Lina von Sydow - Concepedia

Author

Lina von Sydow

Uppsala University

Also Known As

L. von Sydow, Lina Von Sydow, Lina von Sydow, von Sydow, Lina

Publications

590

Citations

H-Index

Concepts

All Affiliations

Uppsala University Stanford University University of Jyväskylä Bolin Centre for Climate Research Delft University of Technology

About

Lina von Sydow is an author at Uppsala University specializing in engineering, numerical analysis, and option pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	12	13	356
2	Business	4	4	119
3	Computer Science	2	2	23
4	Civil Engineering	1	1	21
5	Computer Engineering	1	1	11

Lina von Sydow

Publications

552

Citations

H-Index

Page 1

	Year	Citations
Space–time adaptive finite difference method for European multi-asset options Per Lötstedt, Jonas Persson, Lina von Sydow, Computers & Mathematics with Applications Numerical AnalysisOption PricingEuropean Multi-asset OptionsDerivative PricingFinancial Mathematics	2007	74
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps Santtu Salmi, Jari Toivanen, Lina von Sydow SIAM Journal on Scientific Computing Numerical AnalysisMathematical ProgrammingVolatility ModelingEngineeringFinancial Mathematics	2014	73
BENCHOP – The BENCHmarking project in option pricing Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, International Journal of Computer Mathematics	2015	63
Preconditioning for Radial Basis Function Partition of Unity Methods Alfa Heryudono, Elisabeth Larsson, Alison Ramage, Journal of Scientific Computing Numerical AnalysisMethod Of Fundamental SolutionNumerical ComputationEngineeringUnity Methods	2015	49
Radial Basis Function generated Finite Differences for option pricing problems Slobodan Milovanović, Lina von Sydow Computers & Mathematics with Applications Mathematical ProgrammingNumerical AnalysisMethod Of Fundamental SolutionEngineeringInterpolation Space	2017	36
Pricing American options using a space-time adaptive finite difference method Jonas Persson, Lina von Sydow Mathematics and Computers in Simulation Numerical AnalysisAmerican OptionsOption PricingDerivative Pricing	2010	35
Accurate and stable time stepping in ice sheet modeling Gong Cheng, Per Lötstedt, Lina von Sydow Journal of Computational Physics Numerical AnalysisIce-water SystemEngineeringNumerical SimulationModeling And Simulation	2016	28
Forward deterministic pricing of options using Gaussian radial basis functions Jamal Amani Rad, Josef Höök, Elisabeth Larsson, Journal of Computational Science Spectral TheoryOption PricingEngineeringGaussian ProcessDerivative Pricing	2017	27
Iterative Methods for Pricing American Options under the Bates Model Santtu Salmi, Jari Toivanen, Lina von Sydow Procedia Computer Science	2013	24
A highly accurate adaptive finite difference solver for the Black–Scholes equation Gunilla Linde, Jonas Persson, Lina von Sydow International Journal of Computer Mathematics Numerical AnalysisFinite Element MethodHigh AccuracyMethod Of Fundamental SolutionAdaptive Fd6g2 Method	2008	23

Page 1