Christina C. Christara

Orcid: 0000-0001-7334-5171

Affiliations:
  • University of Toronto, Canada


According to our database1, Christina C. Christara authored at least 17 papers between 1988 and 2023.

Collaborative distances:
  • Dijkstra number2 of two.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing.
J. Comput. Appl. Math., November, 2023

2022
Penalty and penalty-like methods for nonlinear HJB PDEs.
Appl. Math. Comput., 2022

2018
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation.
SIAM J. Sci. Comput., 2018

Analysis of Quantization Error in Financial Pricing via Finite Difference Methods.
SIAM J. Numer. Anal., 2018

2016
Option pricing in jump diffusion models with quadratic spline collocation.
Appl. Math. Comput., 2016

2014
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model.
Concurr. Comput. Pract. Exp., 2014

2013
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives.
Proceedings of the Computational Science and Its Applications - ICCSA 2013, 2013

2012
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options.
Concurr. Comput. Pract. Exp., 2012

2010
A PDE pricing framework for cross-currency interest rate derivatives.
Proceedings of the International Conference on Computational Science, 2010

Quadratic spline collocation for one-dimensional linear parabolic partial differential equations.
Numer. Algorithms, 2010

2006
Quadratic spline methods for the shallow water equations on the sphere: Collocation.
Math. Comput. Simul., 2006

Quadratic spline methods for the shallow water equations on the sphere: Galerkin.
Math. Comput. Simul., 2006

Adaptive Techniques for Spline Collocation.
Computing, 2006

Optimal Quadratic and Cubic Spline Collocation on Nonuniform Partitions.
Computing, 2006

1990
Schur complement preconditioned conjugate gradient methods for spline collocation equations.
Proceedings of the 4th international conference on Supercomputing, 1990

1988
Spline collocation methods, software and architectures for linear elliptic boundary value problems
PhD thesis, 1988

A parallel spline collocation-capacitance method for elliptic partial differential equations.
Proceedings of the 2nd international conference on Supercomputing, 1988


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