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  1. 1
    Wattsin ja Strogatzin satunnaisverkkomallin klusteroituneisuus

    Wattsin ja Strogatzin satunnaisverkkomallin klusteroituneisuus by Meyer, Henrik, kirjoittaja

    Published 2015
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Master's thesis
  2. 2
    Pólyan lause

    Pólyan lause by Mattila, Vera

    Published 2024
    Subjects:
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    Master's thesis
  3. 3
    Wattsin ja Strogatzin satunnaisverkkomallin klusteroituneisuus

    Wattsin ja Strogatzin satunnaisverkkomallin klusteroituneisuus by Meyer, Henrik

    Published 2015
    Subjects: “…stokastiikka…”
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    Master's thesis
  4. 4
    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
    Subjects: “…Stokastiikka ja todennäköisyysteoria…”
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    Master's thesis
  5. 5
    Option pricing and hedging in models with jumps

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

    Published 2025
    Subjects: “…Stokastiikka ja todennäköisyysteoria…”
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    Master's thesis
  6. 6
    Satunnaisen painotetun leikkausverkon klusteroituminen

    Satunnaisen painotetun leikkausverkon klusteroituminen by Pentikäinen, Kerttu

    Published 2025
    Subjects:
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    Master's thesis
  7. 7
    Interpolation spaces with parameter functions and L2-approximations of stochastic integrals

    Interpolation spaces with parameter functions and L2-approximations of stochastic integrals by Seppälä, Heikki

    Published 2011
    Subjects:
    Doctoral dissertation
  8. 8
    Itô’s formula for finite variation Lévy processes

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

    Published 2023
    Subjects: “…Stokastiikka ja todennäköisyysteoria…”
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    Master's thesis
  9. 9
    A multilevel Monte Carlo algorithm for SDEs with jumps

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

    Published 2019
    Subjects: “…Stokastiikka ja todennäköisyysteoria…”
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    Master's thesis
  10. 10
    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
    Subjects: “…Stokastiikka ja todennäköisyysteoria…”
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    Master's thesis
  11. 11
    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
    Subjects:
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    Master's thesis
  12. 12
    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
    Subjects:
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    Master's thesis
  13. 13
    The Black-Scholes model and risk-sensitive asset management

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

    Published 2021
    Subjects:
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    Master's thesis
  14. 14
    About mean-variance hedging with basis risk

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

    Published 2021
    Subjects:
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    Master's thesis
  15. 15
    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
    Subjects:
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    Master's thesis
  16. 16
    Chaotic decompositions of the Lévy-Itô space

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

    Published 2024
    Subjects:
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    Master's thesis
  17. 17
    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
    Subjects:
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    Master's thesis
  18. 18
    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
    Subjects:
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    Master's thesis
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