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ORCIDChristina C. Christara
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- affiliation: University of Toronto, Canada
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2020 – today
- 2023
[j12]Dawei Wang, Kirill Serkh, Christina C. Christara
:
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing. J. Comput. Appl. Math. 432: 115272 (2023)- 2022
- [j11]Christina C. Christara, Ruining Wu:
Penalty and penalty-like methods for nonlinear HJB PDEs. Appl. Math. Comput. 425: 127015 (2022) - [i1]Dawei Wang, Kirill Serkh, Christina C. Christara:
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing. CoRR abs/2205.00617 (2022)
2010 – 2019
- 2018
- [j10]Christina C. Christara, Nat Chun-Ho Leung:
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods. SIAM J. Numer. Anal. 56(3): 1731-1757 (2018) - [j9]Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang:
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation. SIAM J. Sci. Comput. 40(1) (2018) - 2016
- [j8]Christina C. Christara, Nat Chun-Ho Leung:
Option pricing in jump diffusion models with quadratic spline collocation. Appl. Math. Comput. 279: 28-42 (2016) - 2014
- [j7]Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model. Concurr. Comput. Pract. Exp. 26(9): 1609-1625 (2014) - 2013
- [c4]Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives. ICCSA (5) 2013: 107-126 - 2012
- [j6]Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options. Concurr. Comput. Pract. Exp. 24(8): 849-866 (2012) - 2010
- [j5]Christina C. Christara, Tong Chen, Duy Minh Dang:
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations. Numer. Algorithms 53(4): 511-553 (2010) - [c3]Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany:
A PDE pricing framework for cross-currency interest rate derivatives. ICCS 2010: 2371-2380
2000 – 2009
- 2006
- [j4]Christina C. Christara, Kit Sun Ng:
Optimal Quadratic and Cubic Spline Collocation on Nonuniform Partitions. Computing 76(3-4): 227-257 (2006) - [j3]Christina C. Christara, Kit Sun Ng:
Adaptive Techniques for Spline Collocation. Computing 76(3-4): 259-277 (2006) - [j2]Anita T. Layton, Christina C. Christara, Kenneth R. Jackson:
Quadratic spline methods for the shallow water equations on the sphere: Galerkin. Math. Comput. Simul. 71(3): 175-186 (2006) - [j1]Anita T. Layton, Christina C. Christara, Kenneth R. Jackson:
Quadratic spline methods for the shallow water equations on the sphere: Collocation. Math. Comput. Simul. 71(3): 187-205 (2006)
1990 – 1999
- 1990
- [c2]Christina C. Christara:
Schur complement preconditioned conjugate gradient methods for spline collocation equations. ICS 1990: 108-120
1980 – 1989
- 1988
- [b1]Christina C. Christara:
Spline collocation methods, software and architectures for linear elliptic boundary value problems. Purdue University, USA, 1988 - [c1]Christina C. Christara, Elias N. Houstis, John R. Rice:
A parallel spline collocation-capacitance method for elliptic partial differential equations. ICS 1988: 375-384
Coauthor Index
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