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Jari Toivanen
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2020 – today
- 2024
- [j31]Raino A. E. Mäkinen, Jari Toivanen:
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization. SIAM J. Financial Math. 15(2): 41- (2024) - 2020
- [j30]Jari Toivanen, Monika Wolfmayr:
A fast Fourier transform based direct solver for the Helmholtz problem. Numer. Linear Algebra Appl. 27(3) (2020)
2010 – 2019
- 2019
- [j29]Erkki Heikkola, Kazufumi Ito, Jari Toivanen:
A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media. SIAM J. Sci. Comput. 41(5): C505-C521 (2019) - 2018
- [j28]Karel J. in 't Hout, Andrey Itkin, Lina von Sydow, Jari Toivanen:
Special issue - Computational and algorithmic finance. J. Comput. Sci. 24: 180-181 (2018) - [j27]Mirko Myllykoski, Tuomo Rossi, Jari Toivanen:
On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method. J. Parallel Distributed Comput. 115: 56-66 (2018) - [i2]Jari Toivanen, Monika Wolfmayr:
A fast Fourier transform based direct solver for the Helmholtz problem. CoRR abs/1809.03808 (2018) - 2017
- [j26]Maciej Balajewicz, Jari Toivanen:
Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models. J. Comput. Sci. 20: 198-204 (2017) - 2016
- [c10]Maciej Balajewicz, Jari Toivanen:
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models. ICCS 2016: 734-743 - [i1]Maciej Balajewicz, Jari Toivanen:
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models. CoRR abs/1612.00402 (2016) - 2015
- [j25]Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen:
Editorial. Int. J. Comput. Math. 92(12): 2345-2346 (2015) - [j24]Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92(12): 2361-2379 (2015) - [j23]Lina von Sydow, Jari Toivanen, C. Zhang:
Adaptive finite differences and IMEX time-stepping to price options under Bates model. Int. J. Comput. Math. 92(12): 2515-2529 (2015) - 2014
- [j22]Santtu Salmi, Jari Toivanen, Lina von Sydow:
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps. SIAM J. Sci. Comput. 36(5) (2014) - 2013
- [c9]Santtu Salmi, Jari Toivanen, Lina von Sydow:
Iterative Methods for Pricing American Options under the Bates Model. ICCS 2013: 1136-1144 - [p1]Charbel Farhat, Radek Tezaur, Jari Toivanen:
A Domain Decomposition Solver for the Discontinuous Enrichment Method for the Helmholtz Equation. Domain Decomposition Methods in Science and Engineering XX 2013: 207-214 - 2012
- [j21]Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu:
Computational methods for PDEs in finance. Int. J. Comput. Math. 89(9): 1093 (2012) - [j20]Santtu Salmi, Jari Toivanen:
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models. Int. J. Comput. Math. 89(9): 1112-1134 (2012) - [j19]Charbel Farhat, Jari Toivanen:
A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates. J. Comput. Phys. 231(14): 4709-4722 (2012) - [c8]Mirko Myllykoski, Tuomo Rossi, Jari Toivanen:
Fast Poisson Solvers for Graphics Processing Units. PARA 2012: 265-279
2000 – 2009
- 2009
- [j18]Tuomas Airaksinen, Anssi Pennanen, Jari Toivanen:
A damping preconditioner for time-harmonic wave equations in fluid and elastic material. J. Comput. Phys. 228(5): 1466-1479 (2009) - [j17]Samuli Ikonen, Jari Toivanen:
Operator splitting methods for pricing American options under stochastic volatility. Numerische Mathematik 113(2): 299-324 (2009) - [j16]Kazufumi Ito, Jari Toivanen:
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility. SIAM J. Sci. Comput. 31(4): 2646-2664 (2009) - 2008
- [j15]Kazufumi Ito, Zhonghua Qiao, Jari Toivanen:
A domain decomposition solver for acoustic scattering by elastic objects in layered media. J. Comput. Phys. 227(19): 8685-8698 (2008) - [j14]Jari Toivanen:
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model. SIAM J. Sci. Comput. 30(4): 1949-1970 (2008) - 2007
- [j13]Ferrante Neri, Jari Toivanen, Raino A. E. Mäkinen:
An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV. Appl. Intell. 27(3): 219-235 (2007) - [j12]Lauri Lehtovaara, Jari Toivanen, Jussi Eloranta:
Solution of time-independent Schrödinger equation by the imaginary time propagation method. J. Comput. Phys. 221(1): 148-157 (2007) - [j11]Tuomas Airaksinen, Erkki Heikkola, Anssi Pennanen, Jari Toivanen:
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation. J. Comput. Phys. 226(1): 1196-1210 (2007) - [j10]Ferrante Neri, Jari Toivanen, Giuseppe Leonardo Cascella, Yew-Soon Ong:
An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies. IEEE ACM Trans. Comput. Biol. Bioinform. 4(2): 264-278 (2007) - 2006
- [j9]Kazufumi Ito, Jari Toivanen:
Preconditioned iterative methods on sparse subspaces. Appl. Math. Lett. 19(11): 1191-1197 (2006) - 2004
- [j8]Samuli Ikonen, Jari Toivanen:
Operator splitting methods for American option pricing. Appl. Math. Lett. 17(7): 809-814 (2004) - 2003
- [j7]Kaisa Miettinen, Marko M. Mäkelä, Jari Toivanen:
Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms. J. Glob. Optim. 27(4): 427-446 (2003) - [j6]Nicolas Barberou, Marc Garbey, Matthias Hess, Michael M. Resch, Tuomo Rossi, Jari Toivanen, Damien Tromeur-Dervout:
Efficient metacomputing of elliptic linear and non-linear problems. J. Parallel Distributed Comput. 63(5): 564-577 (2003) - [j5]Erkki Heikkola, Tuomo Rossi, Jari Toivanen:
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. SIAM J. Sci. Comput. 24(5): 1567-1588 (2003) - 2002
- [j4]Janne Martikainen, Tuomo Rossi, Jari Toivanen:
A fast direct solver for elliptic problems with a divergence constraint. Numer. Linear Algebra Appl. 9(8): 629-652 (2002)
1990 – 1999
- 1999
- [j3]Tuomo Rossi, Jari Toivanen:
Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem. Numer. Linear Algebra Appl. 6(1): 51-60 (1999) - [j2]Tuomo Rossi, Jari Toivanen:
A Nonstandard Cyclic Reduction Method, Its Variants and Stability. SIAM J. Matrix Anal. Appl. 20(3): 628-645 (1999) - [j1]Tuomo Rossi, Jari Toivanen:
A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension. SIAM J. Sci. Comput. 20(5): 1778-1793 (1999) - [c7]Erkki Heikkola, Tuomo Rossi, Jari Toivanen:
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. PP 1999 - 1998
- [c6]Raino A. E. Mäkinen, Tuomo Rossi, Jari Toivanen:
A Parallel Fast Direct Solver with Applications. HPCN Europe 1998: 910-912 - 1997
- [c5]Tuomo Rossi, Jari Toivanen:
Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E. Euro-Par 1997: 722-725 - [c4]Tuomo Rossi, Jari Toivanen:
A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations. PP 1997 - 1996
- [c3]Raino A. E. Mäkinen, Pekka Neittaanmäki, Jacques Périaux, Mourad Sefrioui, Jari Toivanen:
Parallel Genetic Solution for Multiobjective MDO. Parallel CFD 1996: 352-359 - 1995
- [c2]Raino A. E. Mäkinen, Jari Toivanen:
Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations. PP 1995: 102-103 - 1994
- [c1]Jari Toivanen, Jari Honkola, Jari Nurmi, Jyrki Tuominen:
A VHDL-based bus model for multi-PCB system design. EURO-DAC 1994: 492-497
Coauthor Index
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