Edit Profile (opens in new tab) Ikonen, Samuli Compute Distance To: Compute Author ID: 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 Serials 1 Numerische Mathematik 1 Numerical Methods for Partial Differential Equations 1 Applied Mathematics Letters 1 International Journal of Theoretical and Applied Finance 1 Applied Mathematical Sciences (Ruse) Fields 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 3 Partial differential equations (35-XX) 3 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 1063.65081Ikonen, S.; Toivanen, J. 71 2004 Efficient numerical methods for pricing American options under stochastic volatility. Zbl 1152.91516Ikonen, Samuli; Toivanen, Jari 55 2008 Operator splitting methods for pricing American options under stochastic volatility. Zbl 1204.91126Ikonen, Samuli; Toivanen, Jari 47 2009 Componentwise splitting methods for pricing American options under stochastic volatility. Zbl 1137.91451Ikonen, Samuli; Toivanen, Jari 29 2007 Pricing American options using LU decomposition. Zbl 1140.91046Ikonen, Samuli; Toivanen, Jari 7 2007 An operator splitting method for pricing American options. Zbl 1143.91336Ikonen, Samuli; Toivanen, Jari 1 2008 Operator splitting methods for pricing American options under stochastic volatility. Zbl 1204.91126Ikonen, Samuli; Toivanen, Jari 47 2009 Efficient numerical methods for pricing American options under stochastic volatility. Zbl 1152.91516Ikonen, Samuli; Toivanen, Jari 55 2008 An operator splitting method for pricing American options. Zbl 1143.91336Ikonen, Samuli; Toivanen, Jari 1 2008 Componentwise splitting methods for pricing American options under stochastic volatility. Zbl 1137.91451Ikonen, Samuli; Toivanen, Jari 29 2007 Pricing American options using LU decomposition. Zbl 1140.91046Ikonen, Samuli; Toivanen, Jari 7 2007 Operator splitting methods for American option pricing. Zbl 1063.65081Ikonen, S.; Toivanen, J. 71 2004 all cited Publications top 5 cited Publications 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 all top 5 Cited in 20 Fields 129 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 110 Numerical analysis (65-XX) 46 Probability theory and stochastic processes (60-XX) 32 Partial differential equations (35-XX) 6 Integral equations (45-XX) 6 Operations research, mathematical programming (90-XX) 3 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistics (62-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year