Publication

Exploring the tractability of the capped hose model In Proceedings

Bosman, T. (Thomas) and N.K. Olver (Neil)

A novel Monte Carlo approach to hybrid local volatility models Article

A.W. van der Stoep (Anton), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)

On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model Tech Report

W. Hundsdorfer (Willem) and K. In't Hout (Karel)

Sequential Composition in the Presence of Intermediate Termination (Extended Abstract) In Proceedings

J.C.M. Baeten (Jos), S.P. Luttik (Bas) and F. Yang (Fei)

Relativization and interactive proof systems in Parameterized Complexity theory In Proceedings

R.C. Bottesch (Ralph)

Slimme jas wordt waterdicht als het regent - engineersonline.nl - 05-09-2017 Magazine Article

A minimum-dissipation time-integration strategy for large-eddy simulation of incompressible turbulent flows In Proceedings

F. Capuano (Francesco), B. Sanderse (Benjamin), E.M. De Angelis (Enrico) and G. Coppola (Gennaro)

Calculation of exposure profiles and sensitivities of options under the Heston and the Heston Hull-White models Book Chapter

Q. Feng (Qian) and C.W. Oosterlee (Kees)