Juho Kanniainen

Available identifiers

Publication	Date of Publication	Type
Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market	2023-11-13	Paper
Empirical deep hedging	2023-06-20	Paper
Identification of information networks in stock markets	2021-11-16	Paper
Retaliation in bitcoin networks	2021-06-30	Paper
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data	2020-09-16	Paper
Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets*	2018-11-20	Paper
What drives the sensitivity of limit order books to company announcement arrivals?	2018-09-20	Paper
Modeling Variance Risk Premium	2018-03-26	Paper
Calibration of GARCH models using concurrent accelerated random search	2016-01-19	Paper
Option pricing under joint dynamics of interest rates, dividends, and stock prices	2012-07-13	Paper
Matrix-based numerical modelling of financial differential equations	2010-01-26	Paper
Can properly discounted projects follow geometric Brownian motion?	2009-12-11	Paper

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