83 citations · 136 across the 33 of their papers we have counts for
3 papers · 1 filter
Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile
Petteri Piiroinen, Lassi Roininen, Martin Simon
We construct a data-driven statistical indicator for quantifying the tail risk perceived by the EURGBP option market surrounding Brexit-related events. We show that under lognormal…
A Bayesian-based approach to improving acoustic Born waveform inversion of seismic data for viscoelastic media
Kenneth Muhumuza, Lassi Roininen, Janne M. J. Huttunen +1
In seismic waveform inversion, the reconstruction of the subsurface properties is usually carried out using approximative wave propagation models to ensure computational efficiency…
Posterior Convergence Analysis of -Stable Sheets
Neil K. Chada, Sari Lasanen, Lassi Roininen
This paper is concerned with the theoretical understanding of -stable sheets on . Our motivation for this is in the context of Bayesian inverse problems, where…