Concepedia

Lina von Sydow

LV

17

Publications

552

Citations

14

H-Index

2007

Active since

Affiliations

Uppsala University(Current)

Stanford University

University of Jyväskylä

Bolin Centre for Climate Research

Delft University of Technology

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

Top concepts

EngineeringNumerical AnalysisOption PricingBusinessCryosphereAsset PricingEarth ScienceApproximation TheoryNumerical SimulationMathematical Programming

Publications per year

2007–2020

17

Publications

17

Space–time adaptive finite difference method for European multi-asset options

Per Lötstedt, Jonas Persson, Lina von Sydow et al. · Computers & Mathematics with Applications · 2007 · 74 citations

Numerical Analysis, Option Pricing, European Multi-asset Options +2

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

Santtu Salmi, Jari Toivanen, Lina von Sydow · SIAM Journal on Scientific Computing · 2014 · 73 citations · Full text

Numerical Analysis, Mathematical Programming, Volatility Modeling +20

BENCHOP – The BENCHmarking project in option pricing

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson et al. · International Journal of Computer Mathematics · 2015 · 63 citations · Full text

Preconditioning for Radial Basis Function Partition of Unity Methods

Alfa Heryudono, Elisabeth Larsson, Alison Ramage et al. · Journal of Scientific Computing · 2015 · 49 citations · Full text

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +4

Radial Basis Function generated Finite Differences for option pricing problems

Slobodan Milovanović, Lina von Sydow · Computers & Mathematics with Applications · 2017 · 36 citations

Mathematical Programming, Numerical Analysis, Method Of Fundamental Solution +7

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