Centrum Wiskunde & Informatica

Valuing modular nuclear power plants in finite time decision horizon Article

Energy Economics, 625-636.

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

January 2013
Pricing inflation products with stochastic volatility and stochastic interest rates Article

Insurance: Mathematics and Economics, 286-299.

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

January 2013
An efficient pricing algorithm for swing options based on Fourier cosine expansions Article

Journal of Computational Finance, 16(4), 1-32.

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

January 2013
Efficient pricing of European-style Asian options under exponential L\'evy processes based on Fourier cosine expansions Article

SIAM Journal on Financial Mathematics, 4(1), 399-426.

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

January 2013
Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation Article

Applied Numerical Mathematics, 143-159.

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

January 2013
Modeling Software Structures with GrammarLab Lecture

V. Zaytsev (Vadim)

January 2013
Software Engineering Considered Harmful Presentation

V. Zaytsev (Vadim) and J. Bézivin

January 2013
Universal codes from switching strategies Article

IEEE Transactions on Information Theory, 59(11), 7168-7185.

W.M. Koolen-Wijkstra (Wouter) and S. de Rooij (Steven)

January 2013

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