PhD Theses, with Kees Oosterlee

Jing Zhao (2015):
Fast Solvers for Concentrated Elastic Contact Problems

Hans Knibbe (2015):
Reduction of Computing Time for Seismic Applications based on the Helmholtz Equation by Graphics Processing Units

Marjon Ruijter (2015):
Fourier Methods for Multidimensional Problems and Backward SDEs in Finance and Economics

Yanbin Shen (2014):
Credit Value Adjustment for Multi-Asset Options

Shashi Jain (2014):
Investment Decisions under Uncertainties: A Case of Nuclear Power Plants

Bin Chen (2012):
Interest Rate Derivative Pricing with Stochastic Volatility

Bowen Zhang (2012):
Efficient Pricing of Early Exercise and Exotic Options Based on Fourier Cosine Expansions

Lech Grzelak (2011):
Equity and Foreign Exchange Hybrid Models for Pricing Long-Maturity Financial Derivatives

Fang Fang (2010):
The COS Method: An Efficient Fourier Method for Pricing Financial Derivatives

Xinzheng Huang (2009):
Credit Portfolio Losses

Hisham bin Zubair (2009):
Efficient Multigrid Methods based on Improved Coarse Grid Correction Techniques

Coen Leentvaar (2008):
Pricing Multi-Asset Options with Sparse Grids

Yogi Erlangga (2006):
A robust and efficient iterative method for the numerical solution of the Helmholtz equation (as collaborator, with P. Wesseling, C. Vuik)

Ariel Almendral Vazquez (2004):
Financial Derivatives Under Generalized Black-Scholes Models; the PDE Approach (as collaborator)

Roman Wienands (2001):
Extended Local Fourier Analysis for Multigrid: Optimal Smoothing, Coarse Grid Correction, and Preconditioning (with U. Trottenberg)

---