BENCHOP - The BENCHmarking project in option pricing. - Lina von Sydow; Lars Josef Höök; Elisabeth Larsson; Erik Lindström; Slobodan Milovanovic; Jonas Persson; Victor Shcherbakov; Yuri Shpolyanskiy; Samuel Sirén; Jari Toivanen; Johan Waldén; Magnus Wiktorsson; et al. (Int. J. Comput. Math., 2015)

Efficient numerical Fourier methods for coupled forward-backward SDEs. - T. P. Huijskens; Maria J. Ruijter; Cornelis W. Oosterlee (J. Comput. Appl. Math., 2016)