CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
December 2017
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Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options Tech Report
S. Jain (Shashi), Á. Leitao Rodriguez (Álvaro) and C.W. Oosterlee (Kees)
December 2017
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December 2017 -
De ongekende waarde van software - AG Connect - 31-12-2017 Magazine Article
December 2017 -
December 2017 -
MO-GOMEA Software
January 2018 -
Occupation times for the finite buffer fluid queue with phase-type ON-times Article
Operations Research Letters, 46(1), 27-32.N.J. Starreveld (Nicos), R. Bekker (Rene) and M.R.H. Mandjes (Michel)
January 2018 -
Finite-sample system identification: An overview and a new correlation method Article
IEEE Control Systems Letters, 2(1), 61-66.A. Carè (Algo), B.Cs. Csáji (Balázs), M.C. Campi (Marco) and E. Weyer (Erik)
January 2018