Zoekresultaten
Resultaat 1 - 20 (van 30)
J. Zhao | E.A.H. Vollebregt | C.W. Oosterlee Extending the BEM for elastic contact problems beyond the half-space approach
Non-fictie
Engels | 19 pagina's | Delft University of Technology, Delft | 2015
Gedrukt boek
J. Zhao | E.A.H. Vollebregt | C.W. Oosterlee A fast nonlinear conjugate gradient based method for 3D frictional contact problems
Non-fictie
Engels | 30 pagina's | Delft University of Technology, Delft | 2014
Gedrukt boek
Bowen Zhang | L.A. Grzelak | C.W. Oosterlee Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2011
Gedrukt boek
Bowen Zhang | C.W. Oosterlee An efficient pricing algorithm for swing options based on Fourier cosine expansions
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
Bowen Zhang | C.W. Oosterlee Acceleration of option pricing technique on graphics processing units
Non-fictie
Engels | 17 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee On cross-currency models with stochastic volatility and correlated interest rates
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
X. Huang | C.W. Oosterlee Saddlepoint approximations for expectations
Non-fictie
Engels | 16 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee On the Heston model with stochastic interest rates
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee | S. van Weeren Efficient option pricing with multi-factor equity-interest rate hybrid models
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
F. Fang | C.W. Oosterlee Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
F. Fang | C.W. Oosterlee On an option pricing method based on Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
X. Huang | C.W. Oosterlee Generalized beta regression models for random loss-given-default
Non-fictie
Engels | 22 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
H. Bin Zubair | S.P. MacLachlan | C.W. Oosterlee A geometric multigrid method based on L-shaped coarsening for PDEs on stretched grids
Non-fictie
Engels | 23 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee | S. van Weeren Extension of stochastic volatility models with Hull-White interest rate process
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
X. Huang | C.W. Oosterlee Adaptive integration for multi-factor portfolio credit loss models
Non-fictie
Engels | 26 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek
C.C.W. Leentvaar | C.W. Oosterlee Multi-asset option pricing using a parallel Fourier-based technique
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek
X. Huang | C.W. Oosterlee | M.A.M. Mesters Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model
a comparitive study
Non-fictie
Engels | 17 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek
C.C.W. Leentvaar | C.W. Oosterlee On coordinate transformation and grid stretching for sparse grid pricing of basket options
Non-fictie
Engels | 20 pagina's | Delft University of Technology, Delft | 2006
Gedrukt boek
H. Bin Zubair | C.W. Oosterlee | R. Wienands Multigrid for high dimensional elliptic partial differential equations on non-equidistant grids
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2006
Gedrukt boek