Author/Creator: Oosterlee, Cornelis W - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Oosterlee, Cornelis W

1. On the wavelet-based SWIFT method for backward stochastic differential equations. (9th July 2017)

Authors:: Chau, Ki Wai; Oosterlee, Cornelis W
Journal:: IMA journal of numerical analysis
Issue:: Volume 38:Number 2(2018)
Page Start:: 1051
Record Type:: Journal Article
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2. Portfolio risk and the quantum majorization of correlation matrices. (2nd June 2020)

Authors:: Fontanari, Andrea; Eliazar, Iddo; Cirillo, Pasquale; Oosterlee, Cornelis W
Journal:: IMA journal of management mathematics
Issue:: Volume 32:Number 3(2021)
Page Start:: 257
Record Type:: Journal Article
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