×
Compute Distance To:
Author ID: ikonen.samuli Recent zbMATH articles by "Ikonen, Samuli"
Published as: Ikonen, Samuli; Ikonen, S.
External Links: MGP
Documents Indexed: 6 Publications since 2004
Co-Authors: 1 Co-Author with 6 Joint Publications
50 Co-Co-Authors

Co-Authors

0 single-authored
6 Toivanen, Jari

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 210 times in 142 Documents Cited by Year
Operator splitting methods for American option pricing. Zbl 1063.65081
Ikonen, S.; Toivanen, J.
71
2004
Efficient numerical methods for pricing American options under stochastic volatility. Zbl 1152.91516
Ikonen, Samuli; Toivanen, Jari
55
2008
Operator splitting methods for pricing American options under stochastic volatility. Zbl 1204.91126
Ikonen, Samuli; Toivanen, Jari
47
2009
Componentwise splitting methods for pricing American options under stochastic volatility. Zbl 1137.91451
Ikonen, Samuli; Toivanen, Jari
29
2007
Pricing American options using LU decomposition. Zbl 1140.91046
Ikonen, Samuli; Toivanen, Jari
7
2007
An operator splitting method for pricing American options. Zbl 1143.91336
Ikonen, Samuli; Toivanen, Jari
1
2008
Operator splitting methods for pricing American options under stochastic volatility. Zbl 1204.91126
Ikonen, Samuli; Toivanen, Jari
47
2009
Efficient numerical methods for pricing American options under stochastic volatility. Zbl 1152.91516
Ikonen, Samuli; Toivanen, Jari
55
2008
An operator splitting method for pricing American options. Zbl 1143.91336
Ikonen, Samuli; Toivanen, Jari
1
2008
Componentwise splitting methods for pricing American options under stochastic volatility. Zbl 1137.91451
Ikonen, Samuli; Toivanen, Jari
29
2007
Pricing American options using LU decomposition. Zbl 1140.91046
Ikonen, Samuli; Toivanen, Jari
7
2007
Operator splitting methods for American option pricing. Zbl 1063.65081
Ikonen, S.; Toivanen, J.
71
2004
all top 5

Cited by 235 Authors

6 Toivanen, Jari
5 Bhuruth, Muddun
5 Company, Rafael
5 Düring, Bertram
5 in ’t Hout, Karel J.
5 Kadalbajoo, Mohan K.
5 Kumar, Alpesh
5 Tangman, Désiré Yannick
5 Tripathi, Lok Pati
5 von Sydow, Lina
4 Ballestra, Luca Vincenzo
4 Cen, Zhongdi
4 Egorova, Vera N.
4 Jódar Sanchez, Lucas Antonio
4 Le, Anbo
4 Mollapourasl, Reza
4 Rad, Jamal Amani
4 Thakoor, Nawdha
4 Zhu, Songping
3 Deng, Dingwen
3 Haghi, Majid
3 Lee, Younhee
3 Parand, Kourosh
3 Persson, Jonas
3 Shcherbakov, Victor
3 Vázquez Cendón, Carlos
2 Chiarella, Carl
2 Cui, Zhenyu
2 del Carmen Calvo-Garrido, Maria
2 Fakharany, M.
2 Fournié, Michel
2 Gopaul, Ashvin
2 Gudkov, Nikolay
2 Itkin, Andrey
2 Kang, Boda
2 Khaliq, Abdul Q. M.
2 Kim, Junseok
2 Larsson, Elisabeth
2 Li, Hengguang
2 Lin, Xiaoman
2 Ma, Jingtang
2 Miles, James J.
2 Milovanović, Slobodan
2 Moradipour, Mojtaba
2 O’Sullivan, Conall
2 O’Sullivan, Stephen
2 Rambeerich, Nisha
2 Ren, Yunzhu
2 Salmi, Santtu
2 Soleymani, Fazlollah
2 Valkov, Radoslav L.
2 Xu, Aimin
2 Yousefi, Sohrab Ali
2 Zhang, Qifeng
2 Ziveyi, Jonathan
1 Agarwal, Ankush
1 Ahmad, Imtiaz
1 Aitsahlia, Farid
1 Akyildirim, Erdinç
1 Andreoli, Alessandro
1 Banz, Lothar
1 Boen, Lynn
1 Boyarchenko, Svetlana I.
1 Burkovska, Olena
1 Cai, Jiacheng
1 Cao, Jianwen
1 Cecere, Liliana
1 Chen, Chris
1 Chen, Feng
1 Chen, Wenting
1 Chen, Xiaolin
1 Chen, Yanqing
1 Cherif Bouras, Mohamed
1 Chernogorova, Tatiana P.
1 Chockalingam, Arunachalam
1 Choi, Yongho
1 Clevenhaus, A.
1 Costabile, Massimo
1 Dabadghao, Shaunak S.
1 Dai, Jun
1 Dai, Weizhong
1 Dehghan Takht Fooladi, Mehdi
1 Deswal, Komal
1 Dolinsky, Yan
1 Falcó, Antonio
1 Farahany, David
1 Feng, Liming
1 Fereshtian, Ali
1 Foroush Bastani, Ali
1 Fransoo, Jan C.
1 Friesz, Terry L.
1 Frontczak, Robert
1 Gal, Andrey
1 Gan, Xiaoting
1 Geiser, Jürgen
1 Ghosh, Abhijit
1 Gong, Pu
1 Goodman, Jonathan B.
1 Goswami, Manisha
1 Griebsch, Susanne A.
...and 135 more Authors
all top 5

Cited in 49 Serials

18 Computers & Mathematics with Applications
16 Journal of Computational and Applied Mathematics
14 International Journal of Computer Mathematics
10 Applied Mathematics and Computation
10 Applied Numerical Mathematics
7 Quantitative Finance
6 International Journal of Theoretical and Applied Finance
5 Journal of Scientific Computing
4 Mathematics and Computers in Simulation
3 Journal of Economic Dynamics & Control
2 BIT
2 Numerical Methods for Partial Differential Equations
2 Applied Mathematics Letters
2 Computational and Applied Mathematics
2 Applied Mathematical Finance
2 Engineering Analysis with Boundary Elements
2 Abstract and Applied Analysis
2 SIAM Journal on Financial Mathematics
1 Physica A
1 Chaos, Solitons and Fractals
1 Automatica
1 Journal of Optimization Theory and Applications
1 Numerische Mathematik
1 SIAM Journal on Numerical Analysis
1 Acta Mathematicae Applicatae Sinica. English Series
1 European Journal of Applied Mathematics
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 Applications of Mathematics
1 Numerical Algorithms
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 Computational Economics
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 Optimization Methods & Software
1 Taiwanese Journal of Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Journal of Applied Mathematics
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Journal of Function Spaces and Applications
1 Computational Management Science
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Algorithms
1 Advances in Applied Mathematics and Mechanics
1 Journal of the Korean Society for Industrial and Applied Mathematics
1 Palestine Journal of Mathematics
1 Mathematical Sciences

Citations by Year