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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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    Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

    International Journal of Computational Mathematics, 92(12), 2406-2432.

    F. Cong (Fei) and C.W. Oosterlee (Kees)

    January 2015
    open access
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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
    open access
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    Dynamic Pricing and Learning with Finite Inventories Article

    Operations Research, 965-979.

    A.P. Zwart (Bert) and A.V. den Boer (Arnoud)

    January 2015
    open access
  • 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
    open access
  • 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
    open access
  • Next Generation Cluster Editing Article

    PeerJ PrePrints

    T. Bellitto (Thomas), T. Marschall (Tobias), A. Schönhuth (Alexander) and G.W. Klau (Gunnar)

    January 2015
    open access
  • Proceedings of the Workshop on Negative or Inconclusive Results in Semantic Web, NoISE 2015 Proceedings

    January 2015
    open access
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    Navigation in REVERIE's Virtual Environments In Proceedings

    A.A.M. Kuijk (Fons)

    January 2015
    open access
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