Centrum Wiskunde & Informatica

A Runge-Kutta discontinuous-Galerkin level-set method for unsteady compressible two-fluid flow Tech Report

J. Naber (Jorick) and B. Koren (Barry)

January 2007
A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation Article

Journal of Computational Physics, 431-448.

C.D. Riyanti, A. Kononov, Y.A. Erlangga, C. Vuik, C.W. Oosterlee (Kees), R.-E. Plessix and W.A. Mulder

January 2007
Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids Article

SIAM Journal on Scientific Computing, 1613-1636.

H. bin Zubair (Hisham), C.W. Oosterlee (Kees) and R. Wienands

January 2007
On American options under the Variance Gamma process Article

Applied Mathematical Finance, 14(2), 131-152.

A. Almendral and C.W. Oosterlee (Kees)

January 2007
Accurate evaluation of European and American options under the CGMY process Article

SIAM Journal on Scientific Computing, 93-117.

A. Almendral and C.W. Oosterlee (Kees)

January 2007
Higher order saddlepoint approximations in the Vasicek portfolio credit loss model Article

Journal of Computational Finance, 11(1), 93-113.

X. Huang, C.W. Oosterlee (Kees) and J.A.M. van der Weide (Hans)

January 2007
Two new variants of the manifold-mapping technique Article

Compel, 26(2), 334-344.

D. Echeverria (David)

January 2007
Integrality gaps of semidefinite programs for Vertex Cover and relations to ell$_1$ embeddability of negative type metrics In Proceedings

H. Hatami, A. Magen and V. Markakis (Vangelis)

January 2007

Publication

A Runge-Kutta discontinuous-Galerkin level-set method for unsteady compressible two-fluid flow Tech Report

A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation Article

Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids Article

On American options under the Variance Gamma process Article

Accurate evaluation of European and American options under the CGMY process Article

Higher order saddlepoint approximations in the Vasicek portfolio credit loss model Article

Two new variants of the manifold-mapping technique Article

Integrality gaps of semidefinite programs for Vertex Cover and relations to ell$_1$ embeddability of negative type metrics In Proceedings

Address

CWI researchers

Questions or comments?

Publication

A Runge-Kutta discontinuous-Galerkin level-set method for unsteady compressible two-fluid flow Tech Report

A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation Article

Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids Article

On American options under the Variance Gamma process Article

Accurate evaluation of European and American options under the CGMY process Article

Higher order saddlepoint approximations in the Vasicek portfolio credit loss model Article

Two new variants of the manifold-mapping technique Article

Integrality gaps of semidefinite programs for Vertex Cover and relations to ell$_1$ embeddability of negative type metrics In Proceedings

Workflow

Workflow

Add Content