Juho Häppölä
- Error analysis in Fourier methods for option pricing
2015/02/27 by Fabián Crocce, Crocce, Fabián, Juho Häppölä +5 · 1 citation
Economics, Econometrics and Finance · Engineering · #60J60 #60J65 #60J75 #65T50 #FOS: Economics and business #Financial Risk and Volatility Modeling #Fluid Dynamics and Turbulent Flows #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Implied Stopping Rules for American Basket Options from Markovian\n Projection
2017/05/01 by Christian Bayer, Juho Häppölä, Bayer, Christian +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #91G60 #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications