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Christina C. Christara - Publications

Affiliations: 
University of Toronto, Toronto, ON, Canada 
Area:
Computer Science
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24 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2018 Christara CC, Leung NC. Analysis of Quantization Error in Financial Pricing via Finite Difference Methods Siam Journal On Numerical Analysis. 56: 1731-1757. DOI: 10.1137/17M1139655  0.491
2018 Leung NC, Christara CC, Dang D. Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation Siam Journal On Scientific Computing. 40. DOI: 10.1137/16M1099017  0.726
2016 Christara CC, Leung NCH. Option pricing in jump diffusion models with quadratic spline collocation Applied Mathematics and Computation. 279: 28-42. DOI: 10.1016/J.Amc.2015.12.045  0.551
2015 Dang DM, Christara CC, Jackson KR, Lakhany A. An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives Journal of Computational Finance. 18: 39-93. DOI: 10.21314/Jcf.2015.303  0.75
2014 Dang DM, Christara CC, Jackson KR. 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. DOI: 10.1002/Cpe.2824  0.736
2013 Dang DM, Christara CC, Jackson KR. 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. DOI: 10.1007/978-3-642-39640-3-8  0.549
2012 Dang DM, Christara CC, Jackson KR. An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options Concurrency Computation Practice and Experience. 24: 849-866. DOI: 10.1002/Cpe.1784  0.754
2011 Dang D, Christara CC, Jackson KR. An efficient GPU-based parallel algorithm for pricing multi-asset American options Concurrency and Computation: Practice and Experience. 24: 849-866. DOI: 10.2139/Ssrn.1673626  0.764
2011 Christara CC, Dang DM. Adaptive and high-order methods for valuing American options Journal of Computational Finance. 14: 73-113. DOI: 10.21314/Jcf.2011.232  0.737
2010 Dang DM, Christara CC, Jackson KR. 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. DOI: 10.1109/WHPCF.2010.5671831  0.672
2010 Christara CC, Minh Dang D, Jackson KR, Lakhany A. A PDE pricing framework for cross-currency interest rate derivatives with target redemption features Aip Conference Proceedings. 1281: 330-333. DOI: 10.1063/1.3498467  0.513
2010 Christara CC, Chen T, Dang DM. Quadratic spline collocation for one-dimensional linear parabolic partial differential equations Numerical Algorithms. 53: 511-553. DOI: 10.1007/S11075-009-9317-9  0.743
2008 Christara C, Forsyth P, Terlaky T, Wan JWL. Seventh IMACS International Symposium on Iterative Methods in Scientific Computing May 5-8, 2005 The University of Toronto, Toronto, Ontario, Canada Applied Numerical Mathematics. 58: 377-380. DOI: 10.1016/J.Apnum.2007.01.021  0.406
2006 Layton AT, Christara CC, Jackson KR. Quadratic spline methods for the shallow water equations on the sphere: Galerkin Mathematics and Computers in Simulation. 71: 175-186. DOI: 10.1016/j.matcom.2004.10.008  0.433
2006 Layton AT, Christara CC, Jackson KR. Quadratic spline methods for the shallow water equations on the sphere: Collocation Mathematics and Computers in Simulation. 71: 187-205. DOI: 10.1016/J.Matcom.2004.10.008  0.553
2006 Christara CC, Jackson KR. Numerical Methods Mathematical Tools For Physicists. 281-383. DOI: 10.1002/3527607773.ch10  0.376
2005 Latychev K, Mitrovica JX, Tromp J, Tamisiea ME, Komatitsch D, Christara CC. Glacial isostatic adjustment on 3-D earth models: A finite-volume formulation Geophysical Journal International. 161: 421-444. DOI: 10.1111/J.1365-246X.2005.02536.X  0.356
2005 Christara CC, Ng KS. Adaptive techniques for spline collocation Computing (Vienna/New York). 76: 259-277. DOI: 10.1007/S00607-005-0141-3  0.448
2005 Christara CC, Ng KS. Optimal quadratic and cubic spline collocation on nonuniform partitions Computing (Vienna/New York). 76: 227-257. DOI: 10.1007/S00607-005-0140-4  0.481
2002 Christara CC, Ng KS. Fast Fourier transform solvers and preconditioners for quadratic spline collocation Bit Numerical Mathematics. 42: 702-739. DOI: 10.1023/A:1021944218806  0.514
1997 Christara CC, Smith B. Multigrid and multilevel methods for quadratic spline collocation Bit Numerical Mathematics. 37: 781-803. DOI: 10.1007/Bf02510352  0.563
1996 Christara CC. Parallel solvers for spline collocation equations Advances in Engineering Software. 27: 71-89.  0.443
1994 Christara CC. Quadratic spline collocation methods for elliptic partial differential equations Bit. 34: 33-61. DOI: 10.1007/Bf01935015  0.544
1988 Houstis EN, Christara CC, Rice JR. Quadratic‐spline collocation methods for two‐point boundary value problems International Journal For Numerical Methods in Engineering. 26: 935-952. DOI: 10.1002/Nme.1620260412  0.39
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