CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
MonetDBLite-R Software
January 2017 -
MonetDBLite-C Software
January 2017 -
January 2017
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Flexbox Software
January 2017 -
A priori TSP in the scenario model In Proceedings
Van Ee, M. (Martijn), L.J.J. van Iersel (Leo), T.M.L. Janssen (Teun) and R.A. Sitters (René)
January 2017 -
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method Article
Journal of Computational Finance, 21(1), 1-31.C.S.L. de Graaf (Kees), B.D. Kandhai and P.M.A. Sloot (Peter)
January 2017 -
On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options Article
Applied Mathematics and Computation, 461-479.Á. Leitao Rodriguez (Álvaro), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)
January 2017 -
Boundary rules and breaking of self-organized criticality in 2D frozen percolation Article
Electronic Communications in Probability, 22(65), 1-15.January 2017