Sveinn Ólafsson

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 4

Top Topics

Mathematical Model

Transactional Data

Data Mining Technology

Top Venues

Finance Stochastics

Publications

Agostino Capponi, Sveinn Ólafsson, Humoud Alsabah
Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization? Manag. Sci. 69 (11) (2023)
Agostino Capponi, Sveinn Ólafsson, Thaleia Zariphopoulou
Personalized Robo-Advising: Enhancing Investment Through Client Interaction. Manag. Sci. 68 (4) (2022)
José E. Figueroa-López, Sveinn Ólafsson
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility. Finance Stochastics 20 (1) (2016)
José E. Figueroa-López, Sveinn Ólafsson
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps. Finance Stochastics 20 (4) (2016)