- Achtsis, Nico;
Cools, Ronald;
Nuyens, Dirk.
Conditional sampling for barrier option pricing under the LT method, SIAM Journal on Financial Mathematics, volume 4, issue 1, pages 327-352, 2013
@article{376600,
author = "Achtsis, Nico and Cools, Ronald and Nuyens, Dirk",
title = "Conditional sampling for barrier option pricing under the {LT} method",
journal = "SIAM Journal on Financial Mathematics",
volume = "4",
number = "1",
pages = "327--352",
year = "2013",
doi = "10.1137/110855909",
url = "https://lirias.kuleuven.be/handle/123456789/376600",
}
- Adcock, Ben;
Huybrechs, Daan;
Martin Vacquero, Jesus.
On the numerical stability of Fourier extensions, Foundations of Computational Mathematics, 2013 (Accepted)
@article{399874,
author = "Adcock, Ben and Huybrechs, Daan and Martin Vacquero, Jesus",
title = "On the numerical stability of {F}ourier extensions",
journal = "Foundations of Computational Mathematics",
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/399874",
}
- Asheim, Andreas;
Deaño Cabrera, Alfredo;
Huybrechs, Daan;
Wang, Haiyong.
A Gaussian quadrature rule for oscillatory integrals on a bounded interval, Discrete and Continuous Dynamical Systems, 2013 (Accepted)
@article{399105,
author = "Asheim, Andreas and Dea{\~n}o Cabrera, Alfredo and Huybrechs, Daan and Wang, Haiyong",
title = "A {G}aussian quadrature rule for oscillatory integrals on a bounded interval",
journal = "Discrete and Continuous Dynamical Systems",
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/399105",
}
- Jaluvka, David;
Van den Eynda, Gert;
Vandewalle, Stefan.
Development of a core management tool for MYRRHA, Energy Conversion and Management, 2013 (Accepted)
@article{396030,
author = "Jaluvka, David and Van den Eynda, Gert and Vandewalle, Stefan",
title = "Development of a core management tool for {MYRRHA}",
journal = "Energy Conversion and Management",
month = Mar,
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/396030",
}
- Poppe, Koen;
Cools, Ronald.
CHEBINT: A MATLAB/Octave toolobx for fast multivariate integration and interpolation based on Chebyshev approximations over hypercubes, ACM Transactions on Mathematical Software, volume 40, issue 1, 2013 (Accepted)
@article{395115,
author = "Poppe, Koen and Cools, Ronald",
title = "{CHEBINT}: {A} {MATLAB}/{O}ctave toolobx for fast multivariate integration and interpolation based on {C}hebyshev approximations over hypercubes",
journal = "ACM Transactions on Mathematical Software",
volume = "40",
number = "1",
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/395115",
}
- Vandekerckhove, Steven;
Vandewoestyne, Bart;
De Gersem, Herbert;
Van Den Abeele, Koen;
Vandewalle, Stefan.
Mimetic discretisation and higher order time integration for acoustic, electromagnetic and elastodynamic wave propagation, Journal of Computational and Applied Mathematics, 2013 (Accepted)
@article{390744,
author = "Vandekerckhove, Steven and Vandewoestyne, Bart and De Gersem, Herbert and Van Den Abeele, Koen and Vandewalle, Stefan",
title = "Mimetic discretisation and higher order time integration for acoustic, electromagnetic and elastodynamic wave propagation",
journal = "Journal of Computational and Applied Mathematics",
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/390744",
}
- Wang, Haiyong;
Huybrechs, Daan;
Vandewalle, Stefan.
Explicit barycentric weights for polynomial interpolation in the roots or extrema of classical orthogonal polynomials, Mathematics of Computation, 2013 (Accepted)
@article{399110,
author = "Wang, Haiyong and Huybrechs, Daan and Vandewalle, Stefan",
title = "Explicit barycentric weights for polynomial interpolation in the roots or extrema of classical orthogonal polynomials",
journal = "Mathematics of Computation",
year = "2013",
note = "Accepted",
url = "https://lirias.kuleuven.be/handle/123456789/399110",
}
- Wang, Haiyong;
Zhang, Lun;
Huybrechs, Daan.
Asymptotic expansions and fast computation of oscillatory Hilbert transforms, Numerische Mathematik, volume 123, issue 4, pages 709-743, 2013
@article{373519,
author = "Wang, Haiyong and Zhang, Lun and Huybrechs, Daan",
title = "Asymptotic expansions and fast computation of oscillatory {H}ilbert transforms",
journal = "Numerische Mathematik",
volume = "123",
number = "4",
pages = "709--743",
month = Apr,
year = "2013",
doi = "10.1007/s00211-012-0501-9",
url = "https://lirias.kuleuven.be/handle/123456789/373519",
}
Last update local database Sun May 19 2013 0:18 am; It contains now 9737 items.
