Centrum Wiskunde & Informatica

Numerieke Wiskunde: Wetenschap en Gereedschap Inaugural Lecture

B. Koren (Barry)

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
Optimal server scheduling in hybrid P2P networks Article

Performance Evaluation, 67(11), 1259-1272.

B. Zhang (Bo), S.C. Borst (Sem) and M.I. Reiman

January 2010
Monotonicity properties for multi-class queueing systems Article

Discrete Event Dynamic Systems: Theory and Applications, 20(4), 473-509.

I.M. Verloop (Maaike), U. Ayesta (Urtzi) and S.C. Borst (Sem)

January 2010
Interacting queues in heavy traffic Article

Queueing Systems, 65(2), 135-156.

J.A. Morrison and S.C. Borst (Sem)

January 2010
On diffusion of positrons in electric and magnetic fields in molecular gases In Proceedings

A. Bankovic, S. Dujko (Sasa), R.D. White, J.P. Marler, G. Malovic, S.J. Buckman and Z.L. Petrović (Zoran)

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
Linking Events with Media In Proceedings

R. Troncy (Raphael), B. Malocha and A.T.S. Fialho (Andre)

January 2010

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