Tinne Haentjens

According to our database, Tinne Haentjens authored at least 2 papers between 2013 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

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

2013

Efficient and stable numerical solution of the Heston-Cox-Ingersoll-Ross partial differential equation by alternating direction implicit finite difference schemes.

Tinne Haentjens

Int. J. Comput. Math., 2013