Deliverables
A short summary of the achievements during a study week with the industry will be published, for example in the ECMI Newsletter or equivalent outlet, plus a more detailed internal report
All PhD Theses have been finalized, and are published on-line.
A website for WAKEUPCALL with the relvant public information
Midterm review meeting
Supervisory board of the network
Searching for OpenAIRE data...
Publications
Author(s): Bruno Bouchard,
Ki Wai Chau,
Arij Manai,
Ahmed Sid-Ali
Published in: ESAIM: Proceedings and Surveys, 2019, doi not recognised by system, https://doi.org/10.1051/proc/201965294, 2019
Publisher: EDP Sciences
Author(s): Anastasia Borovykh
Published in: 2018
Publisher: University of bologna, Alma Mater
Author(s): Zuzana Krajčovičová
Published in: 2018
Publisher: University A coruna
Author(s): Sidy DIOP
Published in: 2018
Publisher: University of Bologna, Alma Mater
Author(s): Enrico Ferri
Published in: 2018
Publisher: University A Coruna
Author(s): Ki Wai Chau, Cornelis W Oosterlee
Published in: IMA Journal of Numerical Analysis, 38/2, 2017, Page(s) 1051-1083, ISSN 0272-4979
Publisher: Oxford University Press
DOI: 10.1093/imanum/drx022
Author(s): Sidy Diop, Andrea Pascucci, Marco Di Francesco, Gian Luca De Marchi
Published in: Applied Mathematical Finance, 2018, Page(s) 1-25, ISSN 1350-486X
Publisher: Chapman & Hall
DOI: 10.1080/1350486x.2018.1554447
Author(s): Andrea Fontanari, Nassim Nicholas Taleb, Pasquale Cirillo
Published in: Physica A: Statistical Mechanics and its Applications, 502, 2018, Page(s) 256-269, ISSN 0378-4371
Publisher: Elsevier BV
DOI: 10.1016/j.physa.2018.02.102
Author(s): Anastasia Borovykh, Andrea Pascucci, Stefano La Rovere
Published in: IISE Transactions, 50/9, 2018, Page(s) 806-819, ISSN 2472-5854
Publisher: Taylor and Francis
DOI: 10.1080/24725854.2018.1448491
Author(s): A. Borovykh, A. Pascucci, C.W. Oosterlee
Published in: Journal of Mathematical Analysis and Applications, 450/2, 2017, Page(s) 929-953, ISSN 0022-247X
Publisher: Academic Press
DOI: 10.1016/j.jmaa.2017.01.071
Author(s): José L. Fernández, Enrico Ferri, Carlos Vázquez
Published in: Journal of Mathematical Analysis and Applications, 475/1, 2019, Page(s) 755-768, ISSN 0022-247X
Publisher: Academic Press
DOI: 10.1016/j.jmaa.2019.02.068
Author(s): Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee
Published in: SIAM Journal on Financial Mathematics, 9/1, 2018, Page(s) 251-273, ISSN 1945-497X
Publisher: Society for Industrial and Applied Mathematics Publications
DOI: 10.1137/16m1099005
Author(s): Anastasia Borovykh, Sander Bohte, Cornelis W. Oosterlee
Published in: Journal of Computational Finance, 2018, Page(s) ISSN: 1460-1559 (print) 1755-2850 (online), ISSN 1460-1559
Publisher: InfoPro Digital
DOI: 10.21314/jcf.2019.358
Author(s): Andrea Fontanari, Pasquale Cirillo, Cornelis W. Oosterlee
Published in: Insurance: Mathematics and Economics, 78, 2018, Page(s) 13-29, ISSN 0167-6687
Publisher: Elsevier BV
DOI: 10.1016/j.insmatheco.2017.11.003
Author(s): Z. Krajčovičová, P. P. Pérez Velasco, C. Vázquez
Published in: Journal of Computational finance, 23, 2019, ISSN 1755-2850
Publisher: InfoProDigital
DOI: 10.21314/jcf.2019.371
Author(s): Marco Di Francesco, Sidy Diop, Andrea Pascucci
Published in: International Journal of Computer Mathematics, 2018, Page(s) 1-17, ISSN 0020-7160
Publisher: Taylor & Francis
DOI: 10.1080/00207160.2018.1512104