List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| BENCHOP -- the benchmarking project in option pricing International Journal of Computer Mathematics | 2016-04-29 | Paper |
| Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance Applied Numerical Mathematics | 2016-03-09 | Paper |
| Efficient numerical Fourier methods for coupled forward-backward SDEs Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
| A Fourier cosine method for an efficient computation of solutions to BSDEs SIAM Journal on Scientific Computing | 2015-06-09 | Paper |
| On the Fourier cosine series expansion method for stochastic control problems. Numerical Linear Algebra with Applications | 2014-11-25 | Paper |
| The COS method for pricing options under uncertain volatility Topics in Numerical Methods for Finance | 2014-09-29 | Paper |
| Two-dimensional Fourier cosine series expansion method for pricing financial options SIAM Journal on Scientific Computing | 2013-01-24 | Paper |
Research outcomes over time
This page was built for person: M. J. Ruijter
