Full name: Kees Oosterlee
Formal name: Prof.dr.ir. C.W. Oosterlee
Function: Groupleader
Email: C.W.Oosterlee@cwi.nl
Telephone +31(0)20 592 4108
Room: M129
Research groups:
(MAC2) Scientific Computing and Control Theory
Formal name: Prof.dr.ir. C.W. Oosterlee
Function: Groupleader
Email: C.W.Oosterlee@cwi.nl
Telephone +31(0)20 592 4108
Room: M129
Research groups:
(MAC2) Scientific Computing and Control Theory
Research
Applied mathematics, numerical analysis, computational science and engineering, numerical methods for partial differential equations and for integral equations, computational finance, economic decision-making applications, other engineering applications.
Career
| 2010 - | Group leader MAC2 - Scientific Computing and Control Theory |
| 2007 - | Full professor Delft University of Technology |
| 2007 - 2009 | Scientific staff member MAS2 - Scientific Computing and Control Theory |
Selected Academic Activities
| 2010 | Organizer European Multigrid Conference - [EMC] |
| 2010 - | Member innovation committee Platform Wiskunde Nederland |
| 2010 - | Member editorial board Journal Computing and Visualization in Science - [CVS] |
| 2009 | Program chair Woudschoten Conference |
| 2008 - | Member editorial board Journal Journal of Computational Finance |
| 2008 - 2010 | Teacher Oxford University, Oxford, UK |
| 2007 | Visiting professor / Researcher Hitotsubashi University, Tokyo |
| 2007 - 2009 | Member organizing committee Copper Mountain Conference |
| 2006 - | Member editorial board Journal SIAM Journal on Scientific Computing, Mathematical Modelling and Applied Computing |
| 2005 | Organizer |
Selected Publications
| C. Rodrigo, F.J. Gaspar, C.W. Oosterlee, I. Yavneh. Accuracy measures and Fourier analysis for the full multigrid algorithm. SIAM Journal on Scientific Computing 32, 3108–3129, 2010. |
| F. Fang, C.W. Oosterlee. Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions. Numerische Mathematik 114, 27–62, 2009. |
| X. Huang, C.W. Oosterlee. Adaptive integration for multi-factor portfolio credit loss models. Journal of Computational and Applied Mathematics 231, 506–516, 2009. |
| S.P. MacLachlan, C.W. Oosterlee. Algebraic multigrid solvers for complex-valued matrices. SIAM Journal on Scientific Computing 30, 1548–1571, 2008. |
| F. Fang, C.W. Oosterlee. A novel pricing method for European options based on Fourier-cosine series expansions. SIAM Journal on Scientific Computing 31, 826–848, 2008. |
