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Santtu Salmi · Study

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Santtu Salmi

3 works· latest 2014· 1 institutionscluster: provisional

h-index3

i103

Citations227

Works here3

11

14

Most cited in this library

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps2014 · 81 citations
An Iterative Method for Pricing American Options Under Jump-Diffusion Models2011 · 75 citations
IMEX schemes for pricing options under jump–diffusion models2014 · 71 citations

Works

3 shown

IMEX schemes for pricing options under jump–diffusion models

Applied Numerical Mathematics·2014·2 authors

71citations

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

SIAM Journal on Scientific Computing·2014·3 authors·Open access

81citations

An Iterative Method for Pricing American Options Under Jump-Diffusion Models

Applied Numerical Mathematics·2011·2 authors·Open access

75citations