Christina C. Christara

From MaRDI portal
Person:671089

Available identifiers

zbMath Open christara.christina-cMaRDI QIDQ671089

List of research outcomes





PublicationDate of PublicationType
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing2023-07-21Paper
Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation2023-06-20Paper
Penalty and penalty-like methods for nonlinear HJB PDEs2022-05-19Paper
Option pricing in jump diffusion models with quadratic spline collocation2019-03-20Paper
https://portal.mardi4nfdi.de/entity/Q53744292018-09-14Paper
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods2018-07-04Paper
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation2018-01-05Paper
https://portal.mardi4nfdi.de/entity/Q31029572011-11-25Paper
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations2010-04-15Paper
Quadratic spline methods for the shallow water equations on the sphere: Galerkin2006-06-30Paper
Quadratic spline methods for the shallow water equations on the sphere: Collocation2006-06-30Paper
Optimal quadratic and cubic spline collocation on nonuniform partitions2006-03-02Paper
Adaptive techniques for spline collocation2006-03-02Paper
Fast Fourier transform solvers and preconditioners for quadratic spline collocation2003-07-28Paper
Quadratic spline collocation methods for elliptic partial differential equations1995-06-30Paper
Quadratic-spline collocation methods for two-point boundary value problems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47333571988-01-01Paper

Research outcomes over time

This page was built for person: Christina C. Christara