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Search works, persons, organizations and subjects:
Toivanen, Jari
URI:
http://urn.fi/URN:NBN:fi:au:pn:000072365
name
Toivanen, Jari
Authored works
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Fictitious domain method applied to shape optimization
Numerical experiments with coupled fictitious domain and domain decomposition method for 2D Helmholtz equation
Works contributed to
A damping preconditioner for time-harmonic wave equations in fluid and elastic material
A fictitious domain method for the generalized stokes problem with application to unsteady navier-stokes flow simulations
A parallel fast direct solver for block tridiagonal systems with separable matrices of arbitrary dimension
A parallel fictitious domain method for the three-dimensional Helmholtz equation
Active noise control in a stochastic domain based on a finite element model
An adaptive evolutionary algorithm with an intelligent mutation for designing multidrug therapies for HIV
An iterative method for pricing American options under jump-diffusion models
Building blocks for odd-even multigrid with applications to reduced systems
Comparison of four penalty function-based methods in handling constraints with genetic algorithms
Componentwise splitting methods for pricing American options under stochastic volatility
Efficient numerical methods for pricing American options under stochastic volatility
Fast direct solution of the Helmholtz equation with a perfectly matched layer/an absorbing boundary condition
FEMPAK 1.0 -elementtiohjelmisto
Lagrange multiplier approach with optimized finete difference stencils for pricing American options under stochastic volatility
New variants of divide & conquer method arising from block cyclic reduction type formulation
Operator splitting methods for pricing American options with stochastic volatility
Parallel fictitious domain method for a nonlinear elliptic Neumann boundary value problem
Parallel solution of optimal shape design problem governed by Helmholtz/potential flow equations
Pricing American options using LU decomposition
Proceedings of EUROGEN99 : short course on evolutionary algorithms in engineering and computer science
Two iterative methods for solving the Stokes problem
Works about Toivanen, Jari
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