( en | de | ru )

 

Disambiguation of "von Sydow, Lina"

Author of the publication

copydeleteadd this publication to your clipboard
Adaptive finite differences and IMEX time-stepping to price options under Bates model.

, , and . Int. J. Comput. Math., 92 (12): 2515-2529 (2015)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Wilhelm von Sydow

Conrad von Sydow

Conrad von Sydow

Carmen Linares

Marina Linares

 

Other publications of authors with the same name

Special issue - Computational and algorithmic finance., , , and . J. Comput. Sci., (2018)A High Order Method for Pricing of Financial Derivatives using Radial Basis Function generated Finite Differences., and . CoRR, (2018)BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems., , , , , , , , , and 2 other author(s). Int. J. Comput. Math., 96 (10): 1910-1923 (2019)A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences., and . Math. Comput. Simul., (2020)Numerical option pricing without oscillations using flux limiters., and . Comput. Math. Appl., 70 (1): 1-10 (2015)Iterative Methods for Pricing American Options under the Bates Model., , and . ICCS, volume 18 of Procedia Computer Science, page 1136-1144. Elsevier, (2013)Preconditioning for Radial Basis Function Partition of Unity Methods., , , and . J. Sci. Comput., 67 (3): 1089-1109 (2016)Accurate and stable time stepping in ice sheet modeling., , and . J. Comput. Phys., (2017)Radial Basis Function generated Finite Differences for option pricing problems., and . Comput. Math. Appl., 75 (4): 1462-1481 (2018)The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing., , and . Comput. Math. Appl., 76 (10): 2330-2344 (2018)