Numerical Ross Recovery for Diffusion Processes Using a PDE Approach von von Sydow, Lina, Walden, Johan

Volltext

A full Stokes subgrid scheme in two dimensions for simulation of grounding line migration in ice sheets using Elmer/ICE (v8.3) von Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Volltext

Special issue—Computational and algorithmic finance von in ’t Hout, Karel, Itkin, Andrey, Sydow, Lina von, Toivanen, Jari

Volltext

Dynamically coupling full Stokes and shallow shelf approximation for marine ice sheet flow using Elmer/Ice (v8.3) von van Dongen, Eef C. H., Kirchner, Nina, van Gijzen, Martin B., van de Wal, Roderik S. W., Zwinger, Thomas, Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Volltext

Radial Basis Function generated Finite Differences for option pricing problems von Milovanović, Slobodan, von Sydow, Lina

Volltext

A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences von Milovanović, Slobodan, von Sydow, Lina

Volltext

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps von Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Volltext

Numerical option pricing in the presence of bubbles von Ekström, Erik, Lötstedt, Per, Sydow, Lina Von, Tysk, Johan

Volltext

Preconditioning for Radial Basis Function Partition of Unity Methods von Heryudono, Alfa, Larsson, Elisabeth, Ramage, Alison, von Sydow, Lina

Volltext

Accurate and stable time stepping in ice sheet modeling von Cheng, Gong, Lötstedt, Per, von Sydow, Lina

Volltext

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing von Höök, Lars Josef, Ludvigsson, Gustav, von Sydow, Lina

Volltext

Numerical option pricing without oscillations using flux limiters von Lötstedt, Per, von Sydow, Lina

Volltext

Forward deterministic pricing of options using Gaussian radial basis functions von Rad, Jamal Amani, Höök, Josef, Larsson, Elisabeth, von Sydow, Lina

Volltext

Pricing American options using a space-time adaptive finite difference method von Persson, Jonas, von Sydow, Lina

Volltext

Adaptive finite differences and IMEX time-stepping to price options under Bates model von von Sydow, Lina, Toivanen, Jari, Zhang, Chi

Volltext

BENCHOP–SLV: The BENCHmarking project in Option Pricing – Stochastic and local volatility problems von von Sydow, Lina, Milovanović, Slobodan, Larsson, Elisabeth, In't Hout, Karel, Wiktorsson, Magnus, Oosterlee, Cornelis W., Shcherbakov, Victor, Wyns, Maarten, Leitao, Alvaro, Jain, Shashi, Haentjens, Tinne, Waldén, Johan

Volltext

Iterative Methods for Pricing American Options under the Bates Model von Salmi, Santtu, Toivanen, Jari, von Sydow, Lina

Volltext

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

Volltext

A multigrid preconditioner for an adaptive Black-Scholes solver von Ramage, Alison, von Sydow, Lina

Volltext

Shallow ice approximation, second order shallow ice approximation, and full Stokes models: A discussion of their roles in palaeo-ice sheet modelling and development von Kirchner, N., Ahlkrona, J., Gowan, E.J., Lötstedt, P., Lea, J.M., Noormets, R., von Sydow, L., Dowdeswell, J.A., Benham, T.

Volltext