Centrum Wiskunde & Informatica

Lapp-Top Leiden Presentation

F. Arbab (Farhad)

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
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

January 2011
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
On cross-currency models with stochastic volatility and correlated interest rates Article

Applied Mathematical Finance, 1-35.

L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)

January 2011
Networks of Real-Time Actors: Schedulability Analysis and Coordination In Proceedings

M.M. Jaghoori (Mohammad Mahdi), O. Hlynsson and M. Sirjani (Marjan)

January 2011
Jan Karel: een rijmkroniek in tien strofen Miscellaneous

H.W. Lenstra (Hendrik), T.J. Wansbeek (Tom), J. Wansbeek (Jacob), F. Coelingh, L. Wansbeek (Lotje), C. Wansbeek (Clazina) and H. T. Adriaenssen

January 2011
Ten Years of Analyzing Actors: Rebeca Experience In Proceedings

M.M. Jaghoori (Mohammad Mahdi) and M. Sirjani (Marjan)

January 2011

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