Centrum Wiskunde & Informatica

Generalized beta regression models for random Loss-Given-Default Article

Journal of Credit Risk, 7(4), 1-27.

X. Huang and C.W. Oosterlee (Kees)

January 2011
GPU implementation of a Helmholtz Krylov solver preconditioned by a shifted Laplace method Article

Journal of Computational and Applied Mathematics, 281-293.

H. Knibbe, C.W. Oosterlee (Kees) and C. Vuik (Cornelis)

January 2011
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives Article

Quantitative Finance, 11(11), 1647-1663.

L.A. Grzelak (Lech Aleksander), C.W. Oosterlee (Kees) and S. van Weeren

January 2011
Stochastic Reo: a case study In Proceedings

Y.-J. Moon (Young-Joo), F. Arbab (Farhad), A.M. Silva (Alexandra), A. Stam and C. Verhoef (Chretien)

January 2011
Saddlepoint approximations for expectations Article

SIAM Journal on Financial Mathematics, 692-714.

X. Huang and C.W. Oosterlee (Kees)

January 2011
Jan Karel Book Chapter

H. Hidskes (Hans)

January 2011
Analysis of multi-stage open shop processing systems In Proceedings

J. Eggermont, A. Schrijver (Lex) and G.J. Woeginger

January 2011
Shortest vertex-disjoint two-face paths in planar graphs Article

ACM Transactions on Algorithms, 7(2)

É. Colin de Verdière and A. Schrijver (Lex)

January 2011

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