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Disambiguation of "Oosterlee, Cornelis W."

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Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows.

, and . SIAM J. Scientific Computing, 21 (5): 1670-1690 (2000)

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Tim W{\"{u}}rtele

Tim W{\"{u}}rtele

Kent W. Stewart

Tim W{\"{u}}rtele

Dipl.-Ing. W. Halter University of Stuttgart

 

Other publications of authors with the same name

A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions., and . SIAM J. Scientific Computing, 31 (2): 826-848 (2008)A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs., and . SIAM J. Scientific Computing, (2015)On the Heston Model with Stochastic Interest Rates., and . SIAM J. Financial Math., 2 (1): 255-286 (2011)A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system., , , and . J. Comput. Physics, (2018)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 . Concurrency and Computation: Practice and Experience, 26 (9): 1626-1639 (2014)On the Fourier cosine series expansion method for stochastic control problems., , and . Numerical Lin. Alg. with Applic., 20 (4): 598-625 (2013)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)Algebraic Multigrid Solvers for Complex-Valued Matrices., and . SIAM J. Scientific Computing, 30 (3): 1548-1571 (2008)Accurate Evaluation of European and American Options Under the CGMY Process., and . SIAM J. Scientific Computing, 29 (1): 93-117 (2007)