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Jari Toivanen
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Cited by
Year
Operator splitting methods for American option pricing
S Ikonen, J Toivanen
Applied mathematics letters 17 (7), 809-814, 2004
2302004
Multidisciplinary shape optimization in aerodynamics and electromagnetics using genetic algorithms
RAE Mäkinen, J Périaux, J Toivanen
Int. J. Numer. Meth. Fluids 30, 149-159, 1999
1911999
Efficient numerical methods for pricing American options under stochastic volatility
S Ikonen, J Toivanen
Numerical Methods for Partial Differential Equations: An International …, 2008
1782008
Solution of time-independent Schrödinger equation by the imaginary time propagation method
L Lehtovaara, J Toivanen, J Eloranta
Journal of Computational Physics 221 (1), 148-157, 2007
1712007
A parallel fast direct solver for block tridiagonal systems with separable matrices of arbitrary dimension
T Rossi, J Toivanen
SIAM Journal on Scientific Computing 20 (5), 1778-1793, 1999
1671999
An adaptive multimeme algorithm for designing HIV multidrug therapies
F Neri, J Toivanen, GL Cascella, YS Ong
IEEE/ACM Transactions on Computational Biology and Bioinformatics 4 (2), 264-278, 2007
1442007
Numerical comparison of some penalty-based constraint handling techniques in genetic algorithms
K Miettinen, MM Mäkelä, J Toivanen
Journal of global optimization 27 (4), 427-446, 2003
1292003
Numerical valuation of European and American options under Kou's jump-diffusion model
J Toivanen
SIAM Journal on Scientific Computing 30 (4), 1949-1970, 2008
1112008
Operator splitting methods for pricing American options under stochastic volatility
S Ikonen, J Toivanen
Numerische mathematik 113 (2), 299-324, 2009
1102009
A state‐dependent Riccati equation‐based estimator approach for HIV feedback control
HT Banks, HD Kwon, JA Toivanen, HT Tran
Optimal Control Applications and Methods 27 (2), 93-121, 2006
872006
Componentwise splitting methods for pricing American options under stochastic volatility
S Ikonen, J Toivanen
International Journal of Theoretical and Applied Finance 10 (02), 331-361, 2007
812007
An iterative method for pricing American options under jump-diffusion models
S Salmi, J Toivanen
Applied Numerical Mathematics 61 (7), 821-831, 2011
802011
Fictitious domain methods for the numerical solution of two-dimensional scattering problems
E Heikkola, YA Kuznetsov, P Neittaanmäki, J Toivanen
Journal of Computational Physics 145 (1), 89-109, 1998
741998
BENCHOP – The BENCHmarking project in option pricing
L von Sydow, LJ Höök, E Larsson, E Lindström, S Milovanovic, J Persson, ...
International Journal of Computer Mathematics 92 (12), 2361-2379, 2015
732015
An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV
F Neri, J Toivanen, RAE Mäkinen
Applied Intelligence 27 (3), 219-235, 2007
702007
A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers
C Farhat, R Tezaur, J Toivanen
International journal for numerical methods in engineering 78 (13), 1513-1531, 2009
612009
A parallel fictitious domain method for the three-dimensional Helmholtz equation
E Heikkola, T Rossi, J Toivanen
SIAM Journal on Scientific Computing 24 (5), 1567-1588, 2003
602003
An IMEX-scheme for pricing options under stochastic volatility models with jumps
S Salmi, J Toivanen, L von Sydow
SIAM Journal on Scientific Computing 36 (5), B817-B834, 2014
592014
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation
T Airaksinen, E Heikkola, A Pennanen, J Toivanen
Journal of Computational Physics 226 (1), 1196-1210, 2007
582007
Pricing American options using LU decomposition
S Ikonen, J Toivanen
Applied Mathematical Sciences 1 (51), 2529-2551, 2007
562007
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