Paavo Salminen

Professor, Science
Email: paavo.salminen@abo.fi
Mobile: +358-469216783
Phone: +358-2-2154376


Peer-reviewed publications

A1 Journal article (refereed)
Multidimensional investment problem (2018)
Sören Christensen, Paavo Salminen
Mathematics and Financial Economics
Banach Center Publications
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A1 Journal article (refereed)
On Exponential Functionals of Processes with Independent Increments (2018)
P. Salminen, L. Vostrikova
Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie
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A1 Journal article (refereed)
Impulse control and expected suprema (2017)
Sören Christensen, Paavo Salminen
Advances in Applied Probability
Lecture Notes in Mathematics
View on publisher's site
A1 Journal article (refereed)
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (2017)
Luis H. R. Alvarez E, Paavo Salminen
Mathematical Methods of Operations Research
View on publisher's site
A1 Journal article (refereed)
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (2016)
Giorgio Ferrari, Paavo Salminen
Advances in Applied Probability
View on publisher's site
C1 Book
Spravocnik po brounovskomy dvizeniy - fakty i formuly (2016)
Andrey Borodin, Paavo Salminen
Lan publishers
C1 Book
Handbook of Brownian Motion – Facts and Formulae (2015)
Andrei N. Borodin, Paavo Salminen
Springer Basel AG
A1 Journal article (refereed)
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory (2015)
Paavo Salminen, Ju-Yi Jen, Marc Yor
G5 Doctoral dissertation (article)
Excessive functions, appell polynomials and optimal stopping (2014)
Bao Quoc Ta


Other publications

D4 Published development or research report or study
On the local time process of a skew Brownian motion (2018)
Andrei Borodin, Paavo Salminen
D4 Published development or research report or study
Optimal stopping of Brownian motion with broken drift (2018)
Ernesto Mordecki
D4 Published development or research report or study
On first exit times and their means for Brownian bridges (2017)
Christel Geiss, Antti Luoto, Paavo Salminen.
D4 Published development or research report or study
On exponential functionals for processes with independent increments (2016)
Paavo Salminen, Ljudmila Vostrikova
D4 Published development or research report or study
On exponential functionals of processes with independent increments (2016)
Paavo Salminen, Lioudmila Vostrikova
D4 Published development or research report or study
On optimal stopping of multidimensional diffusions (2016)
Sören Christensen, Fabian Crocce, Ernesto Mordecki, Paavo Salminen
D4 Published development or research report or study
On optimal stopping of multidimensional diffusions. (2016)
Sören Christensen, Fabian Crocce, Ernesto Mordecki, Paavo Salminen
D4 Published development or research report or study
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion (2016)
Luis H. R. Alvarez E., Paavo Salminen
D4 Published development or research report or study
Impulse control and expected suprema (2015)
Sören Christensen, Paavo Salminen
D4 Published development or research report or study
Differentiablity of excessive functions of one-dimensional diffusions and the principle of smooth fit (2014)
Paavo Salminen, Bao Quoc Ta
D4 Published development or research report or study
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary (2014)
Giorgio Ferrari, Paavo Salminen
D4 Published development or research report or study
Riesz representation and optimal stopping with two case studies (2014)
Sören Christensen, Paavo Salminen

Last updated on 2018-19-09 at 19:43