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C

Cornelis W. Oosterlee

Utrecht University

39H指数
407论文数
7.0K被引数
收录论文 54
发表时间
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SigMA: Path signatures and multi-head attention for learning parameters in fBm-driven SDEsSigMA: 路径签名和多头注意力用于学习fBm驱动的SDEs中的参数
errNeurocomputing
IF6.5
err2026-03-27
err0
PREAI
errXianglin Wu; Chiheb Ben Hammouda; Cornelis W. Oosterlee
err分享
err收藏
Modeling and replication of the prepayment option of mortgages including behavioral uncertainty☆
errJournal of Computational and Applied Mathematics
IF2.6
err2025-11-01
err0
PREAI
errPerotti, Leonardo; Grzelak, Lech A.; Oosterlee, Cornelis W.
err分享
err收藏
On the Hull-White model with volatility smile for Valuation Adjustments关于带波动率微笑的Hull-White模型对估值调整的研究
errQUANTITATIVE FINANCE
IF1.4
err2025-10-01
err0
PREAI
errvan der Zwaard, T.; Grzelak, L. A.; Oosterlee, C. W.
err分享
err收藏
The deep latent space particle filter for real-time data assimilation with uncertainty quantification
errSCIENTIFIC REPORTS
IF3.9
err2024-08-21
err0
errOAAI
errMucke, Nikolaj T.; Bohte, Sander M.; Oosterlee, Cornelis W.
err分享
err收藏
Energy-stable discretization of the one-dimensional two-fluid model一维两流体模型的能量稳定离散化
errINTERNATIONAL JOURNAL OF MULTIPHASE FLOW
IF3.8
err2024-04-01
err0
errOAAI
errBuist, J. F. H.; Sanderse, B.; Dubinkina, S.; Oosterlee, C. W.; Henkes, R. A. W. M.
err分享
err收藏
A deep learning-based Monte Carlo simulation scheme for stochastic differential equations driven by fractional Brownian motion
errNEUROCOMPUTING
IF6.5
err2024-03-01
err2
errOAAI
errGao, Fei; Oosterlee, Cornelis W.; Zhang, Jiangshe
err分享
err收藏
AIDA: Analytic isolation and distance-based anomaly detection algorithmAIDA: 基于解析隔离和距离的异常检测算法
errPATTERN RECOGNITION
IF7.6
err2023-09-01
err7
errOAAI
errArias, Luis Antonio Souto; Oosterlee, Cornelis W.; Cirillo, Pasquale
err分享
err收藏
A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning使用生成式深度学习的概率数字孪生用于供水网络中的泄漏定位
errSENSORS
IF3.5
err2023-07-05
err8
errOAAI
errMucke, Nikolaj T.; Pandey, Prerna; Jain, Shashi; Bohte, Sander M.; Oosterlee, Cornelis W.
err分享
err收藏
CONVERGENCE OF A ROBUST DEEP FBSDE METHOD FOR STOCHASTIC CONTROL
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2023-02-23
err4
errOAAI
errAndersson, Kristoffer; Andersson, Adam; Oosterlee, C. W.
err分享
err收藏
Relevance of Wrong-Way Risk in Funding Valuation Adjustments
errFINANCE RESEARCH LETTERS
IF6.9
err2022-10-01
err1
errOAAI
errvan der Zwaard, Thomas; Grzelak, Lech A.; Oosterlee, Cornelis W.
err分享
err收藏
Valuation of electricity storage contracts using the COS method
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-12-01
err2
errOAAI
errBoonstra, Boris C.; Oosterlee, CornelisW.
err分享
err收藏
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-11-01
err12
errOAAI
errAndersson, Kristoffer; Oosterlee, Cornelis W.
err分享
err收藏
Deep learning for CVA computations of large portfolios of financial derivatives
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-11-01
err7
errOAAI
errAndersson, Kristoffer; Oosterlee, Cornelis W.
err分享
err收藏
Corrigendum to Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-10-01
err1
errOAAI
errSalvador, Beatriz; Oosterlee, Cornelis W.
err分享
err收藏
On a Multigrid Method for Tempered Fractional Diffusion Equations
errFRACTAL AND FRACTIONAL
IF3.3
err2021-09-29
err4
errOAAI
errBu, Linlin; Oosterlee, Cornelis W.
err分享
err收藏
Reduced order modeling for parameterized time-dependent PDEs using spatially and memory aware deep learning
errnature computational science
IF3.7
err2021-07-01
err36
errOAAI
errMucke, Nikolaj T.; Bohte, Sander M.; Oosterlee, Cornelis W.
err分享
err收藏
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-02-01
err4
errOAAI
errSalvador, Beatriz; Oosterlee, Cornelis W.
err分享
err收藏
A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-02-01
err3
errOAAI
errvan der Zwaard, Thomas; Grzelak, Lech A.; Oosterlee, Cornelis W.
err分享
err收藏
Generalization in fully-connected neural networks for time series forecasting
errnature computational science
IF3.7
err2019-09-01
err29
errOAAI
errBorovykh, Anastasia; Oosterlee, Cornelis W.; Bohte, Sander M.
err分享
err收藏
ON LOCAL FOURIER ANALYSIS OF MULTIGRID METHODS FOR PDEs WITH JUMPING AND RANDOM COEFFICIENTS
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2019-05-02
err19
errOAAI
errKumar, Prashant; Rodrigo, Carmen; Gaspar, Francisco J.; Oosterlee, Cornelis W.
err分享
err收藏

研究方向

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F
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