Tinne Haentjens

Identifiers

• name variant Tinne Haentjens 0.60 · backfill

Papers (2)

1. ADI schemes for pricing American options under the Heston model q-fin.CP · 2013 · author #1
2. ADI finite difference schemes for the Heston-Hull-White PDE q-fin.CP · 2011 · author #1

Mentions

• 1309.0110 #1 · arxiv_oai · confidence 0.70 Tinne Haentjens
• 1111.4087 #1 · arxiv_oai · confidence 0.70 Tinne Haentjens
• 1309.0110 #1 · backfill · confidence 0.70 Tinne Haentjens
• 1111.4087 #1 · backfill · confidence 0.70 Tinne Haentjens

Frequent Coauthors

• Karel in 't Hout 1 shared papers
• Karel J. in 't Hout 1 shared papers