( en | de | ru )

 

Disambiguation of "Oosterlee, Cornelis W."

Author of the publication

copydeleteadd this publication to your clipboard
Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning.

, , and . CoRR, (2020)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Cornelis Borstlap

Cornelis Dekker

Cornelis Bol

Cornelis Menke

Cornelis Stam

 

Other publications of authors with the same name

On American Options Under the Variance Gamma Process, and . Applied Mathematical Finance, 14 (2): 131--152 (2007)GPU acceleration of the stochastic grid bundling method for early-exercise options., and . Int. J. Comput. Math., 92 (12): 2433-2454 (2015)Acceleration of option pricing technique on graphics processing units., and . Concurr. Comput. Pract. Exp., 26 (9): 1626-1639 (2014)Optimally weighted loss functions for solving PDEs with Neural Networks., , and . CoRR, (2020)A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions., and . SIAM J. Sci. Comput., 31 (2): 826-848 (2008)A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs., and . SIAM J. Sci. Comput., (2015)Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning., , and . CoRR, (2020)BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems., , , , , , , , , and 2 other author(s). Int. J. Comput. Math., 96 (10): 1910-1923 (2019)On the Fourier cosine series expansion method for stochastic control problems., , and . Numer. Linear Algebra Appl., 20 (4): 598-625 (2013)AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm., , and . CoRR, (2022)