Maarten Wyns

Available identifiers

zbMath Open wyns.maartenMaRDI QIDQ898942

List of research outcomes

Publication	Date of Publication	Type
BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems	2022-02-16	Paper
Convergence analysis of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with nonsmooth initial data	2018-09-26	Paper
A finite volume-alternating direction implicit approach for the calibration of stochastic local volatility models	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	2015-12-21	Paper

Research outcomes over time

This page was built for person: Maarten Wyns