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researcher

Sveinn Ólafsson

5 papers hereh-index 6204 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.MF1
  • q-fin.PM1
  • q-fin.PR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20142021
most citedShort-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility

6 citations · 9 across the 3 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.PM2019★ 2 cited

Personalized Robo-Advising: Enhancing Investment through Client Interaction

Agostino Capponi, Sveinn Olafsson, Thaleia Zariphopoulou

Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. The viability of robo-advisors crucially depends on their ability…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.