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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
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
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
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
Editorial. Int. J. Comput. Math. 92(12): 2345-2346 (2015) - [j24]Lina von Sydow, Lars Josef Höök, Elisabeth Larsson
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
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
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
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
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
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
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
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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