Christina C. Christara

Available identifiers

zbMath Open christara.christina-cMaRDI QIDQ671089

List of research outcomes

Publication	Date of Publication	Type
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing	2023-07-21	Paper
Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation	2023-06-20	Paper
Penalty and penalty-like methods for nonlinear HJB PDEs	2022-05-19	Paper
Option pricing in jump diffusion models with quadratic spline collocation	2019-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5374429	2018-09-14	Paper
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods	2018-07-04	Paper
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation	2018-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q3102957	2011-11-25	Paper
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations	2010-04-15	Paper
Quadratic spline methods for the shallow water equations on the sphere: Galerkin	2006-06-30	Paper
Quadratic spline methods for the shallow water equations on the sphere: Collocation	2006-06-30	Paper
Optimal quadratic and cubic spline collocation on nonuniform partitions	2006-03-02	Paper
Adaptive techniques for spline collocation	2006-03-02	Paper
Fast Fourier transform solvers and preconditioners for quadratic spline collocation	2003-07-28	Paper
Quadratic spline collocation methods for elliptic partial differential equations	1995-06-30	Paper
Quadratic-spline collocation methods for two-point boundary value problems	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4733357	1988-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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