29 citations · 29 across the 1 of their papers we have counts for
2 papers
q-fin.CP2018
A High Order Method for Pricing of Financial Derivatives using Radial Basis Function generated Finite Differences
Slobodan Milovanović, Lina von Sydow
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the ad…
physics.comp-ph2016★ 29 cited
Accurate and stable time stepping in ice sheet modeling
Gong Cheng, Per Lötstedt, Lina von Sydow
In this paper we introduce adaptive time step control for simulation of evolution of ice sheets. The discretization error in the approximations is estimated using "Milne's device"…