Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. - Karel J. in 't Hout; Maarten Wyns (J. Comput. Appl. Math., 2016)

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)

An adjoint method for the exact calibration of stochastic local volatility models. - Maarten Wyns; Karel J. in 't Hout (J. Comput. Sci., 2018)

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. - Lina von Sydow; Slobodan Milovanovic; Elisabeth Larsson; Karel J. in 't Hout; Magnus Wiktorsson; Cornelis W. Oosterlee; Victor Shcherbakov; Maarten Wyns; Álvaro Leitao; Shashi Jain; Tinne Haentjens; Johan Waldén (Int. J. Comput. Math., 2019)

Generating drawdown-realistic financial price paths using path signatures. - Emiel Lemahieu; Kris Boudt; Maarten Wyns (CoRR, 2023)