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researcher

Ola Hammarlid

4 papers hereh-index 7212 citations25 works total

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

author position
  • first author1
  • middle author2
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cond-mat.dis-nn1
  • cond-mat.stat-mech1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
19982018
most citedGrowth Optimal Investment and Pricing of Derivatives

38 citations · 41 across the 4 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.RM2017★ 2 cited

Net Stable Funding Ratio: Impact on Funding Value Adjustment

Medya Siadat, Ola Hammarlid

In this paper we investigate the relationship between Funding Value Adjustment (FVA) and Net Stable Funding Ratio (NSFR). FVA is defined in a consistent way with NSFR such that the…

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