| Multigrid U Trottenberg, CW Oosterlee, A Schuller Elsevier, 2000 | 3366 | 2000 |
| A novel pricing method for European options based on Fourier-cosine series expansions F Fang, CW Oosterlee SIAM Journal on Scientific Computing 31 (2), 826-848, 2009 | 581 | 2009 |
| A novel multigrid based preconditioner for heterogeneous Helmholtz problems YA Erlangga, CW Oosterlee, C Vuik SIAM Journal on Scientific Computing 27 (4), 1471-1492, 2006 | 340 | 2006 |
| On a class of preconditioners for solving the Helmholtz equation YA Erlangga, C Vuik, CW Oosterlee Applied Numerical Mathematics 50 (3-4), 409-425, 2004 | 293 | 2004 |
| A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes R Lord, F Fang, F Bervoets, CW Oosterlee SIAM Journal on Scientific Computing 30 (4), 1678-1705, 2008 | 254 | 2008 |
| Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions F Fang, CW Oosterlee Numerische Mathematik 114 (1), 27, 2009 | 245 | 2009 |
| On the Heston model with stochastic interest rates LA Grzelak, CW Oosterlee SIAM Journal on Financial Mathematics 2 (1), 255-286, 2011 | 201 | 2011 |
| Numerical valuation of options with jumps in the underlying A Almendral, CW Oosterlee Applied Numerical Mathematics 53 (1), 1-18, 2005 | 184 | 2005 |
| Geometric multigrid with applications to computational fluid dynamics P Wesseling, CW Oosterlee Journal of computational and applied mathematics 128 (1-2), 311-334, 2001 | 170 | 2001 |
| On multigrid for linear complementarity problems with application to American-style options CW Oosterlee Electronic Transactions on Numerical Analysis 15 (1), 165-185, 2003 | 160 | 2003 |
| Conditional time series forecasting with convolutional neural networks A Borovykh, S Bohte, CW Oosterlee arXiv preprint arXiv:1703.04691, 2017 | 140* | 2017 |
| Invariant discretization of the incompressible Navier‐Stokes equations in boundary fitted co‐ordinates A Segal, P Wesseling, J Van Kan, CW Oosterlee, K Kassels International journal for numerical methods in fluids 15 (4), 411-426, 1992 | 106 | 1992 |
| Benchmark solutions for the incompressible Navier–Stokes equations in general co‐ordinates on staggered grids CW Oosterlee, P Wesseling, A Segal, E Brakkee International Journal for Numerical Methods in Fluids 17 (4), 301-321, 1993 | 104 | 1993 |
| A Fourier-based valuation method for Bermudan and barrier options under Heston's model F Fang, CW Oosterlee SIAM Journal on Financial Mathematics 2 (1), 439-463, 2011 | 102 | 2011 |
| Two-dimensional Fourier cosine series expansion method for pricing financial options MJ Ruijter, CW Oosterlee SIAM Journal on Scientific Computing 34 (5), B642-B671, 2012 | 92 | 2012 |
| Comparison of multigrid and incomplete LU shifted-Laplace preconditioners for the inhomogeneous Helmholtz equation YA Erlangga, C Vuik, CW Oosterlee Applied numerical mathematics 56 (5), 648-666, 2006 | 92 | 2006 |
| A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation CD Riyanti, A Kononov, YA Erlangga, C Vuik, CW Oosterlee, RE Plessix, ... Journal of Computational physics 224 (1), 431-448, 2007 | 87 | 2007 |
| Finite volume discretization of the incompressible Navier-Stokes equations in general coordinates on staggered grids P Wesseling, A Segal, J Vankan, CW Oosterlee, CGM Kassels cfd, 1991 | 85 | 1991 |
| An evaluation of parallel multigrid as a solver and a preconditioner for singularly perturbed problems CW Oosterlee, T Washio SIAM Journal on Scientific Computing 19 (1), 87-110, 1998 | 84 | 1998 |
| Extension of stochastic volatility equity models with the Hull–White interest rate process LA Grzelak, CW Oosterlee, S Van Weeren Quantitative Finance 12 (1), 89-105, 2012 | 78 | 2012 |
Kees VuikDelft University of TechnologyVerified email at tudelft.nl
