Samuli Ikonen
Finance · 2007–2008
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #4,606 of 10,518 by trust here, #7,920 by citations
Whom Samuli Ikonen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Cornelis W. Oosterlee
- John C. Hull
- Peter A. Forsyth
- Jakob Arnoldi
- Roland Glowinski
- Kenneth R. Vetzal
- Kazufumi Ito
- Yves Achdou
- Michael Hintermüller
- Karl Kunisch
Who trusts Samuli Ikonen overall
- Shan Chen
- M. Giles
- Carl Chiarella
- Jari Toivanen
- Rebecca Carter
- M. Insley
- Boda Kang
- Tinne Haentjens
- Michel H. Vellekoop
- Gunter H. Meyer
Papers from Samuli Ikonen's perspective
Ordered by how strongly the researchers Samuli Ikonen trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- Options, Futures, and Other Derivatives
- Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
- Pricing Financial Instruments: The Finite Difference Method
- Financial Modelling with Jump Processes
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- Finite element methods for incompressible viscous flow
- Derivatives in Financial Markets with Stochastic Volatility
- Financial Modelling with Jump Processes
Their papers
- Efficient numerical methods for pricing American options under stochastic volatility (2008) — 178 citations
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (2007) — 73 citations
- Pricing American Options Using LU Decomposition (2007) — 50 citations