Publication

Special issue dedicated to OPTPDE2011: Fast solvers for simulation, inversion and control of wave propagation problems Miscellaneous

Social Network Games with Obligatory Product Selection In Proceedings

K.R. Apt (Krzysztof) and S.E. Simon (Sunil)

Valuing modular nuclear power plants in finite time decision horizon Article

S. Jain (Shashi), F. Roelofs (Ferry) and C.W. Oosterlee (Kees)

Pricing inflation products with stochastic volatility and stochastic interest rates Article

S.N. Singor (Stefan), L.A. Grzelak (Lech Aleksander), D.D.B. van Bragt and C.W. Oosterlee (Kees)

An efficient pricing algorithm for swing options based on Fourier cosine expansions Article

B. Zhang (Bo) and C.W. Oosterlee (Kees)

Efficient pricing of European-style Asian options under exponential L\'evy processes based on Fourier cosine expansions Article

B. Zhang (Bo) and C.W. Oosterlee (Kees)

Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation Article

S. Guo (Shimin), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)

Approximation algorithms for nonbinary agreement forests Article

L.J.J. van Iersel (Leo), S.M. Kelk (Steven), N. Lekic (Nela) and L. Stougie (Leen)