Publication
-
Efficient compensation handling via subjective updates In Proceedings
April 2017 -
Advanced estimation of credit valuation adjustment Dissertation
Scientific ComputingApril 2017 -
Nederlandse wetenschappers bouwen minisupercomputer van 0,2 petaflops - tweakers.net - 05-04-2017 Magazine Article
April 2017
-
Leiden bouwt minisupercomputer - TW.nl - 05-04-2017 Online Audio
April 2017
-
April 2017
-
Exploiting linkage information and problem-specific knowledge in evolutionary distribution network expansion planning Article
Evolutionary Computation, 26(3), 471-505.April 2017 -
Nederland is Europa's Silicon Valley - computable.nl - 07-04-2017 Magazine Article
April 2017
-
On an efficient multiple time step Monte Carlo simulation of the SABR model Article
Quantitative Finance, 17(10), 1549-1565.April 2017