Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

von Kanniainen, Juho
Veröffentlicht in Review of financial economics (2007)

Can properly discounted projects follow geometric Brownian motion?

von Kanniainen, Juho
Veröffentlicht in Mathematical methods of operations research (2009)

Option pricing under joint dynamics of interest rates, dividends, and stock prices

von Kanniainen, Juho
Veröffentlicht in Operations research letters (2011)

On the effects of uncertainty on investment timing and option value

von Kanniainen, Juho
Veröffentlicht in The engineering economist (2009)

Risk incentives of executive stock options for undiversified managers

von Kanniainen, Juho
Veröffentlicht in Review of managerial science (2010)

Calibration strategies of stochastic volatility models for option pricing

von Larikka, Mauri
Veröffentlicht in Applied financial economics (2012)

Calibrated GARCH models and exotic options

von Kanniainen, Juho
Veröffentlicht in Applied financial economics (2013)

Properties of duration drift

von Kanniainen, Juho
Veröffentlicht in International journal of economics and business research (2011)

Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets

von Yang, Hanxue
Veröffentlicht in Review of finance (2017)

Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics

von Hu, Jun
Veröffentlicht in Finance research letters (2015)

Modeling variance risk premium

von Gnameho, Kossi
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Evaluating the organizational impact of product development projects

von Martinsuo, Miia
Veröffentlicht in International journal of managing projects in business (2013)

Retaliation in Bitcoin networks

von Lepomäki, Laura
Veröffentlicht in Economics letters (2021)

Managerial lessons on relevance and measurability in R&D project valuation

von Suomala, Petri
Veröffentlicht in Measuring business excellence (2012)

Use of distributed computing in derivative pricing

von Kanniainen, Juho
Veröffentlicht in International journal of electronic finance (2009)

Estimating and using GARCH models with VIX data for option valuation

von Kanniainen, Juho
Veröffentlicht in Journal of banking & finance (2014)

Identification of information networks in stock markets

von Baltakienė, Margarita
Veröffentlicht in Journal of economic dynamics & control (2021)

Limit order books and liquidity around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic

von Siikanen, Milla
Veröffentlicht in Finance research letters (2017)

What drives the sensitivity of limit order books to company announcement arrivals?

von Siikanen, Milla
Veröffentlicht in Economics letters (2017)

Adoption dynamics of increasing-return technologies in systemic contexts

von Mäkinen, Saku J.
Veröffentlicht in Technological forecasting & social change (2013)