- methods. CRC Press. p. 17. ISBN 978-1-58488-492-7. U. Trottenberg; C. W.
Oosterlee; A. Schüller (2001). Multigrid.
Academic Press. ISBN 978-0-12-701070-0...
-
Natural Extension to
Negative Rates". SSRN 2557046. Grzelak, Lech A.;
Oosterlee,
Cornelis W. (February 2017) [2016-07-04]. "From
arbitrage to arbitrage-free...
-
Heston model with
stochastic interest rates was
given by
Grzelak and
Oosterlee. An
expression of the
characteristic function of the
Heston model that...
-
together with Piet
Oosterlee and
Geurt van der Zalm were
caught by the
Germans while they were
preparing crossing the river.
Oosterlee was shot when he...
-
series of reciprocals". arXiv:math/0506415. Luis Ortiz-Gracia;
Cornelis W.
Oosterlee (2016). "A
highly efficient Shannon wavelet inverse Fourier technique...
- Springer-Verlag. L.A. Grzelak, J.A.S. Witteveen, M. Suarez, and C.W.
Oosterlee. The
stochastic collocation Monte Carlo sampler:
Highly efficient sampling...
- methods. CRC Press. p. 17. ISBN 1-58488-492-4. U. Trottenberg; C. W.
Oosterlee; A. Schüller (2001). Multigrid.
Academic Press. ISBN 0-12-701070-X. Yu...
- Convolutions". arXiv:1511.07122 [cs.CV]. Borovykh, Anastasia; Bohte, Sander;
Oosterlee,
Cornelis W. (2018-09-17). "Conditional Time
Series Forecasting with Convolutional...
- Risk". GARP Risk Review.
Patrik Karlsson,
Shashi Jain. and
Cornelis W.
Oosterlee (2016). "Credit
Exposures for
Interest Rate
Derivatives using the Stochastic...
-
GMRES to the non-linear case; a
similar result was
found by
Washio and
Oosterlee. Moreover,
several equivalent or
nearly equivalent methods have been independently...
