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Dive into the research topics where Sveinn Olafsson is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 4 Article
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Personalized Robo-Advising: Enhancing Investment Through Client Interaction
Capponi, A., Ólafsson, S. & Zariphopoulou, T., Apr 2022, In: Management Science. 68, 4, p. 2485-2512 28 p.Research output: Contribution to journal › Article › peer-review
Open Access63 Scopus citations -
Change-point detection for Lévy processes
Figueroa-López, J. E. & Ólafsson, S., Apr 2019, In: Annals of Applied Probability. 29, 2, p. 717-738 22 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Scopus citations -
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, J. E. & Ólafsson, S., 1 Oct 2016, In: Finance and Stochastics. 20, 4, p. 973-1020 48 p.Research output: Contribution to journal › Article › peer-review
17 Scopus citations -
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, J. E. & Ólafsson, S., 1 Jan 2016, In: Finance and Stochastics. 20, 1, p. 219-265 47 p.Research output: Contribution to journal › Article › peer-review
12 Scopus citations