Samuli Ikonen

From MaRDI portal
Person:841110

Available identifiers

zbMath Open ikonen.samuliMaRDI QIDQ841110

List of research outcomes





PublicationDate of PublicationType
Operator splitting methods for pricing American options under stochastic volatility2009-09-14Paper
https://portal.mardi4nfdi.de/entity/Q35266162008-09-25Paper
Pricing American options using LU decomposition2008-04-03Paper
Efficient numerical methods for pricing American options under stochastic volatility2008-01-23Paper
COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY2007-06-20Paper
Operator splitting methods for American option pricing.2005-03-07Paper

Research outcomes over time

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