CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
On the Heston model with stochastic interest rates Article
SIAM Journal on Financial Mathematics, 255-286.January 2011
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January 2011
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January 2011
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January 2011
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January 2011
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A local Fourier analysis framework for finite-element discretizations of systems of PDEs Article
Numerical Linear Algebra with Applications, 751-774.January 2011
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Presentation Evaluation Committee INS Presentation
January 2011
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Presentation Evaluation Committee MAC Presentation
January 2011