Concepedia

Author

M. J. Ruijter

Centrum Wiskunde & Informatica

Also Known As

M. J. Ruijter, M.J. Ruijter, Maria J. Ruijter

9

Publications

398

Citations

7

H-Index

20

Concepts

All Affiliations

Centrum Wiskunde & InformaticaDelft University of TechnologyCPB Netherlands Bureau for Economic Policy Analysis
MJ

About

M. J. Ruijter is an author at Centrum Wiskunde & Informatica specializing in numerical analysis, approximation theory, and engineering.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Engineering

4

4

270

2

Business

2

2

173

3

Finance

2

2

81

4

Physics

1

1

76

5

Systems Engineering

1

1

21

M. J. Ruijter

×

7

Publications

393

Citations

7

H-Index

YearCitations

Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options

M. J. Ruijter, Cornelis W. Oosterlee

SIAM Journal on Scientific Computing

2012

128

A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs

M. J. Ruijter, Cornelis W. Oosterlee

SIAM Journal on Scientific Computing

2015

76

BENCHOP – The BENCHmarking project in option pricing

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson,

International Journal of Computer Mathematics

2015

63

On the application of spectral filters in a Fourier option pricing technique

M. J. Ruijter, Mark Versteegh, Cornelis W. Oosterlee

The Journal of Computational Finance

2015

45

Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance

M. J. Ruijter, Cornelis W. Oosterlee

Applied Numerical Mathematics

2016

36

Efficient numerical Fourier methods for coupled forward–backward SDEs

T.P. Huijskens, M. J. Ruijter, Cornelis W. Oosterlee

Journal of Computational and Applied Mathematics

2015

24

On the Fourier cosine series expansion method for stochastic control problems

M. J. Ruijter, Cornelis W. Oosterlee, Rob Aalbers

Numerical Linear Algebra with Applications

2013

21

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