Lina von Sydow

According to our database, Lina von Sydow authored at least 17 papers between 2007 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2020

A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences.

Slobodan Milovanovic, Lina von Sydow

Math. Comput. Simul., 2020

2019

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems.

Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén

Int. J. Comput. Math., 2019

2018

Forward deterministic pricing of options using Gaussian radial basis functions.

Jamal Amani Rad, Lars Josef Höök, Elisabeth Larsson, Lina von Sydow

J. Comput. Sci., 2018

Special issue - Computational and algorithmic finance.

Karel J. in 't Hout, Andrey Itkin, Lina von Sydow, Jari Toivanen

J. Comput. Sci., 2018

Radial Basis Function generated Finite Differences for option pricing problems.

Slobodan Milovanovic, Lina von Sydow

Comput. Math. Appl., 2018

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing.

Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow

Comput. Math. Appl., 2018

2017

Accurate and stable time stepping in ice sheet modeling.

Gong Cheng, Per Lötstedt, Lina von Sydow

J. Comput. Phys., 2017

2016

Preconditioning for Radial Basis Function Partition of Unity Methods.

Alfa R. H. Heryudono, Elisabeth Larsson, Alison Ramage, Lina von Sydow

J. Sci. Comput., 2016

2015

Adaptive finite differences and IMEX time-stepping to price options under Bates model.

Lina von Sydow, Jari Toivanen, C. Zhang

Int. J. Comput. Math., 2015

BENCHOP - The BENCHmarking project in option pricing.

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao

Int. J. Comput. Math., 2015

Numerical option pricing without oscillations using flux limiters.

Per Lötstedt, Lina von Sydow

Comput. Math. Appl., 2015

Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time.

Lina von Sydow, Paria Ghafari, Erik Lehto, Mats Wångersjö

Proceedings of the Numerical Mathematics and Advanced Applications - ENUMATH 2015, 2015

2014

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps.

Santtu Salmi, Jari Toivanen, Lina von Sydow

SIAM J. Sci. Comput., 2014

2013

Iterative Methods for Pricing American Options under the Bates Model.

Santtu Salmi, Jari Toivanen, Lina von Sydow

Proceedings of the International Conference on Computational Science, 2013

2010

Pricing American options using a space-time adaptive finite difference method.

Jonas Persson, Lina von Sydow

Math. Comput. Simul., 2010

2009

A highly accurate adaptive finite difference solver for the Black-Scholes equation.

Gunilla Linde, Jonas Persson, Lina von Sydow

Int. J. Comput. Math., 2009

2007

Space-time adaptive finite difference method for European multi-asset options.

Per Lötstedt, Jonas Persson, Lina von Sydow, Johan Tysk

Comput. Math. Appl., 2007