Jari Toivanen
Identifiers
- name variant Jari Toivanen 0.60 · backfill
Papers (4)
- A fast Fourier transform based direct solver for the Helmholtz problem math.NA · 2018 · author #1
- ADI schemes for valuing European options under the Bates model math.NA · 2017 · author #2
- Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models cs.CE · 2016 · author #2
- Application of Operator Splitting Methods in Finance q-fin.CP · 2015 · author #2
Mentions
- 1809.03808 #1 · arxiv_oai · confidence 0.70 Jari Toivanen
- 1712.06680 #2 · arxiv_oai · confidence 0.70 Jari Toivanen
- 1504.01022 #2 · backfill · confidence 0.70 Jari Toivanen
Frequent Coauthors
- Karel in 't Hout 2 shared papers
- Maciej Balajewicz 1 shared papers
- Monika Wolfmayr 1 shared papers