Centrum Wiskunde & Informatica

Dynamic Pricing and Learning with Finite Inventories Article

Operations Research, 965-979.

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

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
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
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
Definability Equals Recognizability for k-Outerplanar Graphs In Proceedings

L. Jaffke (Lars) and H.L. Bodlaender

January 2015
Thema Film 20: reverie point cloud rendering Magazine Article

R.N. Mekuria (Rufael)

January 2015
Normalized Compression Distance of Multisets with Applications Article

IEEE Transactions on Pattern Analysis and Machine Intelligence, 37(8), 1602-1614.

A.R. Cohen (Andrew) and P.M.B. Vitányi (Paul)

January 2015
Modeling bit rate adaptation of concurrent HTTP adaptive streaming video players In Proceedings

J.W.M. Kleinrouweler (Jan Willem), S. Cabrero Barros (Sergio), R.D. van der Mei (Rob) and P.S. César Garcia (Pablo Santiago)

January 2015

Publication

Dynamic Pricing and Learning with Finite Inventories Article

BENCHOP - The BENCHmarking project in Option Pricing Article

Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

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

Definability Equals Recognizability for k-Outerplanar Graphs In Proceedings

Thema Film 20: reverie point cloud rendering Magazine Article

Normalized Compression Distance of Multisets with Applications Article

Modeling bit rate adaptation of concurrent HTTP adaptive streaming video players In Proceedings

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Publication

Dynamic Pricing and Learning with Finite Inventories Article

BENCHOP - The BENCHmarking project in Option Pricing Article

Pricing Bermudan options under Merton jump-diffusion asset dynamics Article

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

Definability Equals Recognizability for k-Outerplanar Graphs In Proceedings

Thema Film 20: reverie point cloud rendering Magazine Article

Normalized Compression Distance of Multisets with Applications Article

Modeling bit rate adaptation of concurrent HTTP adaptive streaming video players In Proceedings

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