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CWI Institutional Repository

Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands
  • The COS method for pricing options under uncertain volatility In Proceedings

    M.J. Ruijter (Marjon) and C.W. Oosterlee (Kees)

    January 2012
  • Enabling 'Togetherness' in High-Quality Domestic Video Conferencing In Proceedings

    I. Kegel (Ian), P.S. César Garcia (Pablo Santiago), A.J. Jansen (Jack), D.C.A. Bulterman (Dick), J. Kort, T. Stevens and N. Farber (Niko)

    January 2012
    open access
  • 12th MathFinance conference, Frankfurt, Germany Lecture

    C.W. Oosterlee (Kees)

    January 2012
  • An ENO-based numerical method for the control of dike levels in continuous time Article

    Journal of Scientific Computing, 462-492.

    S.P. van der Pijl (Sander) and C.W. Oosterlee (Kees)

    January 2012
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    Spatially hybrid computations for streamer discharges: II. Fully 3D simulations Article

    Journal of Computational Physics, 1020-1050.

    C. Li (Chao), U. Ebert (Ute) and W. Hundsdorfer (Willem)

    January 2012
    open access
  • A One-Stop Shop for Software Evolution Tool Construction Article

    ERCIM News, 11-12.

    M.A. Hills (Mark), P. Klint (Paul), T. van der Storm (Tijs) and J.J. Vinju (Jurgen)

    January 2012
    open access
  • On the Logic of Lying Book Chapter

    H. van Ditmarsch (Hans), D.J.N. van Eijck (Jan) and F.A.G. Sietsma (Floor)

    January 2012
    open access
  • Time discounting and time consistency Book Chapter

    N. Dimitri and D.J.N. van Eijck (Jan)

    January 2012
    open access
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