Christina C. Christara
Affiliations: | University of Toronto, Toronto, ON, Canada |
Area:
Computer ScienceGoogle:
"Christina Christara"
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Publications
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| Christara CC, Leung NC. (2018) Analysis of Quantization Error in Financial Pricing via Finite Difference Methods Siam Journal On Numerical Analysis. 56: 1731-1757 |
| Leung NC, Christara CC, Dang D. (2018) Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation Siam Journal On Scientific Computing. 40 |
| Christara CC, Leung NCH. (2016) Option pricing in jump diffusion models with quadratic spline collocation Applied Mathematics and Computation. 279: 28-42 |
| Dang DM, Christara CC, Jackson KR, et al. (2015) An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives Journal of Computational Finance. 18: 39-93 |
| Dang DM, Christara CC, Jackson KR. (2014) Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model Concurrency Computation Practice and Experience. 26: 1609-1625 |
| Dang DM, Christara CC, Jackson KR. (2013) A highly efficient implementation on GPU clusters of pde-based pricing methods for path-dependent foreign exchange interest rate derivatives Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 7975: 107-126 |
| Dang DM, Christara CC, Jackson KR. (2012) An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options Concurrency Computation Practice and Experience. 24: 849-866 |
| Dang D, Christara CC, Jackson KR. (2011) An efficient GPU-based parallel algorithm for pricing multi-asset American options Concurrency and Computation: Practice and Experience. 24: 849-866 |
| Christara CC, Dang DM. (2011) Adaptive and high-order methods for valuing American options Journal of Computational Finance. 14: 73-113 |
| Dang DM, Christara CC, Jackson KR. (2010) Pricing multi-asset American options on Graphics Processing Units using a PDE approach Proceedings of the 3rd Workshop On High Performance Computational Finance, Whpcf 2010 |