Jari Toivanen - RankMe

44 papers Misc 2Journal 33Unranked 8

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization. SIAM J. Financial Math. Raino A. E. Mäkinen, Jari Toivanen
2020	J	`jnl`	A fast Fourier transform based direct solver for the Helmholtz problem. Numer. Linear Algebra Appl. Jari Toivanen, Monika Wolfmayr
2019	J	`jnl`	A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media. SIAM J. Sci. Comput. Erkki Heikkola, Kazufumi Ito, Jari Toivanen
2018	J	`jnl`	A fast Fourier transform based direct solver for the Helmholtz problem. CoRR Jari Toivanen, Monika Wolfmayr
2018	J	`jnl`	On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method. J. Parallel Distributed Comput. Mirko Myllykoski, Tuomo Rossi, Jari Toivanen
2018	J	`jnl`	Special issue - Computational and algorithmic finance. J. Comput. Sci. Karel J. in 't Hout, Andrey Itkin, Lina von Sydow, Jari Toivanen
2017	J	`jnl`	Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models. J. Comput. Sci. Maciej Balajewicz, Jari Toivanen
2016	Misc	`conf`	Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models. ICCS Maciej Balajewicz, Jari Toivanen
2016	J	`jnl`	Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models. CoRR Maciej Balajewicz, Jari Toivanen
2015	J	`jnl`	Adaptive finite differences and IMEX time-stepping to price options under Bates model. Int. J. Comput. Math. Lina von Sydow, Jari Toivanen, C. Zhang
2015	J	`jnl`	BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 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
2015	J	`jnl`	Editorial. Int. J. Comput. Math. Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen
2014	J	`jnl`	An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps. SIAM J. Sci. Comput. Santtu Salmi, Jari Toivanen, Lina von Sydow
2013	—	`ch.`	A Domain Decomposition Solver for the Discontinuous Enrichment Method for the Helmholtz Equation. Domain Decomposition Methods in Science and Engineering XX Charbel Farhat, Radek Tezaur, Jari Toivanen
2013	Misc	`conf`	Iterative Methods for Pricing American Options under the Bates Model. ICCS Santtu Salmi, Jari Toivanen, Lina von Sydow
2012	J	`jnl`	A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates. J. Comput. Phys. Charbel Farhat, Jari Toivanen
2012	J	`jnl`	Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models. Int. J. Comput. Math. Santtu Salmi, Jari Toivanen
2012	J	`jnl`	Computational methods for PDEs in finance. Int. J. Comput. Math. Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu
2012	—	`conf`	Fast Poisson Solvers for Graphics Processing Units. PARA Mirko Myllykoski, Tuomo Rossi, Jari Toivanen
2009	J	`jnl`	A damping preconditioner for time-harmonic wave equations in fluid and elastic material. J. Comput. Phys. Tuomas Airaksinen, Anssi Pennanen, Jari Toivanen
2009	J	`jnl`	Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility. SIAM J. Sci. Comput. Kazufumi Ito, Jari Toivanen
2009	J	`jnl`	Operator splitting methods for pricing American options under stochastic volatility. Numerische Mathematik Samuli Ikonen, Jari Toivanen
2008	J	`jnl`	A domain decomposition solver for acoustic scattering by elastic objects in layered media. J. Comput. Phys. Kazufumi Ito, Zhonghua Qiao, Jari Toivanen
2008	J	`jnl`	Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model. SIAM J. Sci. Comput. Jari Toivanen
2007	J	`jnl`	An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies. IEEE ACM Trans. Comput. Biol. Bioinform. Ferrante Neri, Jari Toivanen, Giuseppe Leonardo Cascella, Yew-Soon Ong
2007	J	`jnl`	An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV. Appl. Intell. Ferrante Neri, Jari Toivanen, Raino A. E. Mäkinen
2007	J	`jnl`	An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation. J. Comput. Phys. Tuomas Airaksinen, Erkki Heikkola, Anssi Pennanen, Jari Toivanen
2007	J	`jnl`	Solution of time-independent Schrödinger equation by the imaginary time propagation method. J. Comput. Phys. Lauri Lehtovaara, Jari Toivanen, Jussi Eloranta
2006	J	`jnl`	Preconditioned iterative methods on sparse subspaces. Appl. Math. Lett. Kazufumi Ito, Jari Toivanen
2004	J	`jnl`	Operator splitting methods for American option pricing. Appl. Math. Lett. Samuli Ikonen, Jari Toivanen
2003	J	`jnl`	A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. SIAM J. Sci. Comput. Erkki Heikkola, Tuomo Rossi, Jari Toivanen
2003	J	`jnl`	Efficient metacomputing of elliptic linear and non-linear problems. J. Parallel Distributed Comput. Nicolas Barberou, Marc Garbey, Matthias Hess, Michael M. Resch, Tuomo Rossi, Jari Toivanen, Damien Tromeur-Dervout
2003	J	`jnl`	Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms. J. Glob. Optim. Kaisa Miettinen, Marko M. Mäkelä, Jari Toivanen
2002	J	`jnl`	A fast direct solver for elliptic problems with a divergence constraint. Numer. Linear Algebra Appl. Janne Martikainen, Tuomo Rossi, Jari Toivanen
1999	J	`jnl`	A Nonstandard Cyclic Reduction Method, Its Variants and Stability. SIAM J. Matrix Anal. Appl. Tuomo Rossi, Jari Toivanen
1999	J	`jnl`	A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension. SIAM J. Sci. Comput. Tuomo Rossi, Jari Toivanen
1999	—	`conf`	A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. PP Erkki Heikkola, Tuomo Rossi, Jari Toivanen
1999	J	`jnl`	Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem. Numer. Linear Algebra Appl. Tuomo Rossi, Jari Toivanen
1998	—	`conf`	A Parallel Fast Direct Solver with Applications. HPCN Europe Raino A. E. Mäkinen, Tuomo Rossi, Jari Toivanen
1997	—	`conf`	A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations. PP Tuomo Rossi, Jari Toivanen
1997	—	`conf`	Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E. Euro-Par Tuomo Rossi, Jari Toivanen
1996	—	`conf`	Parallel Genetic Solution for Multiobjective MDO. Parallel CFD Raino A. E. Mäkinen, Pekka Neittaanmäki, Jacques Périaux, Mourad Sefrioui, Jari Toivanen
1995	—	`conf`	Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations. PP Raino A. E. Mäkinen, Jari Toivanen
1994	—	`conf`	A VHDL-based bus model for multi-PCB system design. EURO-DAC Jari Toivanen, Jari Honkola, Jari Nurmi, Jyrki Tuominen