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  • Fast pricing of hybrid derivative products Article

    ERCIM News, 22-22.

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

    July 2009
  • Option pricing with COS method on Graphics Processing Units In Proceedings

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

    July 2009
    open access
  • A generalized flat extension theorem for moment matrices Article

    Archiv der Mathematik = Archives of Mathematics, 93(1), 87-98.

    M. Laurent (Monique) and B. Mourrain

    July 2009
    open access
  • The Kurosawa-Desmedt Key Encapsulation is not Chosen-Ciphertext Secure Article

    Information Processing Letters, 109(16), 897-901.

    S.G. Choi (Seung Geol), J. Herranz (Javier), D. Hofheinz (Dennis), J.Y. Hwang, E. Kiltz (Eike), D.H. Lee (Dong Hoon) and M. Yung (Moti)

    July 2009
  • Improving banks' credit risk management Article

    ERCIM News, 20-21.

    X. Huang and C.W. Oosterlee (Kees)

    July 2009
  • Common Knowledge in Interaction Structures In Proceedings

    K.R. Apt (Krzysztof), S. A. Witzel (Andreas) and J.A. Zvesper (Jonathan)

    July 2009
    open access
  • Thief Belief (Extended Abstract) In Proceedings

    E. Kennerly, S. A. Witzel (Andreas) and J.A. Zvesper (Jonathan)

    July 2009
    open access
  • A new semidefinite programming hierarchy for cycles in binary matroids and cuts in graphs Tech Report

    J. Gouveia, M. Laurent (Monique), P. Parrilo and R.R. Thomas (Rekha)

    July 2009
    open access
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