Cornelis W. Oosterlee
Scholar

Cornelis W. Oosterlee

Google Scholar ID: t-BnBPQAAAAJ
Utrecht University, Mathematical Institute
Applied MathematicsNumerical MathematicsScientific computingMultigridComputational Finance
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Citations & Impact
All-time
Citations
6,408
 
H-index
32
 
i10-index
110
 
Publications
20
 
Co-authors
0
 
Contact
No contact links provided.
Publications
2 items
SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs
2025
Cited
0
Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
2025
Cited
0
Resume (English only)
Co-authors
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Co-authors: 0 (list not available)