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1

An iterative method for pricing American options under jump-diffusion models

Santtu Salmi, Jari Toivanen

Journal:

Applied Numerical Mathematics

Année:

2011

Langue:

english

Fichier:

PDF, 180 KB

english, 2011

2

Efficient numerical methods for pricing American options under stochastic volatility

Samuli Ikonen, Jari Toivanen

Journal:

Numerical Methods for Partial Differential Equations

Année:

2008

Langue:

english

Fichier:

PDF, 184 KB

english, 2008

3

Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model

Journal:

SIAM Journal on Scientific Computing

Année:

2008

Langue:

english

Fichier:

PDF, 267 KB

english, 2008

4

COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

IKONEN, SAMULI, TOIVANEN, JARI

Journal:

International Journal of Theoretical and Applied Finance

Année:

2007

Langue:

english

Fichier:

PDF, 403 KB

english, 2007

5

Computational methods for PDEs in finance

Toivanen, Jari, Oosterlee, Cornelis W., Zhu, Song-Ping

Journal:

International Journal of Computer Mathematics

Année:

2012

Langue:

english

Fichier:

PDF, 50 KB

english, 2012

6

A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers

Charbel Farhat, Radek Tezaur, Jari Toivanen

Journal:

International Journal for Numerical Methods in Engineering

Année:

2009

Langue:

english

Fichier:

PDF, 296 KB

english, 2009

7

Operator splitting methods for pricing American options under stochastic volatility

Samuli Ikonen, Jari Toivanen

Journal:

Numerische Mathematik

Année:

2009

Langue:

english

Fichier:

PDF, 280 KB

english, 2009

8

Efficient metacomputing of elliptic linear and non-linear problems

Nicolas Barberou, Marc Garbey, Matthias Hess, Michael M. Resch, Tuomo Rossi, Jari Toivanen, Damien Tromeur-Dervout

Journal:

Journal of Parallel and Distributed Computing

Année:

2003

Langue:

english

Fichier:

PDF, 274 KB

english, 2003

9

An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV

Ferrante Neri, Jari Toivanen, Raino A. E. Mäkinen

Journal:

Applied Intelligence

Année:

2007

Langue:

english

Fichier:

PDF, 1.28 MB

english, 2007

10

A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension

Rossi, Tuomo, Toivanen, Jari

Journal:

SIAM Journal on Scientific Computing

Année:

1999

Langue:

english

Fichier:

PDF, 444 KB

english, 1999

11

[IEEE 2014 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting - Memphis, TN, USA (2014.7.6-2014.7.11)] 2014 IEEE Antennas and Propagation Society International Symposium (APSURSI) - Double loop matching technique for robust UHF RFID tag antennas

Heino, Mikko, Toivanen, Jalmari, Holopainen, Jari, Viikari, Ville

Année:

2014

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2014

12

Designing Paper Machine Headbox Using GA

Toivanen, Jari, Hämäläinen, Jari P., Miettinen, Kaisa, Tarvainen, Pasi

Journal:

Materials and Manufacturing Processes

Année:

2003

Langue:

english

Fichier:

PDF, 371 KB

english, 2003

13

RFID-Based Book Finder [Education Corner]

Toivanen, Lasse, Heino, Mikko, Oksman, Aapo, Vienamo, Aapo, Holopainen, Jari, Viikari, Ville

Journal:

Antennas and Propagation Newsletter, IEEE Professional Group on

Année:

2016

Langue:

english

Fichier:

PDF, 3.37 MB

english, 2016

14

Effects of short-term sprint interval and moderate-intensity continuous training on liver fat, lipoprotein profile and substrate uptake: a randomized trial

Motiani, Kumail Kumar, Savolainen, Anna M., Toivanen, Jussi, Eskelinen, Jari-Joonas, Yli-Karjanmaa, Minna, Virtanen, Kirsi A., Saunavaara, Virva, Heiskanen, Marja A, Parkkola, Riitta, Haaparanta-Solin

Journal:

Journal of Applied Physiology

Année:

2019

Langue:

english

Fichier:

PDF, 1.29 MB

english, 2019

15

Multidisciplinary shape optimization in aerodynamics and electromagnetics using genetic algorithms

Raino A.E. Mäkinen, Jacques Periaux, Jari Toivanen

Journal:

International Journal for Numerical Methods in Fluids

Année:

1999

Langue:

english

Fichier:

PDF, 134 KB

english, 1999

16

Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem

Tuomo Rossi, Jari Toivanen

Journal:

Numerical Linear Algebra with Applications

Année:

1999

Langue:

english

Fichier:

PDF, 115 KB

english, 1999

17

Bacterial components in the synovial tissue of patients with advanced rheumatoid arthritis or osteoarthritis: Analysis with gas chromatography-mass spectrometry and pan-bacterial polymerase chain reaction

Tong Chen, Marja Rimpiläinen, Reijo Luukkainen, Timö Möttönen, Tuomas Yli-Jama, Jari Jalava, Olli Vainio, Paavo Toivanen

Journal:

Arthritis Care & Research

Année:

2003

Langue:

english

Fichier:

PDF, 178 KB

english, 2003

18

H-ras oncogene point mutations in arthritic synovium

Anne Roivainen, Jari Jalava, Laura Pirilä, Tuomas Yli-Jama, Hannu Tiusanen, Paavo Toivanen

Journal:

Arthritis & Rheumatism

Année:

1997

Langue:

english

Fichier:

PDF, 868 KB

english, 1997

19

Computation of a few smallest eigenvalues of elliptic operators using fast elliptic solvers

Janne Martikainen, Tuomo Rossi, Jari Toivanen

Journal:

International Journal for Numerical Methods in Biomedical Engineering

Année:

2001

Langue:

english

Fichier:

PDF, 84 KB

english, 2001

20

A fast direct solver for elliptic problems with a divergence constraint

Janne Martikainen, Tuomo Rossi, Jari Toivanen

Journal:

Numerical Linear Algebra with Applications

Année:

2002

Langue:

english

Fichier:

PDF, 207 KB

english, 2002

21

Overview of the discontinuous enrichment method, the ultra-weak variational formulation, and the partition of unity method for acoustic scattering in the medium frequency regime and performance comparisons

Dalei Wang, Radek Tezaur, Jari Toivanen, Charbel Farhat

Journal:

International Journal for Numerical Methods in Engineering

Année:

2012

Langue:

english

Fichier:

PDF, 780 KB

english, 2012

22

Fast direct solution of the Helmholtz equation with a perfectly matched layer or an absorbing boundary condition

Erkki Heikkola, Tuomo Rossi, Jari Toivanen

Journal:

International Journal for Numerical Methods in Engineering

Année:

2003

Langue:

english

Fichier:

PDF, 187 KB

english, 2003

23

Fictitious Domain Methods for the Numerical Solution of Two-Dimensional Scattering Problems

Erkki Heikkola, Yuri A. Kuznetsov, Pekka Neittaanmäki, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

1998

Langue:

english

Fichier:

PDF, 413 KB

english, 1998

24

Preconditioned iterative methods on sparse subspaces

Kazufumi Ito, Jari Toivanen

Journal:

Applied Mathematics Letters

Année:

2006

Langue:

english

Fichier:

PDF, 285 KB

english, 2006

25

A multigrid preconditioner and automatic differentiation for non-equilibrium radiation diffusion problems

Roland Glowinski, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

2005

Langue:

english

Fichier:

PDF, 403 KB

english, 2005

26

An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation

Tuomas Airaksinen, Erkki Heikkola, Anssi Pennanen, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

2007

Langue:

english

Fichier:

PDF, 1.06 MB

english, 2007

27

A domain decomposition solver for acoustic scattering by elastic objects in layered media

Kazufumi Ito, Zhonghua Qiao, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

2008

Langue:

english

Fichier:

PDF, 1.14 MB

english, 2008

28

A finite element method for virtual reality data

Stéphane Del Pino, Erkki Heikkola, Olivier Pironneau, Jari Toivanen

Journal:

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Année:

2000

Fichier:

PDF, 222 KB

2000

29

Numerical valuation of options under Kou's model

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 85 KB

english, 2007

30

A damping preconditioner for time-harmonic wave equations in fluid and elastic material

Tuomas Airaksinen, Anssi Pennanen, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

2009

Langue:

english

Fichier:

PDF, 697 KB

english, 2009

31

Bacterial 16S rDNA polymerase chain reaction in the detection of intra-amniotic infection

Jari Jalava, Marja-Liisa Mäntymaa, Ulla Ekblad, Paavo Toivanen, Mikael Skurnik, Olli Lassila, Anna Alanen

Journal:

BJOG: An International Journal of Obstetrics & Gynaecology

Année:

1996

Langue:

english

Fichier:

PDF, 700 KB

english, 1996

32

Estimation of structural and geometrical properties of cortical bone by computerized tomography in 78-year-old women

Sulin Cheng, Jari Antero Toivanen, Harri Suominen, Jarmo Tapani Toivanen, Jussi Timonen

Journal:

Journal of Bone and Mineral Research

Année:

1995

Langue:

english

Fichier:

PDF, 944 KB

english, 1995

33

A hybrid discontinuous Galerkin method for computing the ground state solution of Bose–Einstein condensates

Charbel Farhat, Jari Toivanen

Journal:

Journal of Computational Physics

Année:

2012

Langue:

english

Fichier:

PDF, 748 KB

english, 2012

34

A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation

Heikkola, Erkki, Rossi, Tuomo, Toivanen, Jari

Journal:

SIAM Journal on Scientific Computing

Année:

2003

Langue:

english

Fichier:

PDF, 2.47 MB

english, 2003

35

Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility

Ito, Kazufumi, Toivanen, Jari

Journal:

SIAM Journal on Scientific Computing

Année:

2009

Langue:

english

Fichier:

PDF, 379 KB

english, 2009

36

A Nonstandard Cyclic Reduction Method, Its Variants and Stability

Rossi, Tuomo, Toivanen, Jari

Journal:

SIAM Journal on Matrix Analysis and Applications

Année:

1999

Langue:

english

Fichier:

PDF, 366 KB

english, 1999

37

Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models

Salmi, Santtu, Toivanen, Jari

Journal:

International Journal of Computer Mathematics

Année:

2012

Langue:

english

Fichier:

PDF, 250 KB

english, 2012

38

Iterative Methods for Pricing American Options under the Bates Model

Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Journal:

Procedia Computer Science

Année:

2013

Langue:

english

Fichier:

PDF, 130 KB

english, 2013

39

Late-onset spinal motor neuronopathy – A common form of dominant SMA

Penttilä, Sini, Jokela, Manu, Huovinen, Sanna, Saukkonen, Anna Maija, Toivanen, Jari, Lindberg, Christopher, Baumann, Peter, Udd, Bjarne

Journal:

Neuromuscular Disorders

Année:

2014

Langue:

english

Fichier:

PDF, 2.52 MB

english, 2014

40

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Journal:

SIAM Journal on Scientific Computing

Année:

2014

Langue:

english

Fichier:

PDF, 287 KB

english, 2014

41

Book Reviews

Peltonen, Matti, Kemppainen, Ilona, Hermansson, Kenth, Linden, Mikael, Pedersen, Kurt, Eloranta, Jari, Kohlscheen, Emanuel, Böckerman, Petri, Sørensen, Peter, Engwall, Lars, Toivanen, Jenni, Pedersen,

Journal:

Scandinavian Economic History Review

Année:

2001

Langue:

english

Fichier:

PDF, 1.48 MB

english, 2001

42

Late onset spinal motor neuronopathy is caused by mutation in CHCHD 10

Penttilä, Sini, Jokela, Manu, Bouquin, Heidi, Saukkonen, Anna Maija, Toivanen, Jari, Udd, Bjarne

Journal:

Annals of Neurology

Année:

2015

Langue:

english

Fichier:

PDF, 1.40 MB

english, 2015

43

Book Reviews

Schybergson, Per, Eloranta, Jari, Linnanmäki, Eila, Hakala, Leena, Herrala, Risto, Mikael Sandström, F., Fritz, Sven, Hämynen, Tapio, Toivanen, Pekka, Kortti, Jukka

Journal:

Scandinavian Economic History Review

Année:

2000

Langue:

english

Fichier:

PDF, 1.17 MB

english, 2000

44

An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies

Neri, Ferrante, Toivanen, Jari, Cascella, Giuseppe Leonardo, Ong, Yew-Soon

Journal:

IEEE/ACM Transactions on Computational Biology and Bioinformatics

Année:

2007

Langue:

english

Fichier:

PDF, 2.89 MB

english, 2007

45

A Domain Embedding Method for Scattering Problems with an Absorbing Boundary or a Perfectly Matched Layer

Heikkola, Erkki, Rossi, Tuomo, Toivanen, Jari

Journal:

Journal of Computational Acoustics

Année:

2003

Langue:

english

Fichier:

PDF, 371 KB

english, 2003

46

LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS

AIRAKSINEN, TUOMAS, HEIKKOLA, ERKKI, TOIVANEN, JARI

Journal:

Journal of Computational Acoustics

Année:

2011

Langue:

english

Fichier:

PDF, 667 KB

english, 2011

47

Autosomal dominant late-onset spinal motor neuronopathy is linked to a new locus on chromosome 22q11.2-q13.2

Penttilä, Sini, Jokela, Manu, Hackman, Peter, Maija Saukkonen, Anna, Toivanen, Jari, Udd, Bjarne

Journal:

European Journal of Human Genetics

Année:

2012

Langue:

english

Fichier:

PDF, 1.30 MB

english, 2012

48

BENCHOP—The BENCHmarking project in Option Pricing

von Sydow, Lina, Höök, Lars Josef, Larsson, Elisabeth, Lindström, Erik, Milovanović, Slobodan, Persson, Jonas, Shcherbakov, Victor, Shpolyanskiy, Yuri, Sirén, Samuel, Toivanen, Jari, Waldén, Johan, Wi

Journal:

International Journal of Computer Mathematics

Année:

2015

Langue:

english

Fichier:

PDF, 1.43 MB

english, 2015

49

Editorial

in ’t Hout, Karel, Itkin, Andrey, Oosterlee, Cornelis W., Toivanen, Jari

Journal:

International Journal of Computer Mathematics

Année:

2015

Langue:

english

Fichier:

PDF, 420 KB

english, 2015

50

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models

Balajewicz, Maciej, Toivanen, Jari

Journal:

Procedia Computer Science

Année:

2016

Langue:

english

Fichier:

PDF, 223 KB

english, 2016