CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
OSSMETER Software
January 2017 -
On the closure of the completely positive semidefinite cone and linear approximations to quantum colorings Article
Electronic Journal of Linear Algebra, 15-40.S. Burgdorf (Sabine), M. Laurent (Monique) and T. Piovesan (Teresa)
January 2017
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A multigrid multilevel Monte Carlo method using high-order finite-volume scheme for lognormal diffusion problems Article
International Journal for Uncertainty Quantification, 7(1), 57-81.P. Kumar (Prashant), C.W. Oosterlee (Kees) and R.P. Dwight (Richard)
January 2017 -
On the existence of real R-matrices for virtual link invariants Article
Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg, 435-443.G. Regts (Guus), A. Schrijver (Lex) and B.L. Sevenster (Bart)
January 2017 -
Near-optimal switching strategies for a tandem queue Book Chapter
January 2017 -
Exploring the limits of the geometric copolymerization model Article
Polymers, 9(3), 101:1-101:14.M.S. Engler (Martin), K. Scheubert (Kerstin), U.S. Schubert (Ulrich) and S. Böcker (Sebastian)
January 2017
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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 -
Stochastic Parameterization: Towards a new view of Weather and Climate Models Article
Bulletin of the American Meteorological Society, 98(3), 565-587.J. Berner (Judith), U. Achatz (Ulrich), L. Batte (Lauriane), A. De La Cámara (Alvaro), H. Christensen (Hannah), M. Colangeli (Matteo), D.R.B. Coleman (Danielle), D.T. Crommelin (Daan) and et al.
January 2017