Login / Signup
Santtu Salmi
Publication Activity (10 Years)
Years Active: 2012-2014
Publications (10 Years): 0
Top Topics
Markov Chain
Image Enhancement
Recurrent Neural Networks
Iterative Methods
Top Venues
ICCS
Int. J. Comput. Math.
SIAM J. Sci. Comput.
</>
Publications
</>
Santtu Salmi
,
Jari Toivanen
,
Lina von Sydow
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps.
SIAM J. Sci. Comput.
36 (5) (2014)
Santtu Salmi
,
Jari Toivanen
,
Lina von Sydow
Iterative Methods for Pricing American Options under the Bates Model.
ICCS
(2013)
Santtu Salmi
,
Jari Toivanen
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models.
Int. J. Comput. Math.
89 (9) (2012)