Christina C. Christara

According to our database, Christina C. Christara authored at least 13 papers between 1990 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

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

Dawei Wang, Kirill Serkh, Christina C. Christara

J. Comput. Appl. Math., November, 2023

2022

Penalty and penalty-like methods for nonlinear HJB PDEs.

Christina C. Christara, Ruining Wu

Appl. Math. Comput., 2022

2018

Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation.

Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang

SIAM J. Sci. Comput., 2018

Analysis of Quantization Error in Financial Pricing via Finite Difference Methods.

Christina C. Christara, Nat Chun-Ho Leung

SIAM J. Numer. Anal., 2018

2016

Option pricing in jump diffusion models with quadratic spline collocation.

Christina C. Christara, Nat Chun-Ho Leung

Appl. Math. Comput., 2016

2014

Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model.

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson

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.

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson

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.

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson

Concurr. Comput. Pract. Exp., 2012

2010

A PDE pricing framework for cross-currency interest rate derivatives.

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany

Proceedings of the International Conference on Computational Science, 2010

Quadratic spline collocation for one-dimensional linear parabolic partial differential equations.

Christina C. Christara, Tong Chen, Duy Minh Dang

Numer. Algorithms, 2010

2006

Quadratic spline methods for the shallow water equations on the sphere: Collocation.

Anita T. Layton, Christina C. Christara, Kenneth R. Jackson

Math. Comput. Simul., 2006

Quadratic spline methods for the shallow water equations on the sphere: Galerkin.

Anita T. Layton, Christina C. Christara, Kenneth R. Jackson

Math. Comput. Simul., 2006

1990

Schur complement preconditioned conjugate gradient methods for spline collocation equations.

Christina C. Christara

Proceedings of the 4th international conference on Supercomputing, 1990