| Algorithmic trading with Markov chains H Hult, J Kiessling | 18 | 2010 |
| Adaptive random Fourier features with Metropolis sampling A Kammonen, J Kiessling, P Plecháè, M Sandberg, A Szepessy arXiv preprint arXiv:2007.10683, 2020 | 14 | 2020 |
| Diffusion approximation of Lévy processes with a view towards finance J Kiessling, R Tempone Walter de Gruyter GmbH & Co. KG 17 (1), 11-45, 2011 | 12 | 2011 |
| Classification of certain cellular classes of chain complexes J Kiessling Israel Journal of Mathematics 174 (1), 179-188, 2009 | 9 | 2009 |
| Error analysis in Fourier methods for option pricing F Crocce, J Häppölä, J Kiessling, R Tempone Journal of Computational Finance, Forthcoming, 2016 | 8 | 2016 |
| Wind Field Reconstruction with Adaptive Random Fourier Features J Kiessling, E Ström, R Tempone arXiv preprint arXiv:2102.02365, 2021 | 6 | 2021 |
| Approximation and calibration of stochastic processes in finance J Kiessling KTH, 2010 | 6 | 2010 |
| Statistical Learning for Fluid Flows: Sparse Fourier divergence-free approximations L Espath, D Kabanov, J Kiessling, R Tempone arXiv preprint arXiv:2107.07633, 2021 | 4 | 2021 |
| Properties of cellular classes of chain complexes J Kiessling Israel Journal of Mathematics 191 (1), 483-505, 2012 | 4 | 2012 |
| Smaller generalization error derived for a deep residual neural network compared to shallow networks A Kammonen, J Kiessling, P Plecháè, M Sandberg, A Szepessy, ... arXiv preprint arXiv:2010.01887, 2020 | 3 | 2020 |
| Calibration of a jump-diffusion process using optimal control J Kiessling Numerical Analysis of Multiscale Computations, 259-277, 2012 | 2 | 2012 |
| Smaller generalization error derived for deep compared to shallow residual neural networks A Kammonen, J Kiessling, P Plecháè, M Sandberg, A Szepessy, ... arXiv, 2020 | 1 | 2020 |
| Error analysis in Fourier methods for option pricing for exponential Levy processes F Crocce, J Häppölä, J Kiessling, R Tempone Welcome from the Directors of KAUST SRI Center for Uncertainty …, 2015 | | 2015 |
| Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models J Kiessling, R Tempone BIT Numerical Mathematics 54 (4), 1023-1065, 2014 | | 2014 |
| Fast Fourier Transform Pricing Method for Exponential Lévy Processes FC Flores, J Häppölä, J Kiessling, R Tempone | | 2014 |
| Fast Fourier Transform Pricing Method for Exponential Lévy Processes F Crocce, J Happola, J Kiessling, R Tempone | | 2014 |
| Celluarity in commutative algebra J Kiessling KTH, 2008 | | 2008 |
