Maarten Wyns

Identifiers

• name variant Maarten Wyns 0.60 · backfill

Papers (4)

1. A Finite Volume - Alternating Direction Implicit Approach for the Calibration of Stochastic Local Volatility Models math.NA · 2016 · author #1
2. An adjoint method for the exact calibration of Stochastic Local Volatility models math.NA · 2016 · author #1
3. Convergence analysis of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with nonsmooth initial data math.NA · 2015 · author #1
4. Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term math.NA · 2014 · author #2

Mentions

• 1611.02961 #1 · arxiv_oai · confidence 0.70 Maarten Wyns
• 1609.00232 #1 · arxiv_oai · confidence 0.70 Maarten Wyns
• 1508.04296 #1 · arxiv_oai · confidence 0.70 Maarten Wyns
• 1508.04296 #1 · backfill · confidence 0.70 Maarten Wyns
• 1412.1959 #2 · arxiv_oai · confidence 0.70 Maarten Wyns
• 1412.1959 #2 · backfill · confidence 0.70 Maarten Wyns

Frequent Coauthors

• Karel in 't Hout 2 shared papers
• Jacques du Toit 1 shared papers