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  1. 1
    On exact simulations of first hitting times of the solutions of SDEs

    On exact simulations of first hitting times of the solutions of SDEs by Durmić, Irfan

    Published 2024
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    Master's thesis
  2. 2
    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations

    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations by Nykänen, Jani

    Published 2020
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    Master's thesis
  3. 3
    The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting

    The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting by Simola, Tapani

    Published 2022
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    Master's thesis
  4. 4
    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme by Koskela, Emilia

    Published 2023
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    Master's thesis
  5. 5
    Pólyan lause

    Pólyan lause by Mattila, Vera

    Published 2024
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    Master's thesis
  6. 6
    A multilevel Monte Carlo algorithm for SDEs with jumps

    A multilevel Monte Carlo algorithm for SDEs with jumps by Rantala, Johanna

    Published 2019
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    Master's thesis
  7. 7
    Existence of weak solutions of mean-field stochastic differential equations

    Existence of weak solutions of mean-field stochastic differential equations by Koivu, Jesse

    Published 2021
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    Master's thesis
  8. 8
    Satunnaisen painotetun leikkausverkon klusteroituminen

    Satunnaisen painotetun leikkausverkon klusteroituminen by Pentikäinen, Kerttu

    Published 2025
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    Master's thesis
  9. 9
    Scale function approach to exit problems of refracted Lévy risk processes

    Scale function approach to exit problems of refracted Lévy risk processes by Kohal, Johannes

    Published 2018
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    Master's thesis
  10. 10
    Chaotic decompositions of the Lévy-Itô space

    Chaotic decompositions of the Lévy-Itô space by Luuri, Eetu

    Published 2024
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    Master's thesis
  11. 11
    Backward stochastic differential equations in dynamics of life insurance solvency risk

    Backward stochastic differential equations in dynamics of life insurance solvency risk by Hinkkanen, Onni

    Published 2022
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    Master's thesis
  12. 12
    About mean-variance hedging with basis risk

    About mean-variance hedging with basis risk by Lähdemäki, Sami

    Published 2021
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    Master's thesis
  13. 13
    Itô’s formula for finite variation Lévy processes

    Itô’s formula for finite variation Lévy processes by Kotkajuuri, Jimi

    Published 2023
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    Master's thesis
  14. 14
    The Black-Scholes model and risk-sensitive asset management

    The Black-Scholes model and risk-sensitive asset management by Helin, Santeri

    Published 2021
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    Master's thesis
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