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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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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A Fourier-based valuation method for Bermudan and barrier options under Heston's model Article
SIAM Journal on Financial Mathematics, 439-463.January 2011
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A J-function for inhomogeneous point processes Article
Statistica Neerlandica, 65(2), 183-201.January 2011
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A coalgebraic perspective on minimization, determinization and behavioural metrics Tech Report
F. Bonchi (Filippo), M. Huelsbusch, B. Koenig and A.M. Silva (Alexandra)
January 2011
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Recent Developments in Social Signal Processing In Proceedings
January 2011
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January 2011
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January 2011