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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
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    No-arbitrage, change of measure and conditional Esscher transforms Article

    CWI Quarterly, 9(4), 291-317.

    H. Bühlmann, F. Delbaen (Freddy), P. Embrechts and A.N. Shiryaev

    December 1996
    open access
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    A crash course in stochastic calculus with applications to mathematical finance Article

    CWI Quarterly, 9(4), 357-388.

    P.J.C. Spreij (Peter)

    December 1996
    open access
  • Cascading Style Sheets, level 1 Standard

    S. Pemberton (Steven), H.W. Lie and B. Bos

    December 1996
    open access
  • Confluence for process verification Article

    Theoretical Computer Science, 170(1-2), 47-81.

    J.F. Groote (Jan Friso) and M.P.A. Sellink

    December 1996
    open access
  • Toegangsbewijs Soirée Wiskunde & Informatica: een gouden bruiloft met voordrachten door Donald E. Knuth en Benoit B. Mandelbrot, Park Plaza Hotel, Amsterdam, 12.03.1996 Miscellaneous

    December 1996
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    Rare event analysis of communication networks Dissertation

    M.R.H. Mandjes (Michel)

    December 1996
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    Termination of Higher-order Rewrite Systems Dissertation

    J.C. van de Pol (Jaco)

    December 1996
  • Experiments in specification re-engineering Dissertation

    J. A. Hillebrand (Joris)

    December 1996
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