Centrum Wiskunde & Informatica

Modelling of Conflicts and Bounds Estimation in Production Systems Thanks to Dioid Theory Lecture

O.D.M. Boutin (Olivier)

January 2010
Proof-Theoretic Analysis of Rationality for Strategic Games with Arbitrary Strategy Sets In Proceedings

J.A. Zvesper (Jonathan) and K.R. Apt (Krzysztof)

January 2010
The Role of Monotonicity in the Epistemic Analysis of Strategic Games Article

Games, 1(4), 381-394.

J.A. Zvesper (Jonathan) and K.R. Apt (Krzysztof)

January 2010
Accuracy measures and Fourier analysis for the full multigrid algorithm Article

SIAM Journal on Scientific Computing, 32(5), 3108-3129.

C. Rodrigo (Carmen), F.J. Gaspar (Francisco), C.W. Oosterlee (Kees) and I. Yavneh

January 2010
Analytic approximation to constant maturity swap convexity correction in a multi-factor SABR model Article

International Journal of Theoretical and Applied Finance, 13(7), 1019-1046.

B. Chen (Bin), C.W. Oosterlee (Kees) and S. van Weeren

January 2010
Fast valuation and calibration of credit default swaps under Lévy dynamics Article

Journal of Computational Finance, 14(2), 1-30.

F. Fang, H. Jönsson, C.W. Oosterlee (Kees) and W. Schoutens

January 2010
Control of the observation matrix for control purposes In Proceedings

R.K. Boel and J.H. van Schuppen (Jan)

January 2010
A model for editing operations on active, Temporal multimedia documents In Proceedings

A.J. Jansen (Jack), P.S. César Garcia (Pablo Santiago) and D.C.A. Bulterman (Dick)

January 2010

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