Space-time adaptive finite difference method for European multi-asset options. - Per Lötstedt; Jonas Persson; Lina von Sydow; Johan Tysk (Comput. Math. Appl., 2007)

A highly accurate adaptive finite difference solver for the Black-Scholes equation. - Gunilla Linde; Jonas Persson; Lina von Sydow (Int. J. Comput. Math., 2009)

Pricing American options using a space-time adaptive finite difference method. - Jonas Persson; Lina von Sydow (Math. Comput. Simul., 2010)

Iterative Methods for Pricing American Options under the Bates Model. - Santtu Salmi; Jari Toivanen; Lina von Sydow (ICCS, 2013)

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps. - Santtu Salmi; Jari Toivanen; Lina von Sydow (SIAM J. Sci. Comput., 2014)

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 (ENUMATH, 2015)

Numerical option pricing without oscillations using flux limiters. - Per Lötstedt; Lina von Sydow (Comput. Math. Appl., 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; et al. (Int. J. Comput. Math., 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)

Preconditioning for Radial Basis Function Partition of Unity Methods. - Alfa R. H. Heryudono; Elisabeth Larsson; Alison Ramage; Lina von Sydow (J. Sci. Comput., 2016)

Accurate and stable time stepping in ice sheet modeling. - Gong Cheng 004; Per Lötstedt; Lina von Sydow (J. Comput. Phys., 2017)

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)

Radial Basis Function generated Finite Differences for option pricing problems. - Slobodan Milovanovic; Lina von Sydow (Comput. Math. Appl., 2018)

Special issue - Computational and algorithmic finance. - Karel J. in 't Hout; Andrey Itkin; Lina von Sydow; Jari Toivanen (J. Comput. Sci., 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)

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)

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)