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Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
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The journal of computational finance - ISSN 1460-1559-26:4 (2023) p. 101-137
Efficient numerical approximation of solutions to high-dimensional partial differential equations : with applications in option pricing and scattering problems
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Antwerpen, Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde, 2022,xxiv, 204 p.
Numerical valuation of American basket options via partial differential complementarity problems
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Numerical valuation of Bermudan basket options via partial differential equations
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International journal of computer mathematics - ISSN 0020-7160-98:4 (2021) p. 829-844