CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Local scale invariance and contingent claim pricing II. Path-dependent contingent claims. Article
International Journal of Theoretical and Applied Finance, 4(1), 23-43.January 2001 -
Computer verification of the Ankeny-Artin-Chowla conjecture for all primes less than $100,000,000,000$ Article
Mathematics of Computation, 70(235), 1311-1328.A.J. van der Poorten (Alf), H.J.J. te Riele (Herman) and H.C. Williams
January 2001 -
Pattern Formation in Electric Discharges Book Chapter
January 2001 -
January 2001 -
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January 2001
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Tighter linear and semidefinite relaxations for max-cut based on the Lovász-Schrijver lift-and-project procedure Article
SIAM Journal on Optimization, 345-375.February 2001
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Factorization in block-triangularly implicit methods for shallow water applications Article
Applied Numerical Mathematics, 36(2-3), 113-128.February 2001