Lina von Sydow: search on Z-Library

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1

Radial Basis Function generated Finite Differences for option pricing problems

Milovanović, Slobodan, von Sydow, Lina

Journal:

Computers & Mathematics with Applications

Year:

2017

Language:

english

File:

PDF, 1.16 MB

english, 2017

2

Preconditioning for Radial Basis Function Partition of Unity Methods

Heryudono, Alfa, Larsson, Elisabeth, Ramage, Alison, von Sydow, Lina

Journal:

Journal of Scientific Computing

Year:

2016

Language:

english

File:

PDF, 1.41 MB

english, 2016

3

A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences

MilovanoviÄ, Slobodan, von Sydow, Lina

Journal:

Mathematics and Computers in Simulation

Year:

2020

Language:

english

File:

PDF, 3.26 MB

english, 2020

4

Numerical option pricing in the presence of bubbles

Ekström, Erik, Lötstedt, Per, Sydow, Lina Von, Tysk, Johan

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 327 KB

english, 2011

5

Pricing American options using a space-time adaptive finite difference method

Jonas Persson, Lina von Sydow

Journal:

Mathematics and Computers in Simulation

Year:

2010

Language:

english

File:

PDF, 577 KB

english, 2010

6

Space–time adaptive finite difference method for European multi-asset options

Per Lötstedt, Jonas Persson, Lina von Sydow, Johan Tysk

Journal:

Computers & Mathematics with Applications

Year:

2007

Language:

english

File:

PDF, 1.70 MB

english, 2007

7

Numerical Ross Recovery for Diffusion Processes Using a PDE Approach

von Sydow, Lina, Walden, Johan

Journal:

Applied Mathematical Finance

Year:

2020

File:

PDF, 2.24 MB

2020

8

A multigrid preconditioner for an adaptive Black-Scholes solver

Alison Ramage, Lina von Sydow

Journal:

BIT Numerical Mathematics

Year:

2011

Language:

english

File:

PDF, 696 KB

english, 2011

9

Accurate and stable time stepping in ice sheet modeling

Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Journal:

Journal of Computational Physics

Year:

2017

Language:

english

File:

PDF, 1.67 MB

english, 2017

10

Forward deterministic pricing of options using Gaussian radial basis functions

Rad, Jamal Amani, Höök, Josef, Larsson, Elisabeth, von Sydow, Lina

Journal:

Journal of Computational Science

Year:

2017

Language:

english

File:

PDF, 1.09 MB

english, 2017

11

A highly accurate adaptive finite difference solver for the Black–Scholes equation

Linde, Gunilla, Persson, Jonas, Von Sydow, Lina

Journal:

International Journal of Computer Mathematics

Year:

2009

Language:

english

File:

PDF, 457 KB

english, 2009

12

Numerical option pricing without oscillations using flux limiters

Lötstedt, Per, von Sydow, Lina

Journal:

Computers & Mathematics with Applications

Year:

2015

Language:

english

File:

PDF, 1.02 MB

english, 2015

13

Special Issue—Computational and Algorithmic Finance

Hout, Karel in ’t, Itkin, Andrey, Sydow, Lina von, Toivanen, Jari

Journal:

Journal of Computational Science

Year:

2017

Language:

english

File:

PDF, 515 KB

english, 2017

14

Dynamically coupling Full Stokes and Shallow Shelf Approximation for marine ice sheet flow using Elmer/Ice (v8.3)

van Dongen, Eef C. H., Kirchner, Nina, van Gijzen, Martin B., van de Wal, Roderik S. W., Zwinger, Thomas, Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Journal:

Geoscientific Model Development Discussions

Year:

2018

Language:

english

File:

PDF, 464 KB

english, 2018

15

Dynamically coupling full Stokes and shallow shelf approximation for marine ice sheet flow using Elmer/Ice (v8.3)

van Dongen, Eef C. H., Kirchner, Nina, van Gijzen, Martin B., van de Wal, Roderik S. W., Zwinger, Thomas, Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Journal:

Geoscientific Model Development

Year:

2018

File:

PDF, 628 KB

2018

16

Preconditioned implicit solution of linear hyperbolic equations with adaptivity

Per Lötstedt, Alison Ramage, Lina von Sydow, Stefan Söderberg

Journal:

Journal of Computational and Applied Mathematics

Year:

2004

Language:

english

File:

PDF, 917 KB

english, 2004

17

BENCHOP–SLV: The BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems

von Sydow, Lina, Milovanović, Slobodan, Larsson, Elisabeth, Hout, Karel In't, Wiktorsson, Magnus, Oosterlee, Cornelis W., Shcherbakov, Victor, Wyns, Maarten, Leitao, Alvaro, Jain, Shashi, Haentjens, T

Journal:

International Journal of Computer Mathematics

Year:

2018

Language:

english

File:

PDF, 455 KB

english, 2018

18

BENCHOP—The BENCHmarking project in Option Pricing

von Sydow, Lina, Höök, Lars Josef, Larsson, Elisabeth, Lindström, Erik, Milovanović, Slobodan, Persson, Jonas, Shcherbakov, Victor, Shpolyanskiy, Yuri, Sirén, Samuel, Toivanen, Jari, Waldén, Johan, Wi

Journal:

International Journal of Computer Mathematics

Year:

2015

Language:

english

File:

PDF, 1.43 MB

english, 2015

19

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Journal:

SIAM Journal on Scientific Computing

Year:

2014

Language:

english

File:

PDF, 287 KB

english, 2014

20

AIP Conference Proceedings [AIP 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013 - Rhodes, Greece (21–27 September 2013)] - On discontinuous Galerkin for time integration in option pricing problems with adaptive finite differences in space

von Sydow, Lina

Year:

2013

Language:

english

File:

PDF, 366 KB

english, 2013

21

Pricing European multi-asset options using a space–time adaptive FD-method

Jonas Persson, Lina von Sydow

Journal:

Computing and Visualization in Science

Year:

2007

File:

PDF, 52 KB

2007

22

Iterative Methods for Pricing American Options under the Bates Model

Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Journal:

Procedia Computer Science

Year:

2013

Language:

english

File:

PDF, 130 KB

english, 2013

23

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing

Höök, Lars Josef, Ludvigsson, Gustav, von Sydow, Lina

Journal:

Computers & Mathematics with Applications

Year:

2018

Language:

english

File:

PDF, 539 KB

english, 2018

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