Centrum Wiskunde & Informatica

Elements of Epistemic Crypto Logic (Extended Abstract) In Proceedings

D.J.N. van Eijck (Jan) and M. Gattinger (Malvin)

January 2015
Varieties of Belief and Probability Book Chapter

D.J.N. van Eijck (Jan)

January 2015
Learning Optimal Policies in Markov Decision Processes with Value Function Discovery In Proceedings

M. Onderwater (Martijn), S. Bhulai (Sandjai) and R.D. van der Mei (Rob)

January 2015
Getting the most out of additional guidance information in deformable image registration by leveraging multi-objective optimization In Proceedings

T. Alderliesten (Tanja), P.A.N. Bosman (Peter) and A. Bel (Arjan)

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
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
BENCHOP - The BENCHmarking project in Option Pricing Article

International Journal of Computational Mathematics, 92(12), 2361-2379.

L. von Sydow (Lina), L.J. Höök, E. Larsson, E. Lindström, S. Molanovic, J. Persson, V. Shcherbakov (Victor), Y. Shpolyansky, V. Shcherbakov (Vadim), S. Sirén, et al. J. Li, A. Toropov, J. Li (Jiayuan)

January 2015
Dynamic Pricing and Learning with Finite Inventories Article

Operations Research, 965-979.

A.P. Zwart (Bert) and A.V. den Boer (Arnoud)

January 2015

Publication

Elements of Epistemic Crypto Logic (Extended Abstract) In Proceedings

Varieties of Belief and Probability Book Chapter

Learning Optimal Policies in Markov Decision Processes with Value Function Discovery In Proceedings

Getting the most out of additional guidance information in deformable image registration by leveraging multi-objective optimization In Proceedings

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

Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

BENCHOP - The BENCHmarking project in Option Pricing Article

Dynamic Pricing and Learning with Finite Inventories Article

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Publication

Elements of Epistemic Crypto Logic (Extended Abstract) In Proceedings

Varieties of Belief and Probability Book Chapter

Learning Optimal Policies in Markov Decision Processes with Value Function Discovery In Proceedings

Getting the most out of additional guidance information in deformable image registration by leveraging multi-objective optimization In Proceedings

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

Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

BENCHOP - The BENCHmarking project in Option Pricing Article

Dynamic Pricing and Learning with Finite Inventories Article

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