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Lina von Sydow · Study
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Author
Lina von Sydow
4 works
· latest 2015
· 1 institutions
cluster: provisional
Works
4 shown
BENCHOP – The BENCHmarking project in option pricing
International Journal of Computer Mathematics
·
2015
·
17 authors
·
Open access
64
citations
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
SIAM Journal on Scientific Computing
·
2014
·
3 authors
·
Open access
81
citations
Pricing American options using a space-time adaptive finite difference method
Mathematics and Computers in Simulation
·
2010
·
2 authors
·
Open access
35
citations
Space–time adaptive finite difference method for European multi-asset options
Computers & Mathematics with Applications
·
2007
·
4 authors
·
Open access
77
citations