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Persson, Jonas

Co-Author Distance
Author ID: persson.jonas Recent zbMATH articles by "Persson, Jonas"
Published as: Persson, Jonas
Documents Indexed: 7 Publications since 2003
Co-Authors: 25 Co-Authors with 7 Joint Publications
425 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
4 von Sydow, Lina
2 Bredthauer, Andreas
2 Larsson, Elisabeth
2 Lindström, Ulf
1 Höök, Lars Josef
1 Levesley, Jeremy
1 Li, Juxi
1 Linde, Gunilla
1 Lindström, Erik
1 Lötstedt, Per
1 Marcusson, Gunnar
1 Milovanović, Slobodan
1 Oosterlee, Cornelis Willebrordus
1 Pettersson, Ulrika
1 Ruijter, Maria J.
1 Shcherbakov, Victor
1 Shpolyanskiy, Yuri
1 Sirén, Samuel
1 Toivanen, Jari
1 Toropov, Alexander
1 Tysk, Johan
1 Waldén, Johan
1 Wiktorsson, Magnus
1 Zabzine, Maxim
1 Zhao, Yangzhang
all top 5

Serials

2 International Journal of Computer Mathematics
1 Classical and Quantum Gravity
1 Computers & Mathematics with Applications
1 Letters in Mathematical Physics
1 Journal of Computational and Applied Mathematics
1 Mathematics and Computers in Simulation
all top 5

Fields

5 Numerical analysis (65-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)
1 Differential geometry (53-XX)
1 Quantum theory (81-XX)
1 Relativity and gravitational theory (83-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

6 Publications have been cited 162 times in 131 Documents Cited by ▼ Year ▼
Improved radial basis function methods for multi-dimensional option pricing. Zbl 1151.91053
Pettersson, Ulrika; Larsson, Elisabeth; Marcusson, Gunnar; Persson, Jonas
44
2008
BENCHOP – the benchmarking project in option pricing. Zbl 1335.91113
von Sydow, Lina; Höök, Lars Josef; Larsson, Elisabeth; Lindström, Erik; Milovanović, Slobodan; Persson, Jonas; Shcherbakov, Victor; Shpolyanskiy, Yuri; Sirén, Samuel; Toivanen, Jari; Waldén, Johan; Wiktorsson, Magnus; Levesley, Jeremy; Li, Juxi; Oosterlee, Cornelis W.; Ruijter, Maria J.; Toropov, Alexander; Zhao, Yangzhang
41
2015
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
28
2007
Generalized Kähler geometry from supersymmetric sigma models. Zbl 1105.53053
Bredthauer, Andreas; Lindström, Ulf; Persson, Jonas; Zabzine, Maxim
22
2006
Pricing American options using a space-time adaptive finite difference method. Zbl 1193.91156
Persson, Jonas; von Sydow, Lina
16
2010
A highly accurate adaptive finite difference solver for the Black-Scholes equation. Zbl 1182.91202
Linde, Gunilla; Persson, Jonas; von Sydow, Lina
11
2009
BENCHOP – the benchmarking project in option pricing. Zbl 1335.91113
von Sydow, Lina; Höök, Lars Josef; Larsson, Elisabeth; Lindström, Erik; Milovanović, Slobodan; Persson, Jonas; Shcherbakov, Victor; Shpolyanskiy, Yuri; Sirén, Samuel; Toivanen, Jari; Waldén, Johan; Wiktorsson, Magnus; Levesley, Jeremy; Li, Juxi; Oosterlee, Cornelis W.; Ruijter, Maria J.; Toropov, Alexander; Zhao, Yangzhang
41
2015
Pricing American options using a space-time adaptive finite difference method. Zbl 1193.91156
Persson, Jonas; von Sydow, Lina
16
2010
A highly accurate adaptive finite difference solver for the Black-Scholes equation. Zbl 1182.91202
Linde, Gunilla; Persson, Jonas; von Sydow, Lina
11
2009
Improved radial basis function methods for multi-dimensional option pricing. Zbl 1151.91053
Pettersson, Ulrika; Larsson, Elisabeth; Marcusson, Gunnar; Persson, Jonas
44
2008
Space-time adaptive finite difference method for European multi-asset options. Zbl 1154.91462
Lötstedt, Per; Persson, Jonas; von Sydow, Lina; Tysk, Johan
28
2007
Generalized Kähler geometry from supersymmetric sigma models. Zbl 1105.53053
Bredthauer, Andreas; Lindström, Ulf; Persson, Jonas; Zabzine, Maxim
22
2006
all cited Publications top 5 cited Publications
all top 5

Cited by 236 Authors

10 von Sydow, Lina
8 Larsson, Elisabeth
6 Oosterlee, Cornelis Willebrordus
6 Soleymani, Fazlollah
5 Shcherbakov, Victor
5 Zabzine, Maxim
4 Glau, Kathrin
4 Heluani, Reimundo
4 Milovanović, Slobodan
4 Persson, Jonas
3 Ballestra, Luca Vincenzo
3 Bhuruth, Muddun
3 Bungartz, Hans-Joachim
3 Chan, Tat Lung (Ron)
3 Ekstrand, Joel
3 Heryudono, Alfa R. H.
3 in ’t Hout, Karel J.
3 Kumar, Alpesh
3 Lindström, Ulf
3 Pacelli, Graziella
3 Parkhomenko, Sergeĭ Evgen’evich
3 Safdari-Vaighani, Ali
3 Saib, Aslam Aly El Faidal
3 Tangman, Désiré Yannick
3 Ullah, Malik Zaka
3 Varea, Carlos Augusto Bassani
2 Ahmad, Imtiaz
2 Akgül, Ali
2 Barfeie, Mahdiar
2 Brummelhuis, Raymond
2 Chan, Ron Tat Lung
2 Crichigno, P. Marcos
2 Golbabai, Ahmad
2 Guarin, Alexander
2 Haentjens, Tinne
2 Heinecke, Alexander
2 Höök, Lars Josef
2 Kadalbajoo, Mohan K.
2 Khaliq, Abdul Qayyum Masud
2 Kimura, Tetsuji
2 Lindström, Erik
2 Liu, Xiaoquan
2 Neisy, Abdolsadeh
2 Ng, Wing Lon
2 Nordström, Jan
2 Parand, Kourosh
2 Pospíšil, Jan
2 Pötz, Christian
2 Rad, Jamal Amani
2 Ramage, Alison
2 Roček, Martin
2 Sasaki, Shin
2 Schraufstetter, Stefanie
2 Shiozawa, Kenta
2 Siraj-ul-Islam
2 Song, Yanlai
2 Toivanen, Jari
2 Tripathi, Lok Pati
2 Valencia, Fabricio
2 Vanmaele, Michèle
2 Waldén, Johan
2 Wiktorsson, Magnus
1 Abdi-Mazraeh, Somayeh
1 Aghdam, Yones Esmaeelzade
1 Ahanj, Sara
1 Åhlander, Krister
1 Ahmad Waloo, Sajad
1 Ahmadian, Davood
1 Ahmed, Nawzad M.
1 Azizi, S. Pourmohammad
1 Baustian, Falko
1 Baxter, Brad J. C.
1 Benini, Francesco
1 Bhatoo, Omishwary
1 Blair, Chris D. A.
1 Boonstra, Boris C.
1 Borovykh, Anastasia
1 Bredthauer, Andreas
1 Cai, Jiacheng
1 Carpenter, Mark H.
1 Cho, Junhyun
1 Colldeforns-Papiol, Gemma
1 Company, Rafael
1 Crisóstomo, Ricardo
1 Cuyt, Annie A. M.
1 Dai, Jun
1 Dastgerdi, Maryam Vahid
1 Daveloose, Catherine
1 Dawson, Francis P.
1 de Frutos, Javier
1 De Marchi, Stefano
1 Delpasand, Razieh
1 Donfack, Hermann Azemtsa
1 Egorova, Vera N.
1 Esmaeelzade, Aghdam Yones
1 Fadaei, Yasin
1 Fan, Chia-Ming
1 Farnam, Behnaz
1 Filipová, Kateřina
1 Foroush Bastani, Ali
...and 136 more Authors
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Cited in 57 Serials

16 International Journal of Computer Mathematics
9 Journal of Computational and Applied Mathematics
7 Engineering Analysis with Boundary Elements
7 Journal of High Energy Physics
6 Computers & Mathematics with Applications
5 Applied Mathematics and Computation
5 Quantitative Finance
4 Communications in Mathematical Physics
4 Journal of Scientific Computing
3 BIT
3 Mathematics and Computers in Simulation
3 Applied Numerical Mathematics
3 International Journal of Theoretical and Applied Finance
3 Communications in Nonlinear Science and Numerical Simulation
2 Mathematical Methods in the Applied Sciences
2 Nuclear Physics. B
2 Chaos, Solitons and Fractals
2 Journal of Geometry and Physics
2 Journal of Economic Dynamics & Control
2 SIAM Journal on Scientific Computing
2 Fractals
2 Applied Mathematical Finance
1 Modern Physics Letters A
1 International Journal of Modern Physics A
1 Applicable Analysis
1 Journal of Computational Physics
1 Journal of Mathematical Analysis and Applications
1 Physica A
1 Physics Letters. B
1 Advances in Mathematics
1 Stochastic Analysis and Applications
1 Numerical Methods for Partial Differential Equations
1 Mathematical and Computer Modelling
1 The Journal of Geometric Analysis
1 Applications of Mathematics
1 Numerical Algorithms
1 European Journal of Operational Research
1 Computational Statistics and Data Analysis
1 Indagationes Mathematicae. New Series
1 Computational and Applied Mathematics
1 Advances in Computational Mathematics
1 The Journal of Fourier Analysis and Applications
1 Vietnam Journal of Mathematics
1 Abstract and Applied Analysis
1 Mathematical Modelling and Analysis
1 Review of Derivatives Research
1 International Journal of Computational Methods
1 Computational Management Science
1 International Journal for Computational Methods in Engineering Science and Mechanics
1 SIAM Journal on Financial Mathematics
1 Symmetry
1 Journal of the Korean Society for Industrial and Applied Mathematics
1 Dolomites Research Notes on Approximation
1 East Asian Journal on Applied Mathematics
1 Journal of Mathematical Modeling
1 Computational Methods for Differential Equations
1 Frontiers of Mathematical Finance
all top 5

Cited in 29 Fields

95 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
86 Numerical analysis (65-XX)
33 Partial differential equations (35-XX)
31 Probability theory and stochastic processes (60-XX)
15 Quantum theory (81-XX)
14 Differential geometry (53-XX)
8 Algebraic geometry (14-XX)
6 Nonassociative rings and algebras (17-XX)
4 Approximations and expansions (41-XX)
3 Several complex variables and analytic spaces (32-XX)
3 Statistics (62-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Functional analysis (46-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Computer science (68-XX)
2 Relativity and gravitational theory (83-XX)
2 Operations research, mathematical programming (90-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Topological groups, Lie groups (22-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Operator theory (47-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Fluid mechanics (76-XX)
1 Optics, electromagnetic theory (78-XX)

Citations by Year