Johan Tysk
- Finance top 2%
- Stochastic processes and financial applications 22
- Financial Markets and Investment Strategies 5
- Financial Risk and Volatility Modeling 4
- Capital Investment and Risk Analysis 4
- Numerical Analysis top 10%
- Applied Mathematics top 5%
- Geometric Analysis and Curvature Flows 5
- Mathematical Physics top 10%
- Modeling and Simulation top 10%
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- Economic theories and models 6
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- Geometry and complex manifolds 4
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- Advanced Mathematical Modeling in Engineering 3
- Co-authors
- Erik EkströmSvante JansonPer LötstedtLina von SydowJonas PerssonShiu‐Yuen ChengCraig D. HodgsonDavid Hobson
- Journals
- Journal of Applied Probability (4 papers)Proceedings of the American Mathematical Society (3 papers)International Journal of Theoretical and Applied Finance (3 papers)
- Partner nations
- SwedenUnited KingdomAustralia
In The Last Decade
Johan Tysk
28 papers receiving 327 citations
Peers
Comparison fields: 5 of 49
- Finance 252
- Numerical Analysis 55
- Applied Mathematics 97
- Mathematical Physics 62
- Modeling and Simulation 31
Countries citing papers authored by Johan Tysk
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
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
The 9 scholars most cited alongside Johan Tysk, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Boundary conditions for the single-factor term structure equation | 2016 | 13 |
| 2 | 2012 | 4 | |
| 3 | 2011 | 8 | |
| 4 | 2010 | 1 | |
| 5 | 2010 | 33 | |
| 6 | 2010 | 6 | |
| 7 | EXISTENCE AND UNIQUENESS THEORY FOR THE TERM STRUCTURE EQUATION | 2010 | 0 |
| 8 | 2009 | 18 | |
| 9 | 2007 | 48 | |
| 10 | 2007 | 5 | |
| 11 | 2006 | 40 | |
| 12 | 2006 | 10 | |
| 13 | 2005 | 12 | |
| 14 | 2005 | 7 | |
| 15 | 2005 | 1 | |
| 16 | 2004 | 32 | |
| 17 | 2003 | 34 | |
| 18 | Testing weak stationarity of stock returns | 2001 | 3 |
| 19 | 1989 | 18 | |
| 20 | 1985 | 5 |
About Johan Tysk
Johan Tysk is a scholar working on Finance, Computational Mathematics, Applied Mathematics, Geometry and Topology and Mathematical Physics, having authored 32 papers that have together received 396 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (22 papers), Economic theories and models (6 papers), Financial Markets and Investment Strategies (5 papers), Geometric Analysis and Curvature Flows (5 papers), Geometry and complex manifolds (4 papers), Financial Risk and Volatility Modeling (4 papers), Capital Investment and Risk Analysis (4 papers) and Advanced Mathematical Modeling in Engineering (3 papers). The work is most often cited by research in Finance (252 citations), Numerical Analysis (55 citations), Applied Mathematics (97 citations), Mathematical Physics (62 citations) and Modeling and Simulation (31 citations). Johan Tysk has collaborated with scholars based in Sweden, United Kingdom and Australia. Frequent 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. Their work appears in journals such as Journal of Applied Probability, Proceedings of the American Mathematical Society, International Journal of Theoretical and Applied Finance, Journal of Mathematical Analysis and Applications and Applied Mathematical Finance.
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.