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
