Centrum Wiskunde & Informatica

Pricing higher-dimensional American options using the stochastic grid method Article

International Journal of Computational Mathematics, 89(9), 1186-1211.

S. Jain (Shashi) and C.W. Oosterlee (Kees)

January 2012
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile Article

Journal of Computational Finance, 15(4), 45-77.

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

January 2012
Two-dimensional Fourier cosine series expansion method for pricing financial options Article

SIAM Journal on Scientific Computing, 34(5), B642-B671.

M.J. Ruijter (Marjon) and C.W. Oosterlee (Kees)

January 2012
SciQL - An SQL Based Query Language for Arrays Presentation

Y. Zhang (Ying)

January 2012
CLEVER: Clique-Enumerating Variant Finder Article

Bioinformatics, 28(22), 2875-2882.

T. Marschall (Tobias), I.G. Costa (Ivan), S. Canzar (Stefan), M. Bauer (Markus), G.W. Klau (Gunnar), A. Schliep and A. Schönhuth (Alexander)

January 2012
Probabilistic Arithmetic Automata and their Applications Article

IEEE/ACM Transactions on Computational Biology and Bioinformatics, 9(6), 1737-1750.

T. Marschall (Tobias), I. Herms, H.-M. Kaltenbach and S. Rahmann (Sven)

January 2012
Solving the Minimum String Cover Problem In Proceedings

S. Canzar (Stefan), T. Marschall (Tobias), S. Rahmann (Sven) and C. Schwiegelshohn

January 2012
SciQL - Bridging the Gap between Science and Relational DBMS Presentation

Y. Zhang (Ying)

January 2012

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