Full name: Marjon Ruijter
Formal name: M.J. Ruijter
Function: PhD student
Email: Marjon.Ruijter@cwi.nl
Telephone +31(0)20 592 4247
Room: L141
Research groups:
(MAC2) Scientific Computing and Control Theory
Formal name: M.J. Ruijter
Function: PhD student
Email: Marjon.Ruijter@cwi.nl
Telephone +31(0)20 592 4247
Room: L141
Research groups:
(MAC2) Scientific Computing and Control Theory
Career
| 2010 - | 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. |
