Jari Toivanen

According to our database, Jari Toivanen authored at least 41 papers between 1994 and 2024.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of four.

2024

Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization.

Raino A. E. Mäkinen, Jari Toivanen

SIAM J. Financial Math., 2024

2020

A fast Fourier transform based direct solver for the Helmholtz problem.

Jari Toivanen, Monika Wolfmayr

Numer. Linear Algebra Appl., 2020

2019

A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media.

Erkki Heikkola, Kazufumi Ito, Jari Toivanen

SIAM J. Sci. Comput., 2019

2018

On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method.

Mirko Myllykoski, Tuomo Rossi, Jari Toivanen

J. Parallel Distributed Comput., 2018

Special issue - Computational and algorithmic finance.

Karel J. in 't Hout, Andrey Itkin, Lina von Sydow, Jari Toivanen

J. Comput. Sci., 2018

2017

Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models.

Maciej Balajewicz, Jari Toivanen

J. Comput. Sci., 2017

2016

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

Maciej Balajewicz, Jari Toivanen

Proceedings of the International Conference on Computational Science 2016, 2016

2015

Adaptive finite differences and IMEX time-stepping to price options under Bates model.

Lina von Sydow, Jari Toivanen, C. Zhang

Int. J. Comput. Math., 2015

BENCHOP - The BENCHmarking project in option pricing.

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

Int. J. Comput. Math., 2015

Editorial.

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

Int. J. Comput. Math., 2015

2014

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

Santtu Salmi, Jari Toivanen, Lina von Sydow

SIAM J. Sci. Comput., 2014

2013

A Domain Decomposition Solver for the Discontinuous Enrichment Method for the Helmholtz Equation.

Charbel Farhat, Radek Tezaur, Jari Toivanen

Proceedings of the Domain Decomposition Methods in Science and Engineering XX, 2013

Iterative Methods for Pricing American Options under the Bates Model.

Santtu Salmi, Jari Toivanen, Lina von Sydow

Proceedings of the International Conference on Computational Science, 2013

2012

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

Charbel Farhat, Jari Toivanen

J. Comput. Phys., 2012

Computational methods for PDEs in finance.

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

Int. J. Comput. Math., 2012

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

Santtu Salmi, Jari Toivanen

Int. J. Comput. Math., 2012

Fast Poisson Solvers for Graphics Processing Units.

Mirko Myllykoski, Tuomo Rossi, Jari Toivanen

Proceedings of the Applied Parallel and Scientific Computing, 2012

2009

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

Kazufumi Ito, Jari Toivanen

SIAM J. Sci. Comput., 2009

Operator splitting methods for pricing American options under stochastic volatility.

Samuli Ikonen, Jari Toivanen

Numerische Mathematik, 2009

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

Tuomas Airaksinen, Anssi Pennanen, Jari Toivanen

J. Comput. Phys., 2009

2008

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

Jari Toivanen

SIAM J. Sci. Comput., 2008

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

Kazufumi Ito, Zhonghua Qiao, Jari Toivanen

J. Comput. Phys., 2008

2007

An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies.

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

IEEE ACM Trans. Comput. Biol. Bioinform., 2007

Solution of time-independent Schrödinger equation by the imaginary time propagation method.

Lauri Lehtovaara, Jari Toivanen, Jussi Eloranta

J. Comput. Phys., 2007

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

Tuomas Airaksinen, Erkki Heikkola, Anssi Pennanen, Jari Toivanen

J. Comput. Phys., 2007

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

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

Appl. Intell., 2007

2006

Preconditioned iterative methods on sparse subspaces.

Kazufumi Ito, Jari Toivanen

Appl. Math. Lett., 2006

2004

Operator splitting methods for American option pricing.

Samuli Ikonen, Jari Toivanen

Appl. Math. Lett., 2004

2003

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

J. Parallel Distributed Comput., 2003

Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms.

Kaisa Miettinen, Marko M. Mäkelä, Jari Toivanen

J. Glob. Optim., 2003

2002

A fast direct solver for elliptic problems with a divergence constraint.

Janne Martikainen, Tuomo Rossi, Jari Toivanen

Numer. Linear Algebra Appl., 2002

1999

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

Tuomo Rossi, Jari Toivanen

SIAM J. Sci. Comput., 1999

A Nonstandard Cyclic Reduction Method, Its Variants and Stability.

Tuomo Rossi, Jari Toivanen

SIAM J. Matrix Anal. Appl., 1999

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

Tuomo Rossi, Jari Toivanen

Numer. Linear Algebra Appl., 1999

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

Erkki Heikkola, Tuomo Rossi, Jari Toivanen

Proceedings of the Ninth SIAM Conference on Parallel Processing for Scientific Computing, 1999

1998

A Parallel Fast Direct Solver with Applications.

Raino A. E. Mäkinen, Tuomo Rossi, Jari Toivanen

Proceedings of the High-Performance Computing and Networking, 1998

1997

A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations.

Tuomo Rossi, Jari Toivanen

Proceedings of the Eighth SIAM Conference on Parallel Processing for Scientific Computing, 1997

Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E.

Tuomo Rossi, Jari Toivanen

Proceedings of the Euro-Par '97 Parallel Processing, 1997

1996

Parallel Genetic Solution for Multiobjective MDO.

Raino A. E. Mäkinen, Pekka Neittaanmäki, Jacques Périaux, Mourad Sefrioui, Jari Toivanen

Proceedings of the Conference on Parallel Computational Fluid Dynamics 1996, 1996

1995

Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations.

Raino A. E. Mäkinen, Jari Toivanen

Proceedings of the Seventh SIAM Conference on Parallel Processing for Scientific Computing, 1995

1994

A VHDL-based bus model for multi-PCB system design.

Jari Toivanen, Jari Honkola, Jari Nurmi, Jyrki Tuominen

Proceedings of the Proceedings EURO-DAC'94, 1994