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

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Pólyan lause by Mattila, Vera

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

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

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

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Satunnaisen painotetun leikkausverkon klusteroituminen by Pentikäinen, Kerttu

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

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

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

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

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

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

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

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

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Option pricing and hedging in models with jumps by Laitinen, Aleksanteri

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