Paavo Salminen


Referentgranskade publikationer

A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
Multidimensional investment problem (2018)
Sören Christensen, Paavo Salminen
Mathematics and Financial Economics
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A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
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 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
Impulse control and expected suprema (2017)
Sören Christensen, Paavo Salminen
Advances in Applied Probability
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A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
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
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A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (2016)
Giorgio Ferrari, Paavo Salminen
Advances in Applied Probability
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C1 Bok
Spravocnik po brounovskomy dvizeniy - fakty i formuly (2016)
Andrey Borodin, Paavo Salminen
Lan publishers
A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit (2015)
Paavo Salminen, Bao Ta
Banach Center Publications
C1 Bok
Handbook of Brownian Motion – Facts and Formulae (2015)
Andrei N. Borodin, Paavo Salminen
Springer Basel AG
A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory (2015)
Paavo Salminen, Ju-Yi Jen, Marc Yor
Lecture Notes in Mathematics
G5 Doktorsavhandling (artikel)
Excessive functions, appell polynomials and optimal stopping (2014)
Bao Quoc Ta


Övriga publikationer

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

Senast uppdaterad 2019-02-10 vid 08:09