Lina Von Sydow

Lina Von Sydow

Uppsala University - Uppsala / Sweden
Engineering & Technology / Computer Science
AD Scientific Index ID: 1212305
Uppsala Universitet
person_outline Lina Von Sydow's MOST POPULAR ARTICLES
1-) Space–time adaptive finite difference method for European multi-asset options Computers & Mathematics with Applications 53 (8), 1159-1180, 2007
2-) BENCHOP–The BENCHmarking project in option pricing International Journal of Computer Mathematics 92 (12), 2361-2379, 2015
3-) Pricing European multi-asset options using a space-time adaptive FD-method in Computing and Visualization in Science, Dept. of Information Technology …, 2007
4-) An IMEX-scheme for pricing options under stochastic volatility models with jumps SIAM Journal on Scientific Computing 36 (5), B817-B834, 2014
5-) Preconditioning for radial basis function partition of unity methods Journal of Scientific Computing 67, 1089-1109, 2016