Hasil Pencarian - Cornelis W. Oosterlee

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  1. 1
    On a Multigrid Method for Tempered Fractional Diffusion Equations

    On a Multigrid Method for Tempered Fractional Diffusion Equations oleh Linlin Bu, Cornelis W. Oosterlee

    Diterbitkan 2021-09-01
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  2. 2
    Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II

    Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II oleh Fabien Le Floc’h, Cornelis W. Oosterlee

    Diterbitkan 2019-03-01
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  3. 3
    The deep latent space particle filter for real-time data assimilation with uncertainty quantification

    The deep latent space particle filter for real-time data assimilation with uncertainty quantification oleh Nikolaj T. Mücke, Sander M. Bohté, Cornelis W. Oosterlee

    Diterbitkan 2024-08-01
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  4. 4
    Pricing Options and Computing Implied Volatilities using Neural Networks

    Pricing Options and Computing Implied Volatilities using Neural Networks oleh Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohte

    Diterbitkan 2019-02-01
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  5. 5
    The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations

    The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations oleh Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee

    Diterbitkan 2022-02-01
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  6. 6
    An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA

    An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA oleh Ki Wai Chau, Jok Tang, Cornelis W. Oosterlee

    Diterbitkan 2020-02-01
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  7. 7
    European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks

    European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks oleh Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer

    Diterbitkan 2020-08-01
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  8. 8
    Estimation of reinforced urn processes under left-truncation and right-censoring

    Estimation of reinforced urn processes under left-truncation and right-censoring oleh Luis A. Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee

    Diterbitkan 2023-03-01
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  9. 9
    A Full Multigrid Method for Linear Complementarity Problems arising from Elastic Normal Contact Problems

    A Full Multigrid Method for Linear Complementarity Problems arising from Elastic Normal Contact Problems oleh Jing Zhao, Edwin A.H. Vollebregt, Cornelis W. Oosterlee

    Diterbitkan 2014-04-01
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  10. 10
    Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks

    Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks oleh Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer

    Diterbitkan 2020-12-01
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  11. 11
    Extending the BEM for Elastic Contact Problems Beyond the Half-Space Approach

    Extending the BEM for Elastic Contact Problems Beyond the Half-Space Approach oleh Jing Zhao, Edwin A.H. Vollebregt, Cornelis W. Oosterlee

    Diterbitkan 2016-01-01
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  12. 12
    Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield

    Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield oleh Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee

    Diterbitkan 2020-09-01
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  13. 13
    A neural network-based framework for financial model calibration

    A neural network-based framework for financial model calibration oleh Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee

    Diterbitkan 2019-09-01
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  14. 14
    A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning

    A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning oleh Nikolaj T. Mücke, Prerna Pandey, Shashi Jain, Sander M. Bohté, Cornelis W. Oosterlee

    Diterbitkan 2023-07-01
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  15. 15
    Uncertainty quantification and Heston model

    Uncertainty quantification and Heston model oleh María Suárez-Taboada, Jeroen A. S. Witteveen, Lech A. Grzelak, Cornelis W. Oosterlee

    Diterbitkan 2018-07-01
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