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Disambiguation of "Oosterlee, Cornelis W."

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GPU acceleration of the stochastic grid bundling method for early-exercise options.

, and . Int. J. Comput. Math., 92 (12): 2433-2454 (2015)

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Cornelis Borstlap

Cornelis Dekker

Cornelis Menke

Cornelis Bol

Cornelis Stam

 

Other publications of authors with the same name

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)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)Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning., , and . CoRR, (2020)Energy-stable discretization of the one-dimensional two-fluid model., , , , and . CoRR, (2023)AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm., , and . CoRR, (2022)Reduced order modeling for parameterized time-dependent PDEs using spatially and memory aware deep learning., , and . J. Comput. Sci., (2021)On the Heston Model with Stochastic Interest Rates., and . SIAM J. Financial Math., 2 (1): 255-286 (2011)On the Fourier cosine series expansion method for stochastic control problems., , and . Numer. Linear Algebra Appl., 20 (4): 598-625 (2013)Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options., and . SIAM J. Sci. Comput., (2012)