Numerical valuation of American basket options via partial differential complementarity problems. - Karel J. in 't Hout; Jacob Snoeijer (CoRR, 2021)

Numerical valuation of Bermudan basket options via partial differential equations. - Karel J. in 't Hout; Jacob Snoeijer (Int. J. Comput. Math., 2021)

Solving for the low-rank tensor components of a scattering wave function. - Jacob Snoeijer; Wim Vanroose (CoRR, 2022)