Jan Kuklinski

Business, Management and Accounting · Social Sciences

3h-index15citations11works0.02yr avg
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Research Topics

Corporate Finance and Governance(5), Stochastic processes and financial applications(5), Family Business Performance and Succession(3), Financial Risk and Volatility Modeling(2), Complex Systems and Time Series Analysis(2)

Publications11 total

Pricing Weakly Model Dependent Barrier Products
arXiv (Cornell University)·2016Open Access
Semi-analytic path integral solution of SABR and Heston equations: pricing Vanilla and Asian options
arXiv (Cornell University)·2016Open Access
Semi-analytic path integral solution of SABR and Heston equations:\n pricing Vanilla and Asian options
arXiv (Cornell University)·2016Open Access
Modelling the skew and smile of SPX and DAX index options using the\n Shifted Log-Normal and SABR stochastic models
arXiv (Cornell University)·2014Open Access
Modelling the skew and smile of SPX and DAX index options using the Shifted Log-Normal and SABR stochastic models
arXiv (Cornell University)·2014· 2 citedOpen Access
Long-run performance of initial public offerings in the German stock market: The family business experience 1977 to 1998
Corporate Ownership and Control·2007· 5 citedOpen Access
The Stock Market Performance of German Family Firms
Studies in classification, data analysis, and knowledge organization·2005
Unifications of Dual-Class Shares in Germany - First Empirical Evidence on Liquidity Effects of Share Class Unifications
SSRN Electronic Journal·2005· 3 citedOpen Access
Unifications of Dual-Class Shares in Germany Empirical Evidence on the Effects ofRelated Changes in Ownership Structure, Market Value, and Bid-Ask Spreadsnce from the German Stock Market
RePEc: Research Papers in Economics·2004· 5 cited
The Stock market Performance on German Family Firms
RePEc: Research Papers in Economics·2004
Unternehmensnachfolge mit Börsenrückzug und Privat Equity
TUbilio (Technical University of Darmstadt)·2003

Frequent Co-authors

Dirk Schiereck(4), Kevin Tyloo(3), Olaf Ehrhardt(2), Éric Nowak(2), Doinita Negru(2), Pawel Pliszka(2), Felix Lowinski(2), Peter Jaskiewicz(2), Panagiotis Papaioannou(1)