Samuli Ikonen
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 |
|---|---|---|
| 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
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