Santtu Salmi

Finance · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Santtu Salmi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Steven Kou
  2. Ariel Almendral
  3. Cornelis W. Oosterlee
  4. Peter P. Carr
  5. Rama Cont
  6. Fang Fang

Papers from Santtu Salmi's perspective

Ordered by how strongly the researchers Santtu Salmi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  2. Numerical valuation of options with jumps in the underlying
  3. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  4. The Variance Gamma (V.G.) Model for Share Market Returns
  5. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  6. The Pricing of Options and Corporate Liabilities
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Financial Modelling with Jump Processes
  9. The Variance Gamma Process and Option Pricing
  10. Martingale Methods in Financial Modelling

Their papers