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 |
|---|---|---|
| Operator splitting methods for pricing American options under stochastic volatility Numerische Mathematik | 2009-09-14 | Paper |
| scientific article; zbMATH DE number 5346999 (Why is no real title available?) | 2008-09-25 | Paper |
| Pricing American options using LU decomposition | 2008-04-03 | Paper |
| Efficient numerical methods for pricing American options under stochastic volatility Numerical Methods for Partial Differential Equations | 2008-01-23 | Paper |
| COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY International Journal of Theoretical and Applied Finance | 2007-06-20 | Paper |
| Operator splitting methods for American option pricing. Applied Mathematics Letters | 2005-03-07 | Paper |
Research outcomes over time
This page was built for person: Samuli Ikonen
