Centrum Wiskunde & Informatica

Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

International Journal of Computational Mathematics, 92(12), 2406-2432.

F. Cong (Fei) and C.W. Oosterlee (Kees)

January 2015
Navigation in REVERIE's Virtual Environments In Proceedings

A.A.M. Kuijk (Fons)

January 2015
State estimation for random closed sets In Proceedings

M.N.M. van Lieshout (Marie-Colette)

January 2015
Particle Swarm Software

H.J. Teunissen (Jannis) and A.B. Sun (Anbang)

January 2015
GPU acceleration of the stochastic grid bundling method for early-exercise options Article

Journal of Computational Mathematics, 92(12), 2433-2454.

Á. Leitao Rodriguez (Álvaro) and C.W. Oosterlee (Kees)

January 2015
Special functions: computation Book Chapter

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2015
GIS Navigation Boosted by Column Stores Article

VLDB Journal, 8(12)

F. Alvanaki (Foteini), R.A. Pereira Goncalves (Romulo Antonio), M.G. Ivanova (Milena), M.L. Kersten (Martin) and K. Kyzirakos (Konstantinos)

January 2015
Big data space fungus In Proceedings

M.L. Kersten (Martin)

January 2015

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