Christina C. Christara

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Journal of Computational and Applied Mathematics	2023-07-21	Paper
Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation Applied Numerical Mathematics	2023-06-20	Paper
Penalty and penalty-like methods for nonlinear HJB PDEs Applied Mathematics and Computation	2022-05-19	Paper
Option pricing in jump diffusion models with quadratic spline collocation Applied Mathematics and Computation	2019-03-20	Paper
Spread option pricing using ADI methods	2018-09-14	Paper
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods SIAM Journal on Numerical Analysis	2018-07-04	Paper
Partial differential equation pricing of contingent claims under stochastic correlation SIAM Journal on Scientific Computing	2018-01-05	Paper
A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance	2011-11-25	Paper
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations Numerical Algorithms	2010-04-15	Paper
Quadratic spline methods for the shallow water equations on the sphere: Galerkin Mathematics and Computers in Simulation	2006-06-30	Paper
Quadratic spline methods for the shallow water equations on the sphere: Collocation Mathematics and Computers in Simulation	2006-06-30	Paper
Optimal quadratic and cubic spline collocation on nonuniform partitions Computing	2006-03-02	Paper
Adaptive techniques for spline collocation Computing	2006-03-02	Paper
Fast Fourier transform solvers and preconditioners for quadratic spline collocation BIT	2003-07-28	Paper
Quadratic spline collocation methods for elliptic partial differential equations BIT	1995-06-30	Paper
Quadratic-spline collocation methods for two-point boundary value problems International Journal for Numerical Methods in Engineering	1988-01-01	Paper
scientific article; zbMATH DE number 4119565 (Why is no real title available?)	1988-01-01	Paper

Research outcomes over time

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