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researcher

L. Viitasaari

66 papers hereh-index 15902 citations128 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author2
  • middle author13
  • last author45

Across the 63 of 66 papers where every author was matched, so the position is known.

fields
  • math.PR41
  • math.ST13
  • stat.AP3
  • math.OC2
  • cs.LG1
  • econ.EM1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedGaussian fluctuations for the stochastic heat equation with colored noise

29 citations · 73 across the 42 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012

Rate of convergence for discrete approximation of option prices

Lauri Viitasaari

In this article, we study the rate of convergence of prices when a model is approximated by some simplified model. We also provide a method how explicit error formula for more gene…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.