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Ikonen, Samuli
URI:
http://urn.fi/URN:NBN:fi:au:pn:000124798
name
Ikonen, Samuli
Authored works
Componentwise splitting methods for pricing American options under stochastic volatility
Efficient numerical methods for pricing American options
Efficient numerical methods for pricing American options under stochastic volatility
On the accuracy of finite difference discretizations for parabolic problems with applications
Operator splitting methods for pricing American options with stochastic volatility
Pricing American options using LU decomposition
Works contributed to
Works about Ikonen, Samuli
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