Lina von Sydow

Available identifiers

zbMath Open von-sydow.linaWikidataQ102426295 ScholiaQ102426295MaRDI QIDQ533712

List of research outcomes

Publication	Date of Publication	Type
BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems	2022-02-16	Paper
A high order method for pricing of financial derivatives using radial basis function generated finite differences	2021-02-02	Paper
Numerical Ross Recovery for Diffusion Processes Using a PDE Approach	2020-10-20	Paper
Numerical option pricing without oscillations using flux limiters	2020-10-12	Paper
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing	2020-10-01	Paper
Radial basis function generated finite differences for option pricing problems	2019-03-25	Paper
Accurate and stable time stepping in ice sheet modeling	2019-01-31	Paper
Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time	2016-12-19	Paper
Preconditioning for radial basis function partition of unity methods	2016-07-05	Paper
BENCHOP – The BENCHmarking project in option pricing	2016-04-29	Paper
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps	2015-01-23	Paper
Numerical option pricing in the presence of bubbles	2013-06-27	Paper
A multigrid preconditioner for an adaptive Black-Scholes solver	2011-05-04	Paper
Pricing American options using a space-time adaptive finite difference method	2010-07-28	Paper
A highly accurate adaptive finite difference solver for the Black–Scholes equation	2010-01-15	Paper
Space-time adaptive finite difference method for European multi-asset options	2008-01-30	Paper
Semi-Toeplitz preconditioning for the linearized Navier-Stokes equations	2005-04-07	Paper
Preconditioned implicit solution of linear hyperbolic equations with adaptivity	2004-08-10	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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