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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
  • Modifying a sports car's aerodynamics while preserving its aesthetic appearance, Spyker's C8 Spyder Article

    Leonardo Times, 12-13.

    D. van der Werff, G. Adriaensen, B. Koren (Barry) and M.J.L. van Tooren

    January 2007
  • Book review of "Alfred Tarski: Life and Logic", by A. Burdman Feferman and S. Feferman Article

    Mathematical Intelligencer, 29(2), 78-80.

    K.R. Apt (Krzysztof)

    January 2007
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    A fast method for pricing early-exercise options with the FFT In Proceedings

    C.W. Oosterlee (Kees), R. Lord, F. Fang and F. Bervoets

    January 2007
    open access
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    An efficient multigrid solver for a reformulated version of the poroelasticity system Article

    Computer Methods in Applied Mechanics and Engineering, 1447-1457.

    C.W. Oosterlee (Kees), F.J. Gaspar (Francisco), F.J. Lisbona and P.N. Vabishchevich

    January 2007
    open access
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    A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation Article

    Journal of Computational Physics, 431-448.

    C.D. Riyanti, A. Kononov, Y.A. Erlangga, C. Vuik, C.W. Oosterlee (Kees), R.-E. Plessix and W.A. Mulder

    January 2007
    open access
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    Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids Article

    SIAM Journal on Scientific Computing, 1613-1636.

    H. bin Zubair (Hisham), C.W. Oosterlee (Kees) and R. Wienands

    January 2007
    open access
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    On American options under the Variance Gamma process Article

    Applied Mathematical Finance, 14(2), 131-152.

    A. Almendral and C.W. Oosterlee (Kees)

    January 2007
    open access
  • Accurate evaluation of European and American options under the CGMY process Article

    SIAM Journal on Scientific Computing, 93-117.

    A. Almendral and C.W. Oosterlee (Kees)

    January 2007
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