Research output

  1. A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow

    Research output: Contribution to journalArticleScientificpeer-review

  2. Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

    Research output: Contribution to journalArticleScientificpeer-review

  3. Stochastic grid bundling method for backward stochastic differential equations

    Research output: Contribution to journalArticleScientificpeer-review

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Activities

  1. Met sprongen

    Activity: Talk or presentationTalk or presentation at a workshop, seminar, course or other meeting

  2. Journal of Computational Physics (Journal)

    Activity: Publication peer-review and editorial workEditorial activity

  3. Journal of Computational Physics (Journal)

    Activity: Publication peer-review and editorial workEditorial activity

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ID: 220635