Title: An iterative method for pricing American options under jump-diffusion models Author(s): Salmi, S; Toivanen, J Source: Applied Numerical Mathematics Volume: 61 Issue: 7 Pages: 821-831 Published: JUL 2011 Times Cited: 1 DOI: 10.1016/j.apnum.2011.02.002
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Title: LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS Author(s): Airaksinen, T; Heikkola, E; Toivanen, J Source: Journal of Computational Acoustics Volume: 19 Issue: 2 Pages: 205-219 Published: JUN 2011 Times Cited: 0 DOI: 10.1142/S0218396X11004432
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Title: A high-order front-tracking finite difference method for pricing American options under jump-diffusion models Author(s): TOIVANEN, J Source: Journal of Computational Finance Volume: 13 Issue: 3 Pages: 61-79 Published: 2010 Times Cited: 1
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Title: A damping preconditioner for time-harmonic wave equations in fluid and elastic material Author(s): AIRAKSINEN, T; PENNANEN, A; TOIVANEN, J Source: JOURNAL OF COMPUTATIONAL PHYSICS Volume: 228 Issue: 5 Pages: 1466-1479 Published: MAR 20 2009 Times Cited: 2 DOI: 10.1016/j.jcp.2008.10.036
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Title: A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers Author(s): FARHAT, C; TEZAUR, R; TOIVANEN, J Source: INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING Volume: 78 Issue: 13 Pages: 1513-1531 Published: JUN 25 2009 Times Cited: 2 DOI: 10.1002/nme.2534
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Title: LAGRANGE MULTIPLIER APPROACH WITH OPTIMIZED FINITE DIFFERENCE STENCILS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY Author(s): ITO, K; TOIVANEN, J Source: SIAM JOURNAL ON SCIENTIFIC COMPUTING Volume: 31 Issue: 4 Pages: 2646-2664 Published: 2009 Times Cited: 2 DOI: 10.1137/07070574X
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Title: Operator splitting methods for pricing American options under stochastic volatility Author(s): IKONEN, S; TOIVANEN, J Source: NUMERISCHE MATHEMATIK Volume: 113 Issue: 2 Pages: 299-324 Published: AUG 2009 Times Cited: 3 DOI: 10.1007/s00211-009-0227-5
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Title: A domain decomposition solver for acoustic scattering by elastic objects in layered media Author(s): ITO, KF; QIAO, ZH; TOIVANEN, J Source: JOURNAL OF COMPUTATIONAL PHYSICS Volume: 227 Issue: 19 Pages: 8685-8698 Published: OCT 1 2008 Times Cited: 7 DOI: 10.1016/j.jcp.2008.06.015
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Title: A finite element method for interface problems with locally modified triangulations Author(s): XIE, H; ITO, K; LI, ZL; et al. Source: MOVING INTERFACE PROBLEMS AND APPLICATIONS IN FLUID DYNAMICS Volume: 466 Pages: 190 Published: 2008 Times Cited: 2
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Title: Efficient numerical methods for pricing American options under stochastic volatility Author(s): IKONEN, S; TOIVANEN, J Source: NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS Volume: 24 Issue: 1 Pages: 104-126 Published: JAN 2008 Times Cited: 6 DOI: 10.1002/num.20239
