Cornelis W. Oosterlee

Orcid: 0000-0002-7322-4094

Affiliations:
  • Delft University of Technology, Netherlands


According to our database1, Cornelis W. Oosterlee authored at least 112 papers between 1993 and 2025.

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Bibliography

2025
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.
Math. Comput. Simul., 2025

The Heston-Queue-Hawkes process: A new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions.
J. Comput. Appl. Math., 2025

2024
A deep learning-based Monte Carlo simulation scheme for stochastic differential equations driven by fractional Brownian motion.
Neurocomputing, March, 2024

The Deep Latent Space Particle Filter for Real-Time Data Assimilation with Uncertainty Quantification.
CoRR, 2024

Parallel-in-Time Iterative Methods for Pricing American Options.
CoRR, 2024

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.
CoRR, 2024

A parallel preconditioner for the all-at-once linear system from evolutionary PDEs with Crank-Nicolson discretization.
CoRR, 2024

2023
Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications.
Comput. Math. Appl., October, 2023

AIDA: Analytic isolation and distance-based anomaly detection algorithm.
Pattern Recognit., September, 2023

A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning.
Sensors, July, 2023

Evaluation of integrals with fractional Brownian motion for different Hurst indices.
Int. J. Comput. Math., April, 2023

Convergence of a Robust Deep FBSDE Method for Stochastic Control.
SIAM J. Sci. Comput., February, 2023

Energy-stable discretization of the one-dimensional two-fluid model.
CoRR, 2023

GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations.
CoRR, 2023

2022
Optimally weighted loss functions for solving PDEs with Neural Networks.
J. Comput. Appl. Math., 2022

Solution of integrals with fractional Brownian motion for different Hurst indices.
CoRR, 2022

2021
Reduced order modeling for parameterized time-dependent PDEs using spatially and memory aware deep learning.
J. Comput. Sci., 2021

The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions.
CoRR, 2021

Energy-conserving formulation of the two-fluid model for incompressible two-phase flow in channels and pipes.
CoRR, 2021

Monte Carlo Simulation of SDEs using GANs.
CoRR, 2021

A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting.
Appl. Math. Comput., 2021

Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model".
Appl. Math. Comput., 2021

Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model.
Appl. Math. Comput., 2021

Valuation of electricity storage contracts using the COS method.
Appl. Math. Comput., 2021

Deep learning for CVA computations of large portfolios of financial derivatives.
Appl. Math. Comput., 2021

A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options.
Appl. Math. Comput., 2021

2020
Dronesurance: Using AI Models to Predict Drone Damage for Insurance Policies.
ERCIM News, 2020

On high-order schemes for tempered fractional partial differential equations.
CoRR, 2020

The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations.
CoRR, 2020

On Calibration Neural Networks for extracting implied information from American options.
CoRR, 2020

2019
On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients.
SIAM J. Sci. Comput., 2019

<i>Rolling Adjoints</i>: Fast Greeks along Monte Carlo scenarios for early-exercise options.
J. Comput. Sci., 2019

Generalization in fully-connected neural networks for time series forecasting.
J. Comput. Sci., 2019

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems.
Int. J. Comput. Math., 2019

Approximation of insurance liability contracts using radial basis functions.
Int. J. Comput. Math., 2019

Quantifying credit portfolio losses under multi-factor models.
Int. J. Comput. Math., 2019

Stochastic grid bundling method for backward stochastic differential equations.
Int. J. Comput. Math., 2019

Exploration of a Cosine Expansion Lattice Scheme.
CoRR, 2019

A neural network-based framework for financial model calibration.
CoRR, 2019

Generalisation in fully-connected neural networks for time series forecasting.
CoRR, 2019

Pricing options and computing implied volatilities using neural networks.
CoRR, 2019

2018
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models.
SIAM J. Financial Math., 2018

Monolithic multigrid method for the coupled Stokes flow and deformable porous medium system.
J. Comput. Phys., 2018

A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system.
J. Comput. Phys., 2018

The COS method for option valuation under the SABR dynamics.
Int. J. Comput. Math., 2018

On the data-driven COS method.
Appl. Math. Comput., 2018

2017
Uzawa Smoother in Multigrid for the Coupled Porous Medium and Stokes Flow System.
SIAM J. Sci. Comput., 2017

Pricing early-exercise and discrete barrier options by Shannon wavelet expansions.
Numerische Mathematik, 2017

On an Uzawa smoother in multigrid for poroelasticity equations.
Numer. Linear Algebra Appl., 2017

On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options.
Appl. Math. Comput., 2017

2016
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options.
SIAM J. Sci. Comput., 2016

Efficient numerical Fourier methods for coupled forward-backward SDEs.
J. Comput. Appl. Math., 2016

2015
A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs.
SIAM J. Sci. Comput., 2015

A fast nonlinear conjugate gradient based method for 3D concentrated frictional contact problems.
J. Comput. Phys., 2015

BENCHOP - The BENCHmarking project in option pricing.
Int. J. Comput. Math., 2015

GPU acceleration of the stochastic grid bundling method for early-exercise options.
Int. J. Comput. Math., 2015

Editorial.
Int. J. Comput. Math., 2015

Pricing Bermudan options under Merton jump-diffusion asset dynamics.
Int. J. Comput. Math., 2015

Multigrid method for nonlinear poroelasticity equations.
Comput. Vis. Sci., 2015

The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks.
Appl. Math. Comput., 2015

2014
A Simple and Efficient Segregated Smoother for the Discrete Stokes Equations.
SIAM J. Sci. Comput., 2014

Multigrid with FFT smoother for a simplified 2D frictional contact problem.
Numer. Linear Algebra Appl., 2014

Acceleration of option pricing technique on graphics processing units.
Concurr. Comput. Pract. Exp., 2014

Efficient VaR and Expected Shortfall computations for nonlinear portfolios within the delta-gamma approach.
Appl. Math. Comput., 2014

2013
Robust Pricing of European Options with Wavelets and the Characteristic Function.
SIAM J. Sci. Comput., 2013

Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions.
SIAM J. Financial Math., 2013

On the Fourier cosine series expansion method for stochastic control problems.
Numer. Linear Algebra Appl., 2013

Fast solvers for simulation, inversion, and control of wave propagation problems.
Numer. Linear Algebra Appl., 2013

2012
Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options.
SIAM J. Sci. Comput., 2012

An ENO-Based Method for Second-Order Equations and Application to the Control of Dike Levels.
J. Sci. Comput., 2012

Computational methods for PDEs in finance.
Int. J. Comput. Math., 2012

Pricing high-dimensional Bermudan options using the stochastic grid method.
Int. J. Comput. Math., 2012

2011
Saddlepoint Approximations for Expectations and an Application to CDO Pricing.
SIAM J. Financial Math., 2011

On the Heston Model with Stochastic Interest Rates.
SIAM J. Financial Math., 2011

A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model.
SIAM J. Financial Math., 2011

Local Fourier analysis for multigrid with overlapping smoothers applied to systems of PDEs.
Numer. Linear Algebra Appl., 2011

GPU implementation of a Helmholtz Krylov solver preconditioned by a shifted Laplace multigrid method.
J. Comput. Appl. Math., 2011

Special issue in computing and visualization in science (CVS), related to the European multigrid conference, EMG 2010.
Comput. Vis. Sci., 2011

2010
Accuracy Measures and Fourier Analysis for the Full Multigrid Algorithm.
SIAM J. Sci. Comput., 2010

A geometric multigrid method based on L-shaped coarsening for PDEs on stretched grids.
Numer. Linear Algebra Appl., 2010

2009
Pricing early-exercise and discrete barrier options by fourier-cosine series expansions.
Numerische Mathematik, 2009

A multigrid-based shifted Laplacian preconditioner for a fourth-order Helmholtz discretization.
Numer. Linear Algebra Appl., 2009

Adaptive integration for multi-factor portfolio credit loss models.
J. Comput. Appl. Math., 2009

Fast Pricing of Hybrid Derivative Products.
ERCIM News, 2009

Improving Banks' Credit Risk Management.
ERCIM News, 2009

Option pricing with COS method on graphics processing units.
Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

2008
Algebraic Multigrid Solvers for Complex-Valued Matrices.
SIAM J. Sci. Comput., 2008

A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes.
SIAM J. Sci. Comput., 2008

A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions.
SIAM J. Sci. Comput., 2008

Distributive smoothers in multigrid for problems with dominating grad-div operators.
Numer. Linear Algebra Appl., 2008

2007
Multigrid for High-Dimensional Elliptic Partial Differential Equations on Non-equidistant Grids.
SIAM J. Sci. Comput., 2007

Accurate Evaluation of European and American Options Under the CGMY Process.
SIAM J. Sci. Comput., 2007

A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation.
J. Comput. Phys., 2007

Preface.
J. Comput. Phys., 2007

Greedy Tikhonov regularization for large linear ill-posed problems.
Int. J. Comput. Math., 2007

A Fast Method for Pricing Early-Exercise Options with the FFT.
Proceedings of the Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27, 2007

2006
A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems.
SIAM J. Sci. Comput., 2006

Multigrid Methods for the Stokes System.
Comput. Sci. Eng., 2006

2004
A systematic comparison of coupled and distributive smoothing in multigrid for the poroelasticity system.
Numer. Linear Algebra Appl., 2004

An Efficient Multigrid Solver based on Distributive Smoothing for Poroelasticity Equations.
Computing, 2004

2003
A Genetic Search for Optimal Multigrid Components Within a Fourier Analysis Setting.
SIAM J. Sci. Comput., 2003

2001
On Three-Grid Fourier Analysis for Multigrid.
SIAM J. Sci. Comput., 2001

2000
Fourier Analysis of GMRES(<i>m</i>) Preconditioned by Multigrid.
SIAM J. Sci. Comput., 2000

Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows.
SIAM J. Sci. Comput., 2000

Error analysis for a potential problem on locally refined grids.
Numerische Mathematik, 2000

1998
Flexible Multiple Semicoarsening for Three-Dimensional Singularly Perturbed Problems.
SIAM J. Sci. Comput., 1998

An Evaluation of Parallel Multigrid as a Solver and a Preconditioner for Singularly Perturbed Problems.
SIAM J. Sci. Comput., 1998

1996
Real Applications on the New Parallel System NEC Cenju-3.
Parallel Comput., 1996

1995
A Robust Parallel Solver for 3D Fluid Flow Problems Using a High-Level Communications Library.
Proceedings of the Parallel Computing: State-of-the-Art and Perspectives, 1995

1994
Parallel Multigrid Reesults for Euler Equations and Grid Partitioning into a Large Number of Blocks.
Proceedings of the High-Performance Computing and Networking, 1994

1993
Multigrid Schemes for Time-Dependent Incompressible Navier-Stokes Equations.
IMPACT Comput. Sci. Eng., 1993

A Robust Multigrid Method for a Discretization of the Incompressible Navier-Stokes Equations in General Coordinates.
IMPACT Comput. Sci. Eng., 1993


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