Christina C. Christara

19 papers A 2Misc 1Journal 14Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Algorithms for American XVA and free boundary calculations with stochastic counterparty default intensity.
Math. Comput. Simul.
Yuwei Chen, Christina C. Christara
2023 J jnl
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.
Dawei Wang, Kirill Serkh, Christina C. Christara
2022 J jnl
A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing.
CoRR
Dawei Wang, Kirill Serkh, Christina C. Christara
2022 J jnl
Penalty and penalty-like methods for nonlinear HJB PDEs.
Appl. Math. Comput.
Christina C. Christara, Ruining (Ray) Wu
2018 J jnl
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods.
SIAM J. Numer. Anal.
Christina C. Christara, Nat Chun-Ho Leung
2018 J jnl
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation.
SIAM J. Sci. Comput.
Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang
2016 J jnl
Option pricing in jump diffusion models with quadratic spline collocation.
Appl. Math. Comput.
Christina C. Christara, Nat Chun-Ho Leung
2014 J jnl
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model.
Concurr. Comput. Pract. Exp.
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
2013 — conf
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives.
ICCSA (5)
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
2012 J jnl
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options.
Concurr. Comput. Pract. Exp.
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
2010 Misc conf
A PDE pricing framework for cross-currency interest rate derivatives.
ICCS
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany
2010 J jnl
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations.
Numer. Algorithms
Christina C. Christara, Tong Chen, Duy Minh Dang
2006 J jnl
Adaptive Techniques for Spline Collocation.
Computing
Christina C. Christara, Kit Sun Ng
2006 J jnl
Optimal Quadratic and Cubic Spline Collocation on Nonuniform Partitions.
Computing
Christina C. Christara, Kit Sun Ng
2006 J jnl
Quadratic spline methods for the shallow water equations on the sphere: Collocation.
Math. Comput. Simul.
Anita T. Layton, Christina C. Christara, Kenneth R. Jackson
2006 J jnl
Quadratic spline methods for the shallow water equations on the sphere: Galerkin.
Math. Comput. Simul.
Anita T. Layton, Christina C. Christara, Kenneth R. Jackson
1990 A conf
Schur complement preconditioned conjugate gradient methods for spline collocation equations.
ICS
Christina C. Christara
1988 A conf
A parallel spline collocation-capacitance method for elliptic partial differential equations.
ICS
Christina C. Christara, Elias N. Houstis, John R. Rice
1988 — —
Spline collocation methods, software and architectures for linear elliptic boundary value problems
Christina C. Christara