CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Exploring the limits of the geometric copolymerization model Article
Polymers, 9(3), 101:1-101:14.M.S. Engler (Martin), K. Scheubert (Kerstin), U.S. Schubert (Ulrich) and S. Böcker (Sebastian)
January 2017
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Adaptive selection of sampling points for uncertainty quantification Article
International Journal for Uncertainty Quantification, 7(4), 285-301.E. Camporeale (Enrico), A. Agnihotri (Ashutosh) and C. Rutjes (Casper)
January 2017 -
A multigrid multilevel Monte Carlo method using high-order finite-volume scheme for lognormal diffusion problems Article
International Journal for Uncertainty Quantification, 7(1), 57-81.P. Kumar (Prashant), C.W. Oosterlee (Kees) and R.P. Dwight (Richard)
January 2017 -
On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options Article
Applied Mathematics and Computation, 461-479.Á. Leitao Rodriguez (Álvaro), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)
January 2017 -
Near-optimal switching strategies for a tandem queue Book Chapter
January 2017 -
A highly efficient pricing method for European-style options based on Shannon wavelets In Proceedings
January 2017 -
Optimizing the number of gates in quantum search Article
Quantum Information and Computation, 17(3&4), 251-261.January 2017 -
January 2017