The following pages link to Christina C. Christara (Q671089):
Displaying 18 items.
- Option pricing in jump diffusion models with quadratic spline collocation (Q671091) (← links)
- (Q817034) (redirect page) (← links)
- Optimal quadratic and cubic spline collocation on nonuniform partitions (Q817036) (← links)
- Adaptive techniques for spline collocation (Q817037) (← links)
- Quadratic spline collocation for one-dimensional linear parabolic partial differential equations (Q964216) (← links)
- Quadratic spline collocation methods for elliptic partial differential equations (Q1343040) (← links)
- Fast Fourier transform solvers and preconditioners for quadratic spline collocation (Q1860945) (← links)
- Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
- Quadratic spline methods for the shallow water equations on the sphere: Galerkin (Q2495937) (← links)
- Quadratic spline methods for the shallow water equations on the sphere: Collocation (Q2495938) (← links)
- (Q3102957) (← links)
- Quadratic-spline collocation methods for two-point boundary value problems (Q3801006) (← links)
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- (Q4733357) (← links)
- (Q5374429) (← links)
- Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation (Q6101754) (← links)
- A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)
