Concepedia

Santtu Salmi

SS

6

Publications

264

Citations

6

H-Index

2011

Active since

Affiliations

University of Jyväskylä(Current)

Stanford University

Uppsala University

Santtu Salmi is an author at University of Jyväskylä specializing in option pricing, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingOption PricingJump DiffusionsFinancial EngineeringEconomicsEngineeringStochastic VolatilityProbability

Publications per year

2011–2014

6

Publications

6

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

Santtu Salmi, Jari Toivanen, Lina von Sydow · SIAM Journal on Scientific Computing · 2014 · 73 citations · Full text

Numerical Analysis, Mathematical Programming, Volatility Modeling +20

An iterative method for pricing American options under jump-diffusion models

Santtu Salmi, Jari Toivanen · Applied Numerical Mathematics · 2011 · 69 citations

Economics, Option Pricing, Asset Pricing +9

IMEX schemes for pricing options under jump–diffusion models

Santtu Salmi, Jari Toivanen · Applied Numerical Mathematics · 2014 · 66 citations

Option Pricing, Engineering, Asset Pricing +7

Iterative Methods for Pricing American Options under the Bates Model

Santtu Salmi, Jari Toivanen, Lina von Sydow · Procedia Computer Science · 2013 · 24 citations · Full text

Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models

Santtu Salmi, Jari Toivanen · International Journal of Computer Mathematics · 2012 · 22 citations

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