CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
January 2014
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The asymptotic and numerical inversion of the Marcum $Q-$function Article
Studies in Applied Mathematics, 133(2), 257-278.January 2014
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Closing the performance gap for 3-D migration with an iterative frequency-domain solver and an explicit time-domain scheme on parallel architectures Article
Geophysics, 547-561.H. Knibbe, W.A. Mulder, C.W. Oosterlee (Kees) and C. Vuik (Cornelis)
January 2014
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January 2014
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Acceleration of option pricing technique on graphics processing units Article
Concurrency and Computation, 26(9), 1626-1639.January 2014
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Pricing of early-exercise Asian options under L\'evy processes based on Fourier cosine expansions Article
Applied Numerical Mathematics, 14-30.January 2014
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Market Garden: a Simulation Environment for Research and User Experience in Smart Grids In Proceedings
B.J. Liefers (Bart), F.N. Claessen (Felix), E.J.E.M. Pauwels (Eric), P.A.N. Bosman (Peter) and J.A. La Poutré (Han)
January 2014
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Decision-support tool for assessing future nuclear reactor generation portfolios Article
Energy Economics, 99-112.S. Jain (Shashi), F. Roelofs (Ferry) and C.W. Oosterlee (Kees)
January 2014