CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Sprint methods for web archive research In Proceedings
January 2013
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January 2013
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Robust pricing of European options with wavelets and the characteristic function Article
SIAM Journal on Scientific Computing, 35(5), B1055-B1084.January 2013
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January 2013
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On the Fourier cosine series expansion (COS) method for stochastic control problems Article
Numerical Linear Algebra with Applications, 20(4), 598-625.M.J. Ruijter (Marjon), C.W. Oosterlee (Kees) and R.F.T. Aalbers
January 2013
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January 2013
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January 2013
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January 2013