Search Results - "Toivanen, Jari"

Late onset spinal motor neuronopathy is caused by mutation in CHCHD10 by Penttilä, Sini, Jokela, Manu, Bouquin, Heidi, Saukkonen, Anna Maija, Toivanen, Jari, Udd, Bjarne

“…Objective A study was undertaken to identify the responsible gene defect underlying late onset spinal motor neuronopathy (LOSMoN/SMAJ; Online Mendelian…”
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An iterative method for pricing American options under jump-diffusion models by Salmi, Santtu, Toivanen, Jari

“…We propose an iterative method for pricing American options under jump-diffusion models. A finite difference discretization is performed on the partial…”
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A high-order front-tracking finite difference method for pricing American options under jump-diffusion models by Toivanen, Jari

“…A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a…”
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IMEX schemes for pricing options under jump–diffusion models by Salmi, Santtu, Toivanen, Jari

“…We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump–diffusion…”
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A multilevel FETI‐DP method and its performance for problems with billions of degrees of freedom by Toivanen, Jari, Avery, Philip, Farhat, Charbel

“…Summary A multilevel generalization of the dual‐primal finite element tearing and interconnecting (FETI‐DP) domain decomposition method is proposed for very…”
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Operator splitting methods for pricing American options under stochastic volatility by Ikonen, Samuli, Toivanen, Jari

“…We consider the numerical pricing of American options under Heston’s stochastic volatility model. The price is given by a linear complementarity problem with a…”
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Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models by Balajewicz, Maciej, Toivanen, Jari

“…•A computationally cheap and accurate hyper-reduction approach for the early exercise constraint of American options is proposed.•Proposed approach…”
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A fast Fourier transform based direct solver for the Helmholtz problem by Toivanen, Jari, Wolfmayr, Monika

“…Summary This article is devoted to the efficient numerical solution of the Helmholtz equation in a two‐ or three‐dimensional (2D or 3D) rectangular domain with…”
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A hybrid discontinuous Galerkin method for computing the ground state solution of Bose–Einstein condensates by Farhat, Charbel, Toivanen, Jari

“…A numerical method for computing the ground state solution of Bose–Einstein condensates modeled by the Gross–Pitaevskii equation is presented. In this method,…”
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A hybrid discontinuous Galerkin method for computing the ground state solution of BoseaEinstein condensates by Farhat, Charbel, Toivanen, Jari

“…A numerical method for computing the ground state solution of BoseaEinstein condensates modeled by the GrossaPitaevskii equation is presented. In this method,…”
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Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models by Salmi, Santtu, Toivanen, Jari

“…Partial integro-differential formulations are often used for pricing American options under jump-diffusion models. A survey on such formulations and their…”
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ADI schemes for valuing European options under the Bates model by in 't Hout, Karel J., Toivanen, Jari

“…This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial…”
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Overview of the discontinuous enrichment method, the ultra-weak variational formulation, and the partition of unity method for acoustic scattering in the medium frequency regime and performance comparisons by Wang, Dalei, Tezaur, Radek, Toivanen, Jari, Farhat, Charbel

“…SUMMARY The efficient finite element discretization of the Helmholtz equation becomes challenging in the medium frequency regime because of numerical…”
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Efficient numerical methods for pricing American options under stochastic volatility by Ikonen, Samuli, Toivanen, Jari

“…Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained…”
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A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers by Farhat, Charbel, Tezaur, Radek, Toivanen, Jari

“…A nonoverlapping domain decomposition (DD) method is proposed for the iterative solution of systems of equations arising from the discretization of Helmholtz…”
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On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method by Myllykoski, M., Rossi, T., Toivanen, J.

“…Partial solution variant of the cyclic reduction (PSCR) method is a direct solver that can be applied to certain types of separable block tridiagonal linear…”
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CHCHD10 mutations and motor neuron disease: the distribution in Finnish patients by Penttilä, Sini, Jokela, Manu, Saukkonen, Anna Maija, Toivanen, Jari, Palmio, Johanna, Lähdesmäki, Janne, Sandell, Satu, Shcherbii, Mariia, Auranen, Mari, Ylikallio, Emil, Tyynismaa, Henna, Udd, Bjarne

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Prospective Ultrasound Screening of Men With Cerebrovascular Disease for Abdominal Aortic Aneurysms by Vänni, Ville, Turtiainen, Johanna, Kaustio, Ulla, Toivanen, Jari, Rusanen, Minna, Hernesniemi, Jussi

“…Background: The prevalence of abdominal aortic aneurysms is higher in population with other vascular comorbidities, especially among men. Utility of screening…”
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A damping preconditioner for time-harmonic wave equations in fluid and elastic material by Airaksinen, Tuomas, Pennanen, Anssi, Toivanen, Jari

“…A physical damping is considered as a preconditioning technique for acoustic and elastic wave scattering. The earlier preconditioners for the Helmholtz…”
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BENCHOP - The BENCHmarking project in option pricing by von Sydow, Lina, Josef Höök, Lars, Larsson, Elisabeth, Lindström, Erik, Milovanović, Slobodan, Persson, Jonas, Shcherbakov, Victor, Shpolyanskiy, Yuri, Sirén, Samuel, Toivanen, Jari, Waldén, Johan, Wiktorsson, Magnus, Levesley, Jeremy, Li, Juxi, Oosterlee, Cornelis W., Ruijter, Maria J., Toropov, Alexander, Zhao, Yangzhang

“…The aim of the BENCHOP project is to provide the finance community with a common suite of benchmark problems for option pricing. We provide a detailed…”
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