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
Radek TezaurStanford UniversityVerified email at tezaur.net
Lina von SydowProfessor of Scientific Computing, Department of Information Technology, Uppsala UniversityVerified email at it.uu.se
Ferrante NeriProfessor of Machine Learning and Artificial Intelligence, NICE group, University of SurreyVerified email at surrey.ac.uk
Jari P.I. HämäläinenIndustrial mathematics, Lappeenranta-Lahti University of Technology (LUT)Verified email at lut.fi
Pekka NeittaanmäkiProfessor of Scientific Computing, University of JyväskyläVerified email at jyu.fi
Marc GarbeyORintelligence.comVerified email at orintelligence.com
Marko M. MäkeläUniversity of Turku, Department of Mathematics and StatisticsVerified email at utu.fi
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
Cornelis W. OosterleeUtrecht University, Mathematical InstituteVerified email at uu.nl
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 ScientistVerified email at ntu.edu.sg
Giuseppe Leonardo CascellaPolitecnico di BariVerified email at idea75.it
Michael ReschProfessor für Höchstleistungsrechnen, Universität 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	239	2004
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	200	1999
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	189	2007
Efficient numerical methods for pricing American options under stochastic volatility S Ikonen, J Toivanen Numerical Methods for Partial Differential Equations: An International …, 2008	186	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	172	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	149	2007
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	133	2003
Operator splitting methods for pricing American options under stochastic volatility S Ikonen, J Toivanen Numerische mathematik 113, 299-324, 2009	117	2009
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	117	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	88	2006
An iterative method for pricing American options under jump-diffusion models S Salmi, J Toivanen Applied Numerical Mathematics 61 (7), 821-831, 2011	82	2011
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	81	2007
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	76	1998
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	74	2015
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	71	2007
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	64	2009
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	63	2014
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	62	2003
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation T Airaksinen, E Heikkola, A Pennanen, J Toivanen Journal of Computational Physics 226 (1), 1196-1210, 2007	59	2007
Pricing American options using LU decomposition S Ikonen, J Toivanen Applied Mathematical Sciences 1 (51), 2529-2551, 2007	58	2007

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