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Gunilla Linde
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All published works
Action
Title
Year
Authors
+
A highly accurate adaptive finite difference solver for the Black–Scholes equation
2008
Gunilla Linde
Jonas Persson
Lina von Sydow
+
High-order adaptive space-discretizations for the Black-Scholes equation
2006
Gunilla Linde
Jonas Persson
Lina von Sydow
Common Coauthors
Coauthor
Papers Together
Jonas Persson
2
Lina von Sydow
2
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
None
2002
Per Lötstedt
Stefan Söderberg
Alison Ramage
Lina Hemmingsson-Frändén
2
+
High Order Difference Schemes for Unsteady One-Dimensional Diffusion-Convection Problems
1994
Alain Rigal
2
+
PDF
Chat
Pricing European multi-asset options using a space-time adaptive FD-method
2007
Jonas Persson
Lina von Persson
2
+
Space–time adaptive finite difference method for European multi-asset options
2007
Per Lötstedt
Jonas Persson
Lina von Sydow
Johan Tysk
2
+
PDF
Chat
GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
1986
Yousef Saad
Martin H. Schultz
2
+
PDF
Chat
Generation of finite difference formulas on arbitrarily spaced grids
1988
Bengt Fornberg
2
+
Pricing Financial Instruments: The Finite Difference Method
2000
C. J. Randall
Domingo Tavella
1
+
Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems
1993
Ernst Hairer
Syvert P. Nørsett
Gerhard Wanner
1
+
PDF
Chat
Solving ordinary differential equations I. nonstiff problems
1987
Ernst Hairer
Syvert P. Nørsett
Gerhard Wanner
1
+
PDF
Chat
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation
2003
Bertram Düring
Michel Fournié
Ansgar Jüngel
1