Santtu Salmi

According to our database1, Santtu Salmi authored at least 3 papers between 2012 and 2014.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2014
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps.
SIAM J. Sci. Comput., 2014

2013
Iterative Methods for Pricing American Options under the Bates Model.
Proceedings of the International Conference on Computational Science, 2013

2012
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models.
Int. J. Comput. Math., 2012


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