Publication
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Pricing higher-dimensional American options using the stochastic grid method Article
International Journal of Computational Mathematics, 89(9), 1186-1211.January 2012 -
January 2012
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On cross-currency models with stochastic volatility and correlated interest rates Article
Applied Mathematical Finance, 19(1), 1-35.January 2012 -
Information distance: New developments Tech Report
January 2012
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A projected algebraic multigrid method for linear complementarity problems Article
Numerical Mathematics: Theory, Methods and Applications, 85-98.January 2012 -
Will the real service-oriented computing please stand up? In Proceedings
January 2012 -
The medieval climate anomaly in Europe : Comparison of the summer and annual mean signals in two reconstructions and in simulations with data assimilation Article
Global and Planetary Change, 35-47.January 2012 -
The nature of prediction (and the prediction of nature) Article
Nieuw Archief voor Wiskunde, 13(1), 18-24.January 2012