Sveinn Ólafsson

According to our database, Sveinn Ólafsson authored at least 4 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?

Agostino Capponi, Sveinn Ólafsson, Humoud Alsabah

Manag. Sci., November, 2023

2022

Personalized Robo-Advising: Enhancing Investment Through Client Interaction.

Agostino Capponi, Sveinn Ólafsson, Thaleia Zariphopoulou

Manag. Sci., 2022

2016

Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps.

José E. Figueroa-López, Sveinn Ólafsson

Finance Stochastics, 2016

Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility.

José E. Figueroa-López, Sveinn Ólafsson

Finance Stochastics, 2016