Maarten Wyns
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems International Journal of Computer Mathematics | 2022-02-16 | Paper |
| Convergence analysis of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with nonsmooth initial data IMA Journal of Numerical Analysis | 2018-09-26 | Paper |
| A finite volume-alternating direction implicit approach for the calibration of stochastic local volatility models International Journal of Computer Mathematics | 2018-07-18 | Paper |
| An adjoint method for the exact calibration of Stochastic Local Volatility models | 2016-09-01 | Paper |
| Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
Research outcomes over time
This page was built for person: Maarten Wyns
