Jari Toivanen

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Tuomo RossiUniversity of JyväskyläVerified email at jyu.fi
Raino MäkinenUniversity of JyväskyläVerified email at jyu.fi
Kazufumi ItoNorth Carolina State UniversityVerified email at math.ncsu.edu
Charbel FarhatVivian Church Hoff Professor in the School of Engineering, Stanford UniversityVerified email at stanford.edu
Lina von SydowProfessor of Scientific Computing, Department of Information Technology, Uppsala UniversityVerified email at it.uu.se
Radek TezaurStanford UniversityVerified email at tezaur.net
Ferrante NeriProfessor of Machine Learning and Artificial Intelligence, NICE group, University of SurreyVerified email at surrey.ac.uk
Pekka NeittaanmäkiProfessor of Scientific Computing, University of JyväskyläVerified email at jyu.fi
Marko M. MäkeläUniversity of Turku, Department of Mathematics and StatisticsVerified email at utu.fi
Jari P.I. HämäläinenIndustrial mathematics, Lappeenranta-Lahti University of Technology (LUT)Verified email at lut.fi
Marc GarbeyORintelligence.comVerified email at orintelligence.com
Cornelis W. OosterleeUtrecht University, Mathematical InstituteVerified email at uu.nl
Hien TranProfessor of Mathematics, Director of Center for Research in Scientific Computation, NC StateVerified email at ncsu.edu
Harri SuominenProfessor Emeritus in Exercise Gerontology, University of JyväskyläVerified email at jyu.fi
Damien Tromeur-DervoutUniv of Lyon, Institut Camille Jordan UMR5208-UCBL-CNRSVerified email at univ-lyon1.fr
Lauri LehtovaaraUniversity of JyväskyläVerified email at jyu.fi
Roland GlowinskiDepartment of Mathematics, University of HoustonVerified email at math.uh.edu
Yew-Soon OngPresident Chair Professor of Computer Science, A*Star AI Chief Scientist, FIEEEVerified email at ntu.edu.sg
Giuseppe Leonardo CascellaPolitecnico di Bari, ItalyVerified email at 3minds.it
Michael M. ReschUniversitaet StuttgartVerified email at hlrs.de

Jari Toivanen

University of Jyväskylä

Verified email at jyu.fi - Homepage

Scientific Computing Numerical Analysis Computational Finance Financial Engineering


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Operator splitting methods for American option pricing S Ikonen, J Toivanen Applied mathematics letters 17 (7), 809-814, 2004	266	2004
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	232	2007
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	211	1999
Efficient numerical methods for pricing American options under stochastic volatility S Ikonen, J Toivanen Numerical Methods for Partial Differential Equations: An International …, 2008	204	2008
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	184	1999
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	157	2007
Operator splitting methods for pricing American options under stochastic volatility S Ikonen, J Toivanen Numerische mathematik 113, 299-324, 2009	140	2009
Numerical comparison of some penalty-based constraint handling techniques in genetic algorithms K Miettinen, MM Mäkelä, J Toivanen Journal of global optimization 27, 427-446, 2003	139	2003
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	135	2008
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	91	2006
An iterative method for pricing American options under jump-diffusion models S Salmi, J Toivanen Applied Numerical Mathematics 61 (7), 821-831, 2011	88	2011
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	84	2015
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	84	2007
IMEX schemes for pricing options under jump–diffusion models S Salmi, J Toivanen Applied numerical mathematics 84, 33-45, 2014	78	2014
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	77	1998
An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV F Neri, J Toivanen, RAE Mäkinen Applied Intelligence 27, 219-235, 2007	75	2007
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	74	2014
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	63	2009
Pricing American options using LU decomposition S Ikonen, J Toivanen Applied Mathematical Sciences 1 (51), 2529-2551, 2007	63	2007
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	63	2003

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