20 citations · 55 across the 34 of their papers we have counts for
39 papers
Matching distributions: Recovery of implied physical densities from option prices
Jarno Talponen
We introduce a non-parametric method to recover physical probability distributions of asset returns based on their European option prices and some other sparse parametric informati…
Observations on quasihyperbolic geometry modeled on Banach spaces
Antti Rasila, Jarno Talponen, Xiaohui Zhang
In this paper, we continue our study of quasihyperbolic metric in Banach spaces. The main results of the paper present a criterion for smoothness of geodesics of quasihyperbolic ty…
Note on a kind of Bishop-Phelps-Bollobás property for operators
Jarno Talponen
We study a Bishop-Phelps-Bollobás type property for Banach space operators introduced by Dantas (2017). In that paper there is a local and a global version of a natural property wh…
Decompositions of Nakano norms by ODE techniques
Jarno Talponen
We study decompositions of Nakano type varying exponent Lebesgue norms and spaces. These function spaces are represented here in a natural way as tractable varying sums of…
Option pricing: A yet simpler approach
Jarno Talponen, Minna Turunen
We provide a lean, non-technical exposition on the pricing of path-dependent and European-style derivatives in the Cox-Ross-Rubinstein (CRR) pricing model. The main tool used in th…
Duality of ODE-determined norms
Jarno Talponen
Recently a new approach to varying exponent space norms employing weak solutions to first order ordinary differential equations was initiated by the author. The dual…