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von Sydow, Lina

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Author ID: von-sydow.lina Recent zbMATH articles by "von Sydow, Lina"
Published as: von Sydow, L.; von Sydow, Lina
Documents Indexed: 18 Publications since 2004

Publications by Year

Citations contained in zbMATH

10 Publications have been cited 130 times in 92 Documents Cited by Year
BENCHOP – the benchmarking project in option pricing. Zbl 1335.91113
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
26
2015
An IMEX-scheme for pricing options under stochastic volatility models with jumps. Zbl 1308.91193
Salmi, Santtu; Toivanen, Jari; von Sydow, Lina
25
2014
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
20
2007
Preconditioning for radial basis function partition of unity methods. Zbl 1342.65105
Heryudono, Alfa; Larsson, Elisabeth; Ramage, Alison; von Sydow, Lina
18
2016
Pricing American options using a space-time adaptive finite difference method. Zbl 1193.91156
Persson, Jonas; von Sydow, Lina
11
2010
A highly accurate adaptive finite difference solver for the Black-Scholes equation. Zbl 1182.91202
Linde, Gunilla; Persson, Jonas; von Sydow, Lina
10
2009
Adaptive finite differences and IMEX time-stepping to price options under Bates model. Zbl 1386.91170
von Sydow, L.; Toivanen, J.; Zhang, C.
7
2015
Radial basis function generated finite differences for option pricing problems. Zbl 1409.91279
Milovanović, Slobodan; von Sydow, Lina
6
2018
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
4
2011
A multigrid preconditioner for an adaptive Black-Scholes solver. Zbl 1211.91251
Ramage, Alison; von Sydow, Lina
3
2011
Radial basis function generated finite differences for option pricing problems. Zbl 1409.91279
Milovanović, Slobodan; von Sydow, Lina
6
2018
Preconditioning for radial basis function partition of unity methods. Zbl 1342.65105
Heryudono, Alfa; Larsson, Elisabeth; Ramage, Alison; von Sydow, Lina
18
2016
BENCHOP – the benchmarking project in option pricing. Zbl 1335.91113
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
26
2015
Adaptive finite differences and IMEX time-stepping to price options under Bates model. Zbl 1386.91170
von Sydow, L.; Toivanen, J.; Zhang, C.
7
2015
An IMEX-scheme for pricing options under stochastic volatility models with jumps. Zbl 1308.91193
Salmi, Santtu; Toivanen, Jari; von Sydow, Lina
25
2014
Numerical option pricing in the presence of bubbles. Zbl 1267.91080
Ekström, Erik; Lötstedt, Per; von Sydow, Lina; Tysk, Johan
4
2011
A multigrid preconditioner for an adaptive Black-Scholes solver. Zbl 1211.91251
Ramage, Alison; von Sydow, Lina
3
2011
Pricing American options using a space-time adaptive finite difference method. Zbl 1193.91156
Persson, Jonas; von Sydow, Lina
11
2010
A highly accurate adaptive finite difference solver for the Black-Scholes equation. Zbl 1182.91202
Linde, Gunilla; Persson, Jonas; von Sydow, Lina
10
2009
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
20
2007
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Cited by 179 Authors

9 von Sydow, Lina
6 Cavoretto, Roberto
6 in ’t Hout, Karel J.
6 Soleymani, Fazlollah
5 Larsson, Elisabeth
4 De Rossi, Alessandra
4 Glau, Kathrin
4 Khaliq, Abdul Q. M.
4 Oosterlee, Cornelis Willebrordus
4 Persson, Jonas
3 Bungartz, Hans-Joachim
3 Chan, Tat Lung (Ron)
3 Heryudono, Alfa R. H.
3 Milovanović, Slobodan
3 Perracchione, Emma
3 Shcherbakov, Victor
3 Toivanen, Jari
3 Yousuf, Muhammad Irfan
2 Barfeie, Mahdiar
2 Boen, Lynn
2 Cuomo, Salvatore
2 De Marchi, Stefano
2 Esmaeilbeigi, Mohsen
2 Gaß, Maximilian
2 Heinecke, Alexander
2 Höök, Lars Josef
2 Itkin, Andrey
2 Lars Kirkby, J.
2 Lindström, Erik
2 Parand, Kourosh
2 Rad, Jamal Amani
2 Ramage, Alison
2 Sadik, Mohamed
2 Schraufstetter, Stefanie
2 Shcherbakov, Viktor Viktorovich
2 Vanmaele, Michèle
2 Wakrim, Mohamed
1 Ahlkrona, Josefin
1 Akgül, Ali
1 Alrabeei, Salah
1 Ballestra, Luca Vincenzo
1 Barfeie, Mahdyar
1 Bayraktar, Erhan
1 Ben Ahmed, Eya
1 Bhatoo, Omishwary
1 Borovykh, Anastasia
1 Campagna, Rosanna
1 Carpenter, Mark H.
1 Cecere, Liliana
1 Chatrabgoun, Omid
1 Chen, Yingzi
1 Colldeforns-Papiol, Gemma
1 Company, Rafael
1 Cui, Zhenyu
1 Cuyt, Annie A. M.
1 Daveloose, Catherine
1 Dawson, F. P.
1 de Frutos, Javier
1 Dorf, Mikhail A.
1 Dorr, Milo R.
1 Düring, Bertram
1 Egorova, Vera N.
1 Fakharany, M.
1 Fang, Hua
1 Fernholz, Daniel
1 Furati, Khaled M.
1 Galletti, Ardelio
1 Garmanjani, Gholamreza
1 Gatón, Víctor
1 Ghafari, Paria
1 Gholampour, Faranak
1 Ghosh, Debojyoti
1 Giunta, Giulio
1 Gomez, Pablo
1 Goncalves, Fernando F.
1 Goudenège, Ludovic
1 Grishenko, Olesya
1 Grossinho, Maria Rosário
1 Haentjens, Tinne
1 Haghani, Farhad Khaksar
1 Hale, Nicholas
1 Han, Xiao
1 Hassan Ben-Ahmed, El
1 Hesameddini, Esmail
1 Hittinger, Jeffrey A. F.
1 Huh, Jeonggyu
1 Hundsdorfer, Willem H.
1 Jančič, Mitja
1 Jebreen, Haifa Bin
1 Jeon, Jaegi
1 Karatzas, Ioannis
1 Kardaras, Constantinos
1 Khedher, Asma
1 Kim, Jeong-Hoon
1 Kim, Junseok
1 Kim, Sangkwon
1 Kosec, Gregor
1 Kunoth, Angela
1 Lee, Chaeyoung
1 Lee, Wonjin
...and 79 more Authors

Citations by Year