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Results: 56
Number of items: 56
  • Savickas, V., Hari, N., Wood, T., & Kandhai, D. (2014). Super Fast Greeks: An Application to Counterparty Valuation Adjustments. Wilmott, 69, 76-80. https://doi.org/10.1002/wilm.10291
  • Open Access
    de Graaf, C. S. L., Feng, Q., Kandhai, D., & Oosterlee, C. W. (2014). Efficient Computation of Exposure Profiles for Counterparty Credit Risk. International Journal of Theoretical and Applied Finance, 17(4), Article 1450024. https://doi.org/10.1142/S0219024914500241
  • Open Access
    Quax, R., Kandhai, D., & Sloot, P. M. A. (2013). Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series. Scientific Reports, 3, Article 1898. https://doi.org/10.1038/srep01898
  • Qiu, G., Kandhai, D., Johnson, N. F., & Sloot, P. M. A. (2012). Understanding complex dynamics in derivatives finance: why do options markets smile? Advances in Complex Systems, 15(5), Article 1250050. https://doi.org/10.1142/S0219525912500506
  • Open Access
    Qiu, G. (2011). Understanding the complex dynamics of financial markets through microsimulation. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Qiu, G., Kandhai, D., & Sloot, P. M. A. (2010). Modeling options markets by focusing on active tradersr. Procedia Computer Science, 1(1), 2457-2462. https://doi.org/10.1016/j.procs.2010.04.277
  • Qiu, G., Kandhai, B. D., & Sloot, P. M. A. (2007). Understanding the complex dynamics of stock markets through cellular automata. Physical Review E, 75, 046116. http://www.science.uva.nl/research/scs/papers/archive/Qiu2007a.pdf
  • Kromkamp, J., van den Ende, D., Kandhai, B. D., Sman, R. G. M., & Boom, R. M. (2006). Lattice Boltzmann simulation of 2D and 3D non-Brownian suspensions in Couette flow. Chemical Engineering Science, 61, 858-873. https://doi.org/10.1016/j.ces.2005.08.011
  • Kromkamp, J., van den Ende, D., Kandhai, B. D., Sman, R. G. M., & Boom, R. M. (2005). Shear-induced self-diffusion and microstructure in non-Brownian suspensions at non-zero Reynolds numbers. Journal of Fluid Mechanics, 529, 253-278. https://doi.org/10.1017/S0022112005003551
  • Artoli, A. M. M., Kandhai, D., Hoefsloot, H. C. J., Hoekstra, A. G., & Sloot, P. M. A. (2004). Lattice BGK simulations of flow in a symmetric bifurcation. Future Generation Computer Systems, 20(6), 909-916. https://doi.org/10.1016/j.future.2003.12.002
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