Model-free stochastic collocation for an arbitrage-free implied volatility: Part I View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2019-02-22

AUTHORS

Fabien Le Floc’h, Cornelis W. Oosterlee

ABSTRACT

This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint calibration of the constant maturity swap convexity adjustments with the interest rate swaptions smile. To conclude, we explore some limitations of the stochastic collocation technique. More... »

PAGES

1-36

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10203-019-00238-x

DOI

http://dx.doi.org/10.1007/s10203-019-00238-x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1112305285


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1402", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Applied Economics", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/14", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Economics", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Delft University of Technology", 
          "id": "https://www.grid.ac/institutes/grid.5292.c", 
          "name": [
            "Delft Institute of Applied Mathematics, TU Delft, Delft, The Netherlands"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Le Floc\u2019h", 
        "givenName": "Fabien", 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Centrum Wiskunde and Informatica", 
          "id": "https://www.grid.ac/institutes/grid.6054.7", 
          "name": [
            "Delft Institute of Applied Mathematics, TU Delft, Delft, The Netherlands", 
            "CWI-Centrum Wiskunde & Informatica, Amsterdam, The Netherlands"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Oosterlee", 
        "givenName": "Cornelis W.", 
        "type": "Person"
      }
    ], 
    "citation": [
      {
        "id": "https://doi.org/10.1145/362991.363039", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1000514078"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1145/210089.210111", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1000588934"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/14697680902849361", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005863760"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1145/355637.355643", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1006877075"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1540-6261.2004.00637.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1016434688"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0021-9045(68)90039-7", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1018566569"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1090/s0025-5718-1989-0962209-1", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1020905226"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/wilm.10395", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1021603551"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/b978-075066942-9.50011-x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1038110998"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/wilm.10290", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1043010744"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/00949655.2016.1139582", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1052934068"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/wilm.42820030211", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1054481603"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/qmath/12.1.61", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1059987104"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/6.2.327", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060005590"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/9.1.69", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060005688"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0714060", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062852452"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0720057", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062852945"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0730004", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062853784"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0904045", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062855635"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1287/mnsc.1090.1065", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064715088"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.18045/zbefri.2015.2.235", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1068561676"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.21314/jcf.2016.316", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1068976827"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.21314/jcf.2016.320", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1068976831"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1090/conm/253/03936", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1089204367"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.4064/cm-2-2-136-137", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1091702089"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1017/cbo9780511804441", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1098700691"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.4314/saaj.v17i1.1", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1100392998"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/00029890.1985.11971554", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1100835318"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.834424", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102213700"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.892287", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102220792"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.1108429", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102248269"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.1694972", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102294855"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://app.dimensions.ai/details/publication/pub.1109491759", 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://app.dimensions.ai/details/publication/pub.1109491759", 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/0470863617", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1109491759"
        ], 
        "type": "CreativeWork"
      }
    ], 
    "datePublished": "2019-02-22", 
    "datePublishedReg": "2019-02-22", 
    "description": "This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint calibration of the constant maturity swap convexity adjustments with the interest rate swaptions smile. To conclude, we explore some limitations of the stochastic collocation technique.", 
    "genre": "research_article", 
    "id": "sg:pub.10.1007/s10203-019-00238-x", 
    "inLanguage": [
      "en"
    ], 
    "isAccessibleForFree": false, 
    "isPartOf": [
      {
        "id": "sg:journal.1313765", 
        "issn": [
          "1129-6569", 
          "1593-8883"
        ], 
        "name": "Decisions in Economics and Finance", 
        "type": "Periodical"
      }
    ], 
    "name": "Model-free stochastic collocation for an arbitrage-free implied volatility: Part I", 
    "pagination": "1-36", 
    "productId": [
      {
        "name": "readcube_id", 
        "type": "PropertyValue", 
        "value": [
          "558133c2faddda01dda3cfae178408c3daa85da35bf11fbd2d3dc7a55e42c610"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/s10203-019-00238-x"
        ]
      }, 
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1112305285"
        ]
      }
    ], 
    "sameAs": [
      "https://doi.org/10.1007/s10203-019-00238-x", 
      "https://app.dimensions.ai/details/publication/pub.1112305285"
    ], 
    "sdDataset": "articles", 
    "sdDatePublished": "2019-04-11T09:37", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000346_0000000346/records_99824_00000005.jsonl", 
    "type": "ScholarlyArticle", 
    "url": "https://link.springer.com/10.1007%2Fs10203-019-00238-x"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s10203-019-00238-x'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s10203-019-00238-x'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s10203-019-00238-x'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s10203-019-00238-x'


 

This table displays all metadata directly associated to this object as RDF triples.

165 TRIPLES      21 PREDICATES      58 URIs      16 LITERALS      5 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/s10203-019-00238-x schema:about anzsrc-for:14
2 anzsrc-for:1402
3 schema:author N8396faf43735430494df6d3306ba4df1
4 schema:citation https://app.dimensions.ai/details/publication/pub.1109491759
5 https://doi.org/10.1002/0470863617
6 https://doi.org/10.1002/wilm.10290
7 https://doi.org/10.1002/wilm.10395
8 https://doi.org/10.1002/wilm.42820030211
9 https://doi.org/10.1016/0021-9045(68)90039-7
10 https://doi.org/10.1016/b978-075066942-9.50011-x
11 https://doi.org/10.1017/cbo9780511804441
12 https://doi.org/10.1080/00029890.1985.11971554
13 https://doi.org/10.1080/00949655.2016.1139582
14 https://doi.org/10.1080/14697680902849361
15 https://doi.org/10.1090/conm/253/03936
16 https://doi.org/10.1090/s0025-5718-1989-0962209-1
17 https://doi.org/10.1093/qmath/12.1.61
18 https://doi.org/10.1093/rfs/6.2.327
19 https://doi.org/10.1093/rfs/9.1.69
20 https://doi.org/10.1111/j.1540-6261.2004.00637.x
21 https://doi.org/10.1137/0714060
22 https://doi.org/10.1137/0720057
23 https://doi.org/10.1137/0730004
24 https://doi.org/10.1137/0904045
25 https://doi.org/10.1145/210089.210111
26 https://doi.org/10.1145/355637.355643
27 https://doi.org/10.1145/362991.363039
28 https://doi.org/10.1287/mnsc.1090.1065
29 https://doi.org/10.18045/zbefri.2015.2.235
30 https://doi.org/10.21314/jcf.2016.316
31 https://doi.org/10.21314/jcf.2016.320
32 https://doi.org/10.2139/ssrn.1108429
33 https://doi.org/10.2139/ssrn.1694972
34 https://doi.org/10.2139/ssrn.834424
35 https://doi.org/10.2139/ssrn.892287
36 https://doi.org/10.4064/cm-2-2-136-137
37 https://doi.org/10.4314/saaj.v17i1.1
38 schema:datePublished 2019-02-22
39 schema:datePublishedReg 2019-02-22
40 schema:description This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint calibration of the constant maturity swap convexity adjustments with the interest rate swaptions smile. To conclude, we explore some limitations of the stochastic collocation technique.
41 schema:genre research_article
42 schema:inLanguage en
43 schema:isAccessibleForFree false
44 schema:isPartOf sg:journal.1313765
45 schema:name Model-free stochastic collocation for an arbitrage-free implied volatility: Part I
46 schema:pagination 1-36
47 schema:productId N7ae71d6ae3a4484f8d6f04a192405d34
48 Ndfc2feec395343228b29a5b5cc53cf3f
49 Ne36c0cf7c330494f918fc429e0103af7
50 schema:sameAs https://app.dimensions.ai/details/publication/pub.1112305285
51 https://doi.org/10.1007/s10203-019-00238-x
52 schema:sdDatePublished 2019-04-11T09:37
53 schema:sdLicense https://scigraph.springernature.com/explorer/license/
54 schema:sdPublisher N126c23ddb85d47f39f5390fda5bd29f8
55 schema:url https://link.springer.com/10.1007%2Fs10203-019-00238-x
56 sgo:license sg:explorer/license/
57 sgo:sdDataset articles
58 rdf:type schema:ScholarlyArticle
59 N126c23ddb85d47f39f5390fda5bd29f8 schema:name Springer Nature - SN SciGraph project
60 rdf:type schema:Organization
61 N5473b53a1fa84565a081f53d877c1808 schema:affiliation https://www.grid.ac/institutes/grid.5292.c
62 schema:familyName Le Floc’h
63 schema:givenName Fabien
64 rdf:type schema:Person
65 N700b2e4408274094b7ab8514dce7bdda rdf:first Nb58fa10d543842cb8509250efdbfaec6
66 rdf:rest rdf:nil
67 N7ae71d6ae3a4484f8d6f04a192405d34 schema:name dimensions_id
68 schema:value pub.1112305285
69 rdf:type schema:PropertyValue
70 N8396faf43735430494df6d3306ba4df1 rdf:first N5473b53a1fa84565a081f53d877c1808
71 rdf:rest N700b2e4408274094b7ab8514dce7bdda
72 Nb58fa10d543842cb8509250efdbfaec6 schema:affiliation https://www.grid.ac/institutes/grid.6054.7
73 schema:familyName Oosterlee
74 schema:givenName Cornelis W.
75 rdf:type schema:Person
76 Ndfc2feec395343228b29a5b5cc53cf3f schema:name doi
77 schema:value 10.1007/s10203-019-00238-x
78 rdf:type schema:PropertyValue
79 Ne36c0cf7c330494f918fc429e0103af7 schema:name readcube_id
80 schema:value 558133c2faddda01dda3cfae178408c3daa85da35bf11fbd2d3dc7a55e42c610
81 rdf:type schema:PropertyValue
82 anzsrc-for:14 schema:inDefinedTermSet anzsrc-for:
83 schema:name Economics
84 rdf:type schema:DefinedTerm
85 anzsrc-for:1402 schema:inDefinedTermSet anzsrc-for:
86 schema:name Applied Economics
87 rdf:type schema:DefinedTerm
88 sg:journal.1313765 schema:issn 1129-6569
89 1593-8883
90 schema:name Decisions in Economics and Finance
91 rdf:type schema:Periodical
92 https://app.dimensions.ai/details/publication/pub.1109491759 schema:CreativeWork
93 https://doi.org/10.1002/0470863617 schema:sameAs https://app.dimensions.ai/details/publication/pub.1109491759
94 rdf:type schema:CreativeWork
95 https://doi.org/10.1002/wilm.10290 schema:sameAs https://app.dimensions.ai/details/publication/pub.1043010744
96 rdf:type schema:CreativeWork
97 https://doi.org/10.1002/wilm.10395 schema:sameAs https://app.dimensions.ai/details/publication/pub.1021603551
98 rdf:type schema:CreativeWork
99 https://doi.org/10.1002/wilm.42820030211 schema:sameAs https://app.dimensions.ai/details/publication/pub.1054481603
100 rdf:type schema:CreativeWork
101 https://doi.org/10.1016/0021-9045(68)90039-7 schema:sameAs https://app.dimensions.ai/details/publication/pub.1018566569
102 rdf:type schema:CreativeWork
103 https://doi.org/10.1016/b978-075066942-9.50011-x schema:sameAs https://app.dimensions.ai/details/publication/pub.1038110998
104 rdf:type schema:CreativeWork
105 https://doi.org/10.1017/cbo9780511804441 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098700691
106 rdf:type schema:CreativeWork
107 https://doi.org/10.1080/00029890.1985.11971554 schema:sameAs https://app.dimensions.ai/details/publication/pub.1100835318
108 rdf:type schema:CreativeWork
109 https://doi.org/10.1080/00949655.2016.1139582 schema:sameAs https://app.dimensions.ai/details/publication/pub.1052934068
110 rdf:type schema:CreativeWork
111 https://doi.org/10.1080/14697680902849361 schema:sameAs https://app.dimensions.ai/details/publication/pub.1005863760
112 rdf:type schema:CreativeWork
113 https://doi.org/10.1090/conm/253/03936 schema:sameAs https://app.dimensions.ai/details/publication/pub.1089204367
114 rdf:type schema:CreativeWork
115 https://doi.org/10.1090/s0025-5718-1989-0962209-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1020905226
116 rdf:type schema:CreativeWork
117 https://doi.org/10.1093/qmath/12.1.61 schema:sameAs https://app.dimensions.ai/details/publication/pub.1059987104
118 rdf:type schema:CreativeWork
119 https://doi.org/10.1093/rfs/6.2.327 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005590
120 rdf:type schema:CreativeWork
121 https://doi.org/10.1093/rfs/9.1.69 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005688
122 rdf:type schema:CreativeWork
123 https://doi.org/10.1111/j.1540-6261.2004.00637.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1016434688
124 rdf:type schema:CreativeWork
125 https://doi.org/10.1137/0714060 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062852452
126 rdf:type schema:CreativeWork
127 https://doi.org/10.1137/0720057 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062852945
128 rdf:type schema:CreativeWork
129 https://doi.org/10.1137/0730004 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062853784
130 rdf:type schema:CreativeWork
131 https://doi.org/10.1137/0904045 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062855635
132 rdf:type schema:CreativeWork
133 https://doi.org/10.1145/210089.210111 schema:sameAs https://app.dimensions.ai/details/publication/pub.1000588934
134 rdf:type schema:CreativeWork
135 https://doi.org/10.1145/355637.355643 schema:sameAs https://app.dimensions.ai/details/publication/pub.1006877075
136 rdf:type schema:CreativeWork
137 https://doi.org/10.1145/362991.363039 schema:sameAs https://app.dimensions.ai/details/publication/pub.1000514078
138 rdf:type schema:CreativeWork
139 https://doi.org/10.1287/mnsc.1090.1065 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064715088
140 rdf:type schema:CreativeWork
141 https://doi.org/10.18045/zbefri.2015.2.235 schema:sameAs https://app.dimensions.ai/details/publication/pub.1068561676
142 rdf:type schema:CreativeWork
143 https://doi.org/10.21314/jcf.2016.316 schema:sameAs https://app.dimensions.ai/details/publication/pub.1068976827
144 rdf:type schema:CreativeWork
145 https://doi.org/10.21314/jcf.2016.320 schema:sameAs https://app.dimensions.ai/details/publication/pub.1068976831
146 rdf:type schema:CreativeWork
147 https://doi.org/10.2139/ssrn.1108429 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102248269
148 rdf:type schema:CreativeWork
149 https://doi.org/10.2139/ssrn.1694972 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102294855
150 rdf:type schema:CreativeWork
151 https://doi.org/10.2139/ssrn.834424 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102213700
152 rdf:type schema:CreativeWork
153 https://doi.org/10.2139/ssrn.892287 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102220792
154 rdf:type schema:CreativeWork
155 https://doi.org/10.4064/cm-2-2-136-137 schema:sameAs https://app.dimensions.ai/details/publication/pub.1091702089
156 rdf:type schema:CreativeWork
157 https://doi.org/10.4314/saaj.v17i1.1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1100392998
158 rdf:type schema:CreativeWork
159 https://www.grid.ac/institutes/grid.5292.c schema:alternateName Delft University of Technology
160 schema:name Delft Institute of Applied Mathematics, TU Delft, Delft, The Netherlands
161 rdf:type schema:Organization
162 https://www.grid.ac/institutes/grid.6054.7 schema:alternateName Centrum Wiskunde and Informatica
163 schema:name CWI-Centrum Wiskunde & Informatica, Amsterdam, The Netherlands
164 Delft Institute of Applied Mathematics, TU Delft, Delft, The Netherlands
165 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...