CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Welcome from the general chairs Preface
J.A. Redi (Judith), O. Niamut (Omar) and D.C.A. Bulterman (Dick)
June 2017 -
June 2017
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Formeren in een paar seconden - bnr.nl - 15-06-2017 Magazine Article
June 2017
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Pricing Bermudan options under local Lévy models with default Article
Journal of Mathematical Analysis and Applications, 450(2), 929-953.A.I. Borovykh (Anastasia), A. Pascucci (Andrea) and C.W. Oosterlee (Kees)
June 2017
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June 2017
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Refined large deviations asymptotics for Markov-modulated infinite-server systems Article
European Journal of Operational Research, 259(3), 1036-1044.J.G. Blom (Joke), K. de Turck (Koen) and M.R.H. Mandjes (Michel)
June 2017 -
June 2017 -
CST bulletin Miscellaneous
June 2017