Centrum Wiskunde & Informatica

Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model Article

International Journal of Financial Engineering, 3(1)

P.K. Karlsson (Patrik), S. Jain (Shashi) and C.W. Oosterlee (Kees)

March 2016
Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization Tech Report

E. de Klerk (Etienne), R. Hess (Roxana) and M. Laurent (Monique)

March 2016
Easy implementation of advanced tomography algorithms using the ASTRA toolbox with Spot operators Article

Numerical Algorithms, 71(3), 673-697.

F. Bleichrodt (Folkert), T. van Leeuwen (Tristan), W.J. Palenstijn (Willem Jan), W. van Aarle (Wim), J. Sijbers (Jan) and K.J. Batenburg (Joost)

March 2016
A note on hierarchical hubbing for a generalization of the VPN problem Article

Operations Research Letters, 44(2), 191-195.

N.K. Olver (Neil)

March 2016
A functional central limit theorem for a Markov-modulated infinite-server queue Article

Methodology and Computing in Applied Probability, 18(1), 153-168.

D.F. Anderson, J.G. Blom (Joke), M.R.H. Mandjes (Michel), H. Thorsdottir (Halldora) and K.E.E.S deTurck

March 2016
Explicit bounds for entropy concentration under linear constraints Article

IEEE Transactions on Information Theory, 62(3), 1206-1230.

K.N. Oikonomou (Kostas) and P.D. Grünwald (Peter)

March 2016
Paradoxes in social networks with multiple products Article

Synthese, 193(3), 663-687.

K.R. Apt (Krzysztof), V. Markakis (Vangelis) and S.E. Simon (Sunil)

March 2016
Nanosecond enhancement of the atmospheric electron density by extensive air showers Presentation

C. Rutjes (Casper), A. A. Dubinova (Anna), U. Ebert (Ute), S. Buitink (Stijn), O. Scholten (Olaf) and T.N.G. Trinh (Thi Ngoc Gia)

March 2016

Publication

Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model Article

Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization Tech Report

Easy implementation of advanced tomography algorithms using the ASTRA toolbox with Spot operators Article

A note on hierarchical hubbing for a generalization of the VPN problem Article

A functional central limit theorem for a Markov-modulated infinite-server queue Article

Explicit bounds for entropy concentration under linear constraints Article

Paradoxes in social networks with multiple products Article

Nanosecond enhancement of the atmospheric electron density by extensive air showers Presentation

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Publication

Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model Article

Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization Tech Report

Easy implementation of advanced tomography algorithms using the ASTRA toolbox with Spot operators Article

A note on hierarchical hubbing for a generalization of the VPN problem Article

A functional central limit theorem for a Markov-modulated infinite-server queue Article

Explicit bounds for entropy concentration under linear constraints Article

Paradoxes in social networks with multiple products Article

Nanosecond enhancement of the atmospheric electron density by extensive air showers Presentation

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