31 citations · 103 across the 32 of their papers we have counts for
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math.AP2014
Tug-of-war, market manipulation and option pricing
Kaj Nyström, Mikko Parviainen
We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial m…
math.AP2014★ 1 cited
Shadows of infinities
Tuomo Kuusi, Peter Lindqvist, Mikko Parviainen
We study unbounded "supersolutions" of the Evolutionary -Laplace equation with slow diffusion. They are the same functions as the viscosity supersolutions. A fascinating dichoto…
math.AP2014
Stability of degenerate parabolic Cauchy problems
Teemu Lukkari, Mikko Parviainen
We prove that solutions to Cauchy problems related to the -parabolic equations are stable with respect to the nonlinearity exponent . More specifically, solutions with a fixe…