Scholar
Cornelis W. Oosterlee
Google Scholar ID: t-BnBPQAAAAJ
Utrecht University, Mathematical Institute
Applied Mathematics
Numerical Mathematics
Scientific computing
Multigrid
Computational Finance
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Citations & Impact
All-time
Citations
6,408
H-index
32
i10-index
110
Publications
20
Co-authors
0
Publications
4 items
An Analytic COS Method for Compound Option Valuation
2026
Cited
0
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing
2026
Cited
0
SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs
2025
Cited
0
Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
2025
Cited
0
