Samuli Ikonen

Publication Activity (10 Years)

Years Active: 2004-2009
Publications (10 Years): 0

Publications

Samuli Ikonen, Jari Toivanen
Operator splitting methods for pricing American options under stochastic volatility. Numerische Mathematik 113 (2) (2009)
Samuli Ikonen, Jari Toivanen
Operator splitting methods for American option pricing. Appl. Math. Lett. 17 (7) (2004)