Paavo Salminen

Finance · 2003–2006

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

Subfields

Whom Paavo Salminen trusts overall

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

  1. Ernesto Mordecki
  2. Svetlana Boyarchenko

Papers from Paavo Salminen's perspective

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

  1. Optimal stopping and perpetual options for Lévy processes
  2. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  3. Non-Gaussian Merton-Black-Scholes theory
  4. Real Analysis
  5. Markov Processes and Potential Theory
  6. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
  7. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  8. Russian and American put options under exponential phase-type Lévy models
  9. Martingale Methods in Financial Modelling
  10. Introductory Lectures on Fluctuations of Lévy Processes with Applications

Their papers