Publications from 2013
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Valuing modular nuclear power plants in finite time decision horizon Article
Energy Economics, 625-636.January 2013 -
Pricing inflation products with stochastic volatility and stochastic interest rates Article
Insurance: Mathematics and Economics, 286-299.January 2013 -
An efficient pricing algorithm for swing options based on Fourier cosine expansions Article
Journal of Computational Finance, 16(4), 1-32.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.January 2013 -
Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation Article
Applied Numerical Mathematics, 143-159.January 2013 -
On the Fourier cosine series expansion (COS) method for stochastic control problems Article
Numerical Linear Algebra with Applications, 20(4), 598-625.January 2013 -
Robust pricing of European options with wavelets and the characteristic function Article
SIAM Journal on Scientific Computing, 35(5), B1055-B1084.January 2013 -
Efficient portfolio valuation incorporating liquidity risk Article
Quantitative Finance, 13 (10), 1575-1586.January 2013 -
Micropatterns in Grammars Presentation
January 2013 -
Guided Grammar Convergence Presentation
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January 2013
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Pending Evolution of Grammars Presentation
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January 2013
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Modelling Robustness with Conjunctive Grammars Presentation
January 2013 -
Modeling Software Structures with GrammarLab Presentation
January 2013 -
Software Engineering Considered Harmful Presentation
January 2013 -
January 2013
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Negotiated Transformations Presentation
January 2013 -
Universal codes from switching strategies Article
IEEE Transactions on Information Theory, 59(11), 7168-7185.January 2013 -
Learning a set of directions In Proceedings
January 2013 -
The Pareto Regret Frontier In Proceedings
January 2013 -
Mixability in Statistical Learning In Proceedings
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January 2013
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January 2013
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Mapping Proteins in the Presence of Paralogs Using Units of Coevolution Article
BMC Bioinformatics, 14(Suppl 15)January 2013 -
Discovering motifs that induce sequencing errors Article
BMC Bioinformatics, 14(Suppl 5)January 2013 -
A Framework for Realistic 3D Tele-Immersion In Proceedings
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Socially-Aware Multimedia Authoring: past, present, and future Article
ACM Transactions on Multimedia Computing, Communications, and Applications, 9(1s)January 2013 -
IP-Based TV Technologies, Services and Multidisciplinary Applications Article
IEEE Communications Magazine, 51(8)January 2013 -
January 2013
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January 2013
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Parallel queueing networks with Markov-modulated service speeds in heavy traffic Article
ACM SIGMETRICS Performance Evaluation Review, 41(2), 47-49.January 2013 -
Scheduling in polling systems in heavy traffic Article
ACM SIGMETRICS Performance Evaluation Review, 41(2), 41-43.January 2013 -
Analysis of a two-layered network by means of the power-series algorithm Article
Performance Evaluation, 70(12), 1072-1089.January 2013 -
Geographically Structured Populations of Cryptococcus neoformans Variety grubii in Asia Correlate with HIV Status and Show a Clonal Population Structure Article
PLoS ONEJanuary 2013 -
Small Data Lecture
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January 2013
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January 2013
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MPNet: Maximum Parsimony on Networks Software
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January 2013
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Approximation algorithms for nonbinary agreement forests Article
SIAM Journal on Discrete MathematicsJanuary 2013 -
Networks: expanding evolutionary thinking Article
Trends in Genetics, 29(8), 439-441.January 2013 -
A quadratic kernel for computing the hybridization number of multiple trees Article
Information Processing Letters, 113(9), 318-323.January 2013 -
Manipulating social roles in a tagging environment In Proceedings
January 2013 -
MonetDB & R Lecture
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January 2013
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Random mosaics for network extraction Article
ERCIM News, 14-14.January 2013 -
Discrete multicolour random mosaics with an application to network extraction Article
Scandinavian Journal of Statistics, 40(4), 734-751.January 2013 -
Rare event analysis of Markov-modulated infinite-server queues: A Poisson limit Article
Stochastic Models, 29(4), 463-474.January 2013 -
January 2013
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A Month in the Life of a Production News Recommender System In Proceedings
January 2013 -
Uniform Asymptotic Methods for Integrals Article
Special issue in memory of N.G. (Dick) de Bruijn (1918–2012), 24(4), 739-765.January 2013 -
Hardware-Oblivious Parallelism for In-Memory Column-Stores In Proceedings
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January 2013
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Introduction to Linked Open Data Lecture
January 2013 -
Standardizing for Open Data Lecture
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January 2013
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Designing Interactive Applications to Support Novel Activities Article
Advances in Human-Computer InteractionJanuary 2013 -
Frozen percolation in two dimensions Unpublished
January 2013 -
Turning Scientists into Data Explorers In Proceedings
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January 2013
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January 2013
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Experiences with Virtuoso Cluster RDF Column Store Book Chapter
January 2013 -
Using explicit discourse rules to guide video enrichment In Proceedings
January 2013 -
Long-term underwater camera surveillance for monitoring and analysis of fish populations In Proceedings
January 2013 -
Remarks on Slater's asymptotic expansions of Kummer functions for large values of the $a-$parameter Article
Proceedings of the International Conference on Differential Equations, Difference Equations and Special Functions, Patras, September 3–9, 2012January 2013 -
An Evaluation of Labelling-Game Data for Video Retrieval In Proceedings
January 2013 -
Amsterdam Museum Linked Open Data Article
Semantic Web – Interoperability, Usability, Applicability, 4(3), 237-243.January 2013 -
User Information Needs for Environmental Opinion-forming and Decision-making in Link-enriched Video In Proceedings
January 2013 -
Modeling heart valve development Presentation
January 2013 -
Meet Charles, big data query advisor In Proceedings
January 2013 -
Comparing the Hawkes and trigger process models for aftershock sequences following the 2005 Kashmir earthquake Article
Mathematical Geosciences, 45(2), 149-164.January 2013 -
Context-free Coalgebras Tech Report
January 2013 -
CSA: Comprehensive comparison of pairwise protein structure alignments Article
Nucleic acids research, 40(W1), 303-309.January 2013 -
January 2013
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January 2013
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Run-Time Verification of Black-Box Components Using Behavioral Specifications: An Experience Report on Tool Development In Proceedings
January 2013 -
De computerlessen op middelbare scholen moeten anders : interview BNR Radio, 29-01-2013 News Broadcast
January 2013 -
Digitale ongeletterdheid onder jongeren groot : interview Radio 1, NOS, 30-01-2013 [4:37] News Broadcast
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January 2013
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January 2013
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Random fluid limit of an overloaded polling model Article
Advances in Applied ProbabilityJanuary 2013 -
January 2013
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Visible and Infrared image registration in man-made environments employing hybrid visual features. Article
Pattern Recognition Letters, 34(1), 42-51.January 2013 -
Extracting Semantics from Multi-Spectrum Video (Editorial) Article
Pattern Recognition Letters, 34(1), 1-2.January 2013 -
The power of noisy fermionic quantum computation Article
New Journal of Physics, 15(1), 13-15.January 2013 -
Energy-conserving Runge–Kutta methods for the incompressible Navier–Stokes equations Article
Journal of Computational Physics, 100-131.January 2013 -
Follow the Leader if You Can, Hedge if You Must Tech Report
January 2013 -
Identifying transcriptional miRNA biomarkers by integrating high-throughput sequencing and real-time PCR data Article
Methods, 59(1), 154-163.January 2013 -
January 2013
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Time-scaling limits for Markov-modulated infinite-server queues Article
Stochastic Models, 112-127.January 2013 -
January 2013