A finite volume - alternating direction implicit approach for the calibration of stochastic local volatility models. - Maarten Wyns; Jacques Du Toit (Int. J. Comput. Math., 2017)

Batch Solution of Small PDEs with the OPS DSL. - István Z. Reguly; Branden Moore; Tim Schmielau; Jacques Du Toit; Gihan R. Mudalige (ISC Workshops, 2019)