Full name: Marjon Ruijter
Formal name: M.J. Ruijter
Function: PhD student
Email: Marjon.Ruijter@cwi.nl
Room: L141
Research groups: Scientific Computing
Formal name: M.J. Ruijter
Function: PhD student
Email: Marjon.Ruijter@cwi.nl
Room: L141
Research groups: Scientific Computing
Career
| 2013 - | Scientific staff member SC - Scientific computing |
| 2010 - 2013 | PhD student MAC2 - Scientific Computing and Control Theory |
| 2009 - 2010 | WPO MAC2 - Scientific Computing and Control Theory |
Recent Publications
| M.J. Ruijter, C.W. Oosterlee. The COS method for pricing options under uncertain volatility. Springer Proceedings in Mathematics & Statistics, Springer Proceedigs in Mathematics & Statistics 19, 95–113, 2012. |
| M.J. Ruijter, C.W. Oosterlee. Two-dimensional Fourier cousine series expansion method for pricing financial options. SIAM Journal on Scientific Computing 34, B642–B671, 2012. |
