ekström, Erik & Johan Tysk. (2005). The American put is log-concave in the log-price. Journal of Mathematical Analysis and Applications. 314(2). 710–723. 7 indexed citations

15.

Ekström, Erik, Svante Janson, & Johan Tysk. (2005). Superreplication of Options on Several Underlying Assets. Journal of Applied Probability. 42(1). 27–38. 1 indexed citations

16.

Janson, Svante & Johan Tysk. (2004). Preservation of convexity of solutions to parabolic equations. Journal of Differential Equations. 206(1). 182–226. 32 indexed citations

17.

Janson, Svante & Johan Tysk. (2003). Volatility time and properties of option prices. The Annals of Applied Probability. 13(3). 34 indexed citations

18.

Klimek, Maciej, et al.. (2001). Testing weak stationarity of stock returns. 196–202. 3 indexed citations

19.

Tysk, Johan. (1989). Finiteness of index and total scalar curvature for minimal hypersurfaces. Proceedings of the American Mathematical Society. 105(2). 429–435. 18 indexed citations

20.

Tysk, Johan. (1985). Comparison of two methods of multiplying distributions. Proceedings of the American Mathematical Society. 93(1). 35–39. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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