CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids Article
SIAM Journal on Scientific Computing, 1613-1636.H. bin Zubair (Hisham), C.W. Oosterlee (Kees) and R. Wienands
January 2007
-
On American options under the Variance Gamma process Article
Applied Mathematical Finance, 14(2), 131-152.January 2007
-
Bisimulation for Neighbourhood Structures Tech Report
January 2007 -
Accurate evaluation of European and American options under the CGMY process Article
SIAM Journal on Scientific Computing, 93-117.January 2007 -
SAT-based Abstraction Refinement for Real-time Systems Article
Electronic Notes in Theoretical Computer Science, 107-122.January 2007 -
Higher order saddlepoint approximations in the Vasicek portfolio credit loss model Article
Journal of Computational Finance, 11(1), 93-113.X. Huang, C.W. Oosterlee (Kees) and J.A.M. van der Weide (Hans)
January 2007
-
Two new variants of the manifold-mapping technique Article
Compel, 26(2), 334-344.January 2007 -
Integrality gaps of semidefinite programs for Vertex Cover and relations to ell$_1$ embeddability of negative type metrics In Proceedings
January 2007