Publicaciones en las que colabora con Cornelis W. Oosterlee (3)

2019

  1. The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions

    Quantitative Finance, Vol. 19, Núm. 2, pp. 339-356

2018

  1. Uncertainty quantification and Heston model

    Journal of Mathematics in Industry, Vol. 8, Núm. 1

2017

  1. Uncertainty Quantification and Heston Model

    Progress in industrial mathematics at ECMI 2016 (Springer Suiza), pp. 153-160