135 citations · 583 across the 17 of their papers we have counts for
19 papers
A fast Fourier transform based direct solver for the Helmholtz problem
Jari Toivanen, Monika Wolfmayr
This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). Th…
ADI schemes for valuing European options under the Bates model
Karel in 't Hout, Jari Toivanen
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
Maciej Balajewicz, Jari Toivanen
European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates mo…
Application of Operator Splitting Methods in Finance
Karel in 't Hout, Jari Toivanen
Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations fram…
Spectroscopic properties of nuclear Skyrme energy density functionals
D. Tarpanov, J. Dobaczewski, J. Toivanen +1
We address the question of how to improve the agreement between theoretical nuclear single-particle energies (SPEs) and experiment. Empirically, in doubly magic nuclei, the SPEs ca…
Low-lying states in near-magic odd-odd nuclei and the effective interaction
B. G. Carlsson, J. Toivanen
The iterative quasi-particle-random-phase approximation (QRPA) method we previously developed to accurately calculate properties of individual nuclear states is extended so that it…