Jari Toivanen
Finance · 2007–2014
A researcher in the Science corpus: 6 papers; trusts 24 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it; #4,607 of 10,518 by trust here, #7,575 by citations
- Computational Mechanics — 9 citations into it
- Electrical and Electronic Engineering — 7 citations into it
- Computational Theory and Mathematics — 6 citations into it
- Numerical Analysis — 6 citations into it; #1,437 of 3,586 by trust here, #1,968 by citations
Whom Jari Toivanen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Cornelis W. Oosterlee
- John C. Hull
- Peter A. Forsyth
- Jakob Arnoldi
- Steven Kou
- Roland Glowinski
- Kenneth R. Vetzal
- Kazufumi Ito
- Yves Achdou
- Samuli Ikonen
Who trusts Jari Toivanen overall
Papers from Jari Toivanen's perspective
Ordered by how strongly the researchers Jari Toivanen trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- Options, Futures, and Other Derivatives
- Financial Modelling with Jump Processes
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- Numerical valuation of options with jumps in the underlying
- Finite element methods for incompressible viscous flow
- Derivatives in Financial Markets with Stochastic Volatility
- On multigrid for linear complementarity problems with application to American-style options.
- A multigrid tutorial
Their papers
- IMEX schemes for pricing options under jump-diffusion models (2014) — 75 citations
- An iterative method for pricing American options under jump-diffusion models (2011) — 79 citations
- A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers (2009) — 52 citations
- Efficient numerical methods for pricing American options under stochastic volatility (2008) — 178 citations
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (2007) — 73 citations
- Pricing American Options Using LU Decomposition (2007) — 50 citations