Browsing by Author Oosterlee, C. W. (Cornelis W.)
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
2018 | On the data-driven COS method | Leitao, Alvaro; Oosterlee, C. W. (Cornelis W.); Ortiz Gracia, Luis; Bohte, Sander M. |
Aug-2017 | Pricing early-exercise and discrete barrier options by Shannon wavelet expansions | Maree, Stef C.; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
Jul-2017 | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |