Lina von Sydow : rechercher sur 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

Année:

2017

Langue:

english

Fichier:

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

Année:

2016

Langue:

english

Fichier:

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

Année:

2020

Langue:

english

Fichier:

PDF, 3.26 MB

english, 2020

4

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

Année:

2007

Langue:

english

Fichier:

PDF, 1.70 MB

english, 2007

5

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

Jonas Persson, Lina von Sydow

Journal:

Mathematics and Computers in Simulation

Année:

2010

Langue:

english

Fichier:

PDF, 577 KB

english, 2010

6

Numerical option pricing in the presence of bubbles

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

Journal:

Quantitative Finance

Année:

2011

Langue:

english

Fichier:

PDF, 327 KB

english, 2011

7

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

Année:

2004

Langue:

english

Fichier:

PDF, 917 KB

english, 2004

8

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

Jonas Persson, Lina von Sydow

Journal:

Computing and Visualization in Science

Année:

2007

Fichier:

PDF, 52 KB

2007

9

A multigrid preconditioner for an adaptive Black-Scholes solver

Alison Ramage, Lina von Sydow

Journal:

BIT Numerical Mathematics

Année:

2011

Langue:

english

Fichier:

PDF, 696 KB

english, 2011

10

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

Année:

2009

Langue:

english

Fichier:

PDF, 457 KB

english, 2009

11

Iterative Methods for Pricing American Options under the Bates Model

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

Journal:

Procedia Computer Science

Année:

2013

Langue:

english

Fichier:

PDF, 130 KB

english, 2013

12

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

Année:

2014

Langue:

english

Fichier:

PDF, 287 KB

english, 2014

13

Numerical option pricing without oscillations using flux limiters

Lötstedt, Per, von Sydow, Lina

Journal:

Computers & Mathematics with Applications

Année:

2015

Langue:

english

Fichier:

PDF, 1.02 MB

english, 2015

14

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

Année:

2015

Langue:

english

Fichier:

PDF, 1.43 MB

english, 2015

15

Accurate and stable time stepping in ice sheet modeling

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

Journal:

Journal of Computational Physics

Année:

2017

Langue:

english

Fichier:

PDF, 1.67 MB

english, 2017

16

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

Année:

2013

Langue:

english

Fichier:

PDF, 366 KB

english, 2013

17

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

Année:

2017

Langue:

english

Fichier:

PDF, 1.09 MB

english, 2017

18

Special Issue—Computational and Algorithmic Finance

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

Journal:

Journal of Computational Science

Année:

2017

Langue:

english

Fichier:

PDF, 515 KB

english, 2017

19

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

Année:

2018

Langue:

english

Fichier:

PDF, 464 KB

english, 2018

20

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

Année:

2018

Langue:

english

Fichier:

PDF, 539 KB

english, 2018

21

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

Année:

2018

Langue:

english

Fichier:

PDF, 455 KB

english, 2018

22

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

Année:

2018

Fichier:

PDF, 628 KB

2018

23

Numerical Ross Recovery for Diffusion Processes Using a PDE Approach

von Sydow, Lina, Walden, Johan

Journal:

Applied Mathematical Finance

Année:

2020

Fichier:

PDF, 2.24 MB

2020