Santtu Salmi

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2014

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

Santtu Salmi, Jari Toivanen, Lina von Sydow

SIAM J. Sci. Comput., 2014

2013

Iterative Methods for Pricing American Options under the Bates Model.

Santtu Salmi, Jari Toivanen, Lina von Sydow

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.

Santtu Salmi, Jari Toivanen

Int. J. Comput. Math., 2012