Olli Wallin
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Derivative-free greeks for the Barndorff-Nielsen and Shephard stochastic volatility model Stochastics | 2010-08-19 | Paper |
| A semilinear equation for the American option in a general jump market Interfaces and Free Boundaries | 2010-02-02 | Paper |
| Perpetual integral functionals of diffusions and their numerical computations (available as arXiv preprint) | 2008-01-17 | Paper |
Research outcomes over time
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