Centrum Wiskunde & Informatica: Centrum Wiskunde & Informatica

On cross-currency models with stochastic volatility and correlated interest rates Article

Applied Mathematical Finance, 1-35.

L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)

January 2011
Generalized beta regression models for random Loss-Given-Default Article

Journal of Credit Risk, 7(4), 1-27.

X. Huang and C.W. Oosterlee (Kees)

January 2011
GPU implementation of a Helmholtz Krylov solver preconditioned by a shifted Laplace method Article

Journal of Computational and Applied Mathematics, 281-293.

H. Knibbe, C.W. Oosterlee (Kees) and C. Vuik

January 2011
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives Article

Quantitative Finance, 11(11), 1647-1663.

L.A. Grzelak (Lech Aleksander), C.W. Oosterlee (Kees) and S. van Weeren

January 2011
Saddlepoint approximations for expectations Article

SIAM Journal on Financial Mathematics, 692-714.

X. Huang and C.W. Oosterlee (Kees)

January 2011
Analysis of multi-stage open shop processing systems In Proceedings

J. Eggermont, A. Schrijver (Lex) and G.J. Woeginger

January 2011
Shortest vertex-disjoint two-face paths in planar graphs Article

ACM Transactions on Algorithms, 7(2)

É. Colin de Verdière and A. Schrijver (Lex)

January 2011
Adaptive Hedge In Proceedings

T.A.L. van Erven (Tim), P.D. Grünwald (Peter), W.M. Koolen-Wijkstra (Wouter) and S. de Rooij (Steven)

January 2011
The Langevin Limit of the Nosé-Hoover-Langevin Thermostat Article

Journal of Statistical Physics, 715-724.

J.E. Frank (Jason) and G.A. Gottwald

January 2011
Message Passing in a Dynamic Epistemic Logic Setting In Proceedings

F.A.G. Sietsma (Floor) and D.J.N. van Eijck (Jan)

January 2011
Message Generated Kripke Semantics In Proceedings

D.J.N. van Eijck (Jan) and F.A.G. Sietsma (Floor)

January 2011
Logic of Information Flow on Communication Channels Article

Lecture Notes in Computer Science

Y. Wang (Yanjing), F.A.G. Sietsma (Floor) and D.J.N. van Eijck (Jan)

January 2011
Vakantiecursus 2011 - Symmetrie Book

January 2011
A peculiar streamer morphology created by a complex voltage pulse Article

IEEE Transactions on Plasma Science, 39(11), 2216-2217.

S. Nijdam (Sander), K. Miermans, E.M. van Veldhuizen and U. Ebert (Ute)

January 2011
Simulated avalanche formation around streamers in an overvolted air gap Article

IEEE Transactions on Plasma Science, 39(11), 2256-2257.

C. Li (Chao), U. Ebert (Ute) and W. Hundsdorfer (Willem)

January 2011
Reflections on Vote Manipulation In Proceedings

D.J.N. van Eijck (Jan), F.A.G. Sietsma (Floor) and S.E. Simon (Sunil)

January 2011
A URI-based approach for addressing fragments of media resources on the Web Article

International Journal on Multimedia Tools and Applications

E. Mannens, D. van Deursen, R. Troncy (Raphael), S. Pfeiffer, C. Parker (Conrad), Y. Lafon, A.J. Jansen (Jack), M. Hausenblas and R. van de Walle

January 2011
The Future of Research Communication (Dagstuhl Perspectives Workshop 11331) Article

Dagstuhl Reports, 1(8), 29-52.

T. Clark (Tim), A. de Waard, I. Herman (Ivan) and E. Hovy

January 2011
Towards synergy between the open source and the research multimedia communities In Proceedings

P.S. César Garcia (Pablo Santiago), W.T. Ooi (Wei Tsang), B. Moskowitz, Z. Babin, D.C.A. Bulterman (Dick), R. Lienhart and R. Richter

January 2011
Towards Next Generation of Multimedia Authoring Tools Presentation

R.L. Guimarães (Rodrigo Laiola)

January 2011
Learning from MyVideos user study Presentation

R.L. Guimarães (Rodrigo Laiola)

January 2011
Automatic and Manual Processes in End-User Multimedia Authoring Tools: Where is the Balance? Presentation

R.L. Guimarães (Rodrigo Laiola)

January 2011
Social Practices around Personal Videos using the Web In Proceedings

R.L. Guimarães (Rodrigo Laiola), P.S. César Garcia (Pablo Santiago), D.C.A. Bulterman (Dick), I. Kegel (Ian) and P. Ljungstrand

January 2011
Understanding Social TV: a survey In Proceedings

P.S. César Garcia (Pablo Santiago) and D. Geerts (David)

January 2011
Creating personalized memories from social events: community-based support for multi-camera recordings of school concerts In Proceedings

R.L. Guimarães (Rodrigo Laiola), P.S. César Garcia (Pablo Santiago), D.C.A. Bulterman (Dick), V. Zsombori and I. Kegel (Ian)

January 2011
Multimedia document processing in an HTML5 world In Proceedings

D.C.A. Bulterman (Dick), R.L. Guimarães (Rodrigo Laiola), P.S. César Garcia (Pablo Santiago), E. Munson and M.G.C. Pimentel

January 2011
Invasion from a cell aggregate: the roles of active cell motion and mechanical equilibrium Presentation

A. Szabó (Andras), K. Varga, T. Garay, B. Hegedus and A. Czirok

January 2011
Mechanotaxis in the Cellular Potts Model Lecture

R.F.M. van Oers (Rene) and R.M.H. Merks (Roeland)

January 2011
Automatic Generation of Video Narratives from Shared UGC In Proceedings

V. Zsombori, M. Frantzis, R.L. Guimarães (Rodrigo Laiola), M. Ursu (Marian), P.S. César Garcia (Pablo Santiago), I. Kegel (Ian), R. Craigie and D.C.A. Bulterman (Dick)

January 2011
Towards a web-based simulation experiment description repository Presentation

M.A. Guravage (Michael) and R.M.H. Merks (Roeland)

January 2011
Accurate and Low-Delay Seeking Within and Across Mash-Ups of Highly-Compressed Videos In Proceedings

B. Gao (Bo), A.J. Jansen (Jack), P.S. César Garcia (Pablo Santiago) and D.C.A. Bulterman (Dick)

January 2011
From IPTV to Synchronous Shared Experiences: Challenges in Design: Distributed Media Synchronization Article

Elsevier Signal Processing: Image Communication, 28(4), 251-270.

I. Vaishnavi (Ishan), P.S. César Garcia (Pablo Santiago), D.C.A. Bulterman (Dick), O. Friedrich, S.N.B. Gunkel (Simon) and D. Geerts (David)

January 2011
Simulation Experiment Repository Unpublished

M.A. Guravage (Michael) and R.M.H. Merks (Roeland)

January 2011
Enabling Composition-Based Video-Conferencing for the Home Article

IEEE Transactions on Multimedia, 13(5), 869-881.

A.J. Jansen (Jack), P.S. César Garcia (Pablo Santiago), T. Stevens, I. Kegel (Ian) and J. Issing

January 2011
A Web-based Repository of Reproducible Simulation Experiments for Systems Biology. In Proceedings

M.A. Guravage (Michael) and R.M.H. Merks (Roeland)

January 2011
Error-Backpropagation in Networks of Fractionally Predictive Spiking Neurons In Proceedings

S.M. Bohte (Sander)

January 2011
Mixability is Bayes Risk Curvature Relative to Log Loss In Proceedings

T.A.L. van Erven (Tim), M.D. Reid and R.C. Williamson

January 2011
A Mathematical Programming Approach to Marker-Assisted Gene Pyramiding In Proceedings

S. Canzar (Stefan) and M. El-Kebir (Mohammed)

January 2011
Transactions on Computational Systems Biology XIII Book

R.J.R. Back (Ralph-Johan), I. Petre and E.P. de Vink (Erik)

January 2011
Modeling and Analysis of Biological Networks with Model Checking Book Chapter

D. Bosnacki, P.A.J. Hilbers, R.S. Mans and E.P. de Vink (Erik)

January 2011
Dynamic Consistency in Process Algebra: From Paradigm to ACP Article

Science of Computer Programming, 76(8), 711-735.

S. Andova, L.P.J. Groenewegen (Luuk) and E.P. de Vink (Erik)

January 2011
The Story of Vectorwise (BDA Keynote) Lecture

P.A. Boncz (Peter)

January 2011
Parse Forest Diagnostics with Dr. Ambiguity In Proceedings

H.J.S. Basten (Bas) and J.J. Vinju (Jurgen)

January 2011
Ambiguity Detection: Scaling to Scannerless In Proceedings

H.J.S. Basten (Bas), P. Klint (Paul) and J.J. Vinju (Jurgen)

January 2011
Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues Tech Report

A. Lambert, F.B.R.A. Simatos (Florian) and A.P. Zwart (Bert)

January 2011
Separations between Shannon capacity and zero error entanglement assisted capacity Unpublished

J. Briët (Jop), H.M. Buhrman (Harry) and D. Gijswijt (Dion)

January 2011
Reduced minimax filtering by means of differential-algebraic equations In Proceedings

V. Mallet and S. Zhuk (Sergiy)

January 2011
Language Convergence Infrastructure In Proceedings

V. Zaytsev (Vadim)

January 2011
Complexity of Coalition Structure Generation Tech Report

H. Aziz and B. de Keijzer (Bart)

January 2011
Complexity of Coalition Structure Generation In Proceedings

H. Aziz and B. de Keijzer (Bart)

January 2011
Diffusion in Social Networks with Competing Products In Proceedings

K.R. Apt (Krzysztof) and V. Markakis (Vangelis)

January 2011
Direct Proofs of Order Independence Article

Economics Bulletin, 1(31), 106-115.

K.R. Apt (Krzysztof)

January 2011
A Primer on Strategic Games Book Chapter

K.R. Apt (Krzysztof)

January 2011
Proceedings of the 13th Conference on Theoretical Aspects of Rationality and Knowledge (TARK-2011) Proceedings

January 2011
Lectures in Game Theory for Computer Scientists Book

January 2011
Simulation-based performance analysis of channel-based coordination models In Proceedings

C. Verhoef (Chretien), C. Krause (born Köhler) (Christian), O.M. Kanters (Oscar) and R.D. van der Mei (Rob)

January 2011
Polling models with multi-phase gated service Article

Annals of Operations Research

R.D. van der Mei (Rob) and A. Roubos

January 2011
Modeling Just-in-Time Communication On the Optimal Resource Utilization in Distributed Real-Time Multimedia Applications Article

Multimedia Tools and Applications

R. Yang (Ran), R.D. van der Mei (Rob), D. Roubos, F.J. Seinstra and H. Bal

January 2011
Applications of polling systems Article

Surveys in Operations Research and Management Science, 67-82.

M.A.A. Boon (Marko), R.D. van der Mei (Rob) and E.M.M. Winands

January 2011
Optimal resource allocation for time-reservation systems Article

Performance Evaluation, 414-428.

R. Yang (Ran), S. Bhulai (Sandjai), R.D. van der Mei (Rob) and F.J. Seinstra

January 2011
Queueing networks with a single shared server Article

ACM SIGMETRICS Performance Evaluation Review, 39(2), 44-46.

M.A.A. Boon (Marko), R.D. van der Mei (Rob) and E.M.M. Winands

January 2011
Context-free languages, coalgebraically. In Proceedings

J. Winter (Joost), M.M. Bonsangue (Marcello) and J.J.M.M. Rutten (Jan)

January 2011
Optimal resource allocation in synchronized multi-tier Internet services Article

Performance Evaluation, 1072-1084.

C. Verhoef (Chretien), S. Bhulai (Sandjai) and R.D. van der Mei (Rob)

January 2011
Structural properties of the optimal resource allocation for single-queue systems Article

Annals of Operations Research

R. Yang (Ran), S. Bhulai (Sandjai) and R.D. van der Mei (Rob)

January 2011
Optimal resource allocation for multi-queue systems with a shared server pool Article

Queueing Systems, 133-163.

R. Yang (Ran), S. Bhulai (Sandjai) and R.D. van der Mei (Rob)

January 2011
Detectability of sprites above lightning storms on the giant planets In Proceedings

D. Dubrovin, Y. Yair, Y. Takahashi, C. Price, S. Nijdam (Sander), E.M. van Veldhuizen and U. Ebert (Ute)

January 2011
Limitations of NOx removal by pulsed corona reactors In Proceedings

E.A. Filimonova, F.J.C.M. Beckers, W.F.L.M. Hoeben, A.J.M. Pemen, E.J.M. van Heesch and U. Ebert (Ute)

January 2011
Effects of photo- and background ionization on positive streamers In Proceedings

S. Nijdam (Sander), E.M. van Veldhuizen and U. Ebert (Ute)

January 2011
Modeling the evolution of halos and sprites In Proceedings

U. Ebert (Ute) and A. Luque (Alejandro)

January 2011
Understanding electron run-away and hard radiation from streamers and lightning In Proceedings

C. Li (Chao), C. Köhn (Christoph), U. Ebert (Ute) and W. Hundsdorfer (Willem)

January 2011
Sprite discharges on Venus, Jupiter and Saturn: a laboratory investigation in planetary gas mixtures In Proceedings

D. Dubrovin, S. Nijdam (Sander), E.M. van Veldhuizen, U. Ebert (Ute), Y. Yair and C. Price

January 2011
How photo-ionization and background ionization affect streamers and sprites In Proceedings

G. Wormeester (Gideon), S. Nijdam (Sander), A. Luque (Alejandro) and U. Ebert (Ute)

January 2011
Laboratory experiments on the interaction of streamers In Proceedings

S. Nijdam (Sander), E.M. van Veldhuizen and U. Ebert (Ute)

January 2011
Moment matrices, border bases and radical computation Tech Report

B. Mourrain, J.B. Lasserre, M. Laurent (Monique), P. Rostalski and P. Trebuchet (Philippe)

January 2011
Hidden convexity in partially separable optimization Tech Report

A. Ben-Tal (Aharon), D. den Hertog (Dick) and M. Laurent (Monique)

January 2011
On the Lasserre hierarchy of semidefinite programming relaxations of convex polynomial optimization problems Article

SIAM Journal on Optimization, 824-832.

M. Laurent (Monique) and E. de Klerk (Etienne)

January 2011
Streamer simulations with highly accurate transport data In Proceedings

G. Wormeester (Gideon), S. Dujko (Sasa) and U. Ebert (Ute)

January 2011
Modeling hard radiation from streamers and leaders and terrestrial gamma-ray flashes In Proceedings

C. Li (Chao), C. Köhn (Christoph) and U. Ebert (Ute)

January 2011
Experiments on how photo- and background ionization affect positive streamers: oxygen concentration, repetition and radioactivity In Proceedings

S. Nijdam (Sander), E.M. van Veldhuizen and U. Ebert (Ute)

January 2011
On the chromatic number of random geometric graphs Article

Combinatorica, 31(4), 423-488.

C.J.H. McDiarmid (Colin) and T. Müller (Tobias)

January 2011
Sphere and dot product representations of graphs In Proceedings

R.J. Kang (Ross) and T. Müller (Tobias)

January 2011
Integer representations of convex polygon intersection graphs In Proceedings

E.J. van Leeuwen (Erik Jan), J. van Leeuwen (Jan) and T. Müller (Tobias)

January 2011
Frugal, acyclic and star colourings of graphs Article

Discrete Applied Mathematics, 159(16), 1806-1814.

R.J. Kang (Ross) and T. Müller (Tobias)

January 2011
Acyclic edge-colorings of planar graphs Article

SIAM Journal on Discrete Mathematics, 24(2), 463-478.

M. Basavaraju, S. Chandran, N. Cohen, F. Havet and T. Müller (Tobias)

January 2011
Disjoint Hamilton cycles in random geometric graphs Article

Journal of Graph Theory, 68(4), 299-322.

T. Müller (Tobias), X. Perez-Gimenez and N. Wormald

January 2011
Hamilton cycles in random geometric graphs Article

Annals of Applied Probability, 21(3), 1053-1072.

J. Balogh, B. Bollobas, M. Krivelevich, T. Müller (Tobias) and M. Walters

January 2011
The Nature of Prediction (and the Prediction of Nature) Inaugural Lecture

J.E. Frank (Jason)

January 2011
The Researcher’s Guide to the Data Deluge: Querying a Scientific Database in Just a Few Seconds In Proceedings

M.L. Kersten (Martin), S. Idreos (Stratos), S. Manegold (Stefan) and E. Liarou (Erietta)

January 2011
Merging What’s Cracked, Cracking What’s Merged: Adaptive Indexing in Main-Memory Column-Stores In Proceedings

S. Idreos (Stratos), S. Manegold (Stefan), H. Kuno and G. Graefe

January 2011
On the Heston model with stochastic interest rates Article

SIAM Journal on Financial Mathematics, 255-286.

L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)

January 2011
A local Fourier analysis framework for finite-element discretizations of systems of PDEs Article

Numerical Linear Algebra with Applications, 751-774.

S.P. MacLachlan (Scott) and C.W. Oosterlee (Kees)

January 2011
A Fourier-based valuation method for Bermudan and barrier options under Heston's model Article

SIAM Journal on Financial Mathematics, 439-463.

F. Fang and C.W. Oosterlee (Kees)

January 2011
Recent Developments in Social Signal Processing In Proceedings

A.A. Salah (Albert Ali), M. Pantic and A. Vinciarelli

January 2011
Basic Methods for Computing Special Functions Book Chapter

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2011
CWI Self-evaluation 2005-2010 Book

January 2011
Presentation Evaluation Committee "A bird’s-eye view of CWI" Presentation

J.K. Lenstra (Jan Karel)

January 2011
Presentation Evaluation Committee PNA Presentation

R.D. van der Mei (Rob)

January 2011
Presentation Evaluation Committee SEN5 Presentation

D.C.A. Bulterman (Dick)

January 2011
Presentation Evaluation Committee SEN4 Presentation

J.A. La Poutré (Han)

January 2011
Presentation Evaluation Committee SEN3 Presentation

F.S. de Boer (Frank)

January 2011

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