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Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli; Toivanen, Jari - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
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A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari - In: The journal of computational finance 13 (2009/10) 3, pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
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Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms
Miettinen, Kaisa; Mäkelä, Marko M.; Toivanen, Jari - In: Journal of global optimization : an international … 27 (2003) 4, pp. 427-446
Persistent link: https://www.econbiz.de/10007157898
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A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari - In: The journal of computational finance 13 (2010) 3, pp. 61-81
Persistent link: https://www.econbiz.de/10008403083