CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Multiresolution approximation for volatility processes Article
Quantitative Finance, 2(2), 91-110.January 2002 -
February 2002
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Numerical methods for steady viscous free-surface flows Dissertation
Scientific ComputingFebruary 2002
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February 2002 -
Techniques for understanding legacy software systems Dissertation
Software Analysis and TransformationFebruary 2002 -
Ruin probability for Gaussian integrated processes Article
Stochastic Processes and their Applications, 98(1), 151-174.March 2002
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Numerical methods for atmospheric flow and transport problems Dissertation
Modelling, Analysis and ComputationMarch 2002 -
Automatic differentiation algorithms in model analysis Dissertation
Signals and ImagesMarch 2002