CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
Pricing Bermudan options under Merton jump-diffusion asset dynamics Article
International Journal of Computational Mathematics, 92(12), 2406-2432.January 2015
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BENCHOP - The BENCHmarking project in Option Pricing Article
International Journal of Computational Mathematics, 92(12), 2361-2379.L. von Sydow (Lina), L.J. Höök, E. Larsson, E. Lindström, S. Molanovic, J. Persson, V. Shcherbakov (Victor), Y. Shpolyansky, V. Shcherbakov (Vadim), S. Sirén, et al. J. Toivanen, J. Waldén (Johan), M. Wiktorsson (Magnus), J. Levesley, J. Li, C.W. Oosterlee (Kees), M.J. Ruijter (Marjon), A. Toropov, Y. Zhao and J. Li (Jiayuan)
January 2015
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Dynamic Pricing and Learning with Finite Inventories Article
Operations Research, 965-979.January 2015
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Modified Douglas Splitting Methods for Reaction-Diffusion Equations Tech Report
A. Arraras (Andres), K. In't Hout (Karel), W. Hundsdorfer (Willem) and L. Portero (Laura)
January 2015
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Improving contextual suggestions using open web domain knowledge In Proceedings
T. Samar (Thaer), A. Bellogín Kouki (Alejandro) and A.P. de Vries (Arjen)
January 2015
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Next Generation Cluster Editing Article
PeerJ PrePrintsT. Bellitto (Thomas), T. Marschall (Tobias), A. Schönhuth (Alexander) and G.W. Klau (Gunnar)
January 2015
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Proceedings of the Workshop on Negative or Inconclusive Results in Semantic Web, NoISE 2015 Proceedings
January 2015
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Navigation in REVERIE's Virtual Environments In Proceedings
January 2015