Oosterlee, Cornelis Willebrordus 1967-
Oosterlee, C.W. (Cornelis Willebrordus), 1967-
Oosterlee, C. W. (Cornelis W.)
Oosterlee, Cornelis
Oosterlee, Cornelis W.
Oosterlee, C. W., 1967-
Oosterlee, C.W.
Cornelis (Kees) Willebrordus Oosterlee Ph.D. Technische Universiteit Delft 1993
VIAF ID: 17438932 ( Personal )
Permalink: http://viaf.org/viaf/17438932
Preferred Forms
- 100 0 _ ‡a Cornelis (Kees) Willebrordus Oosterlee ‡c Ph.D. Technische Universiteit Delft 1993
- 200 _ | ‡a Oosterlee ‡b Cornelis
- 100 1 _ ‡a Oosterlee, C. W. ‡q (Cornelis W.)
- 100 1 _ ‡a Oosterlee, C. W. ‡q (Cornelis W.)
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- 100 1 _ ‡a Oosterlee, Cornelis
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- 100 1 _ ‡a Oosterlee, Cornelis Willebrordus ‡d 1967-
- 100 1 _ ‡a Oosterlee, Cornelis Willebrordus ‡d 1967-
4xx's: Alternate Name Forms (15)
5xx's: Related Names (3)
- 510 2 _ ‡a Centrum voor Wiskunde en Informatica ‡g Amsterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Technische Universiteit Delft ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universiteit Utrecht ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Acceleration of option pricing technique on graphics processing units | |
Adaptive integration for multi-factor portfolio credit loss models | |
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model : a comparitive study | |
Efficient option pricing with multi-factor equity-interest rate hybrid models | |
Efficient pricing of Asian options under Lévy processes based on Fourier cosine expansions | |
Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process | |
Experiences with robust parallel multilevel preconditioners for the BICGSTAB | |
Extending the BEM for elastic contact problems beyond the half-space approach | |
A fast nonlinear conjugate gradient based method for 3D frictional contact problems | |
Generalized data regression models for random loss-given-default. | |
Mathematical modeling and computation in finance : with exercises and python and matlab computer codes | |
Met sprongen : intreerede TU Delft, 01.10.2008 | |
Multi-asset option pricing using a parallel Fourier-based technique | |
Multigrid | |
Multilevel solvers for stochastic fluid flows | |
The numerical solution of steady incompressible Navier-Stokes equations with local refinement on parallel computers | |
On coordinate transformation and grid stretching for sparse grid pricing of basket options | |
On cross-currency models with stochastic volatility and correlated interest rates | |
On the robustness of a Multiple Semi-coarsened Grid method | |
Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions | |
Robust multigrid methods for the steady and unsteady incompressible Navier-Stokes equations in general coordinates | |
Saddlepoint approximations for expectations | |
Scientific Computing (wi4201). | |
Shifted Laplace preconditioners for the Helmholtz equations |