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Publication network from the last five years
Research units
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Basket options with volatility skew: Calibrating a local volatility model by sample rearrangement
Zaugg, N. F. & Grzelak, L. A., 1 Feb 2026, In: Applied Mathematics and Computation. 510, 24 p., 129669.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile -
Growing Mathlib: maintenance of a large scale mathematical library
Baanen, A., Ballard, M. R., Commelin, J., Chen, B. G., Rothgang, M. & Testa, D., 2026, Intelligent Computer Mathematics - 18th International Conference, CICM 2025, Proceedings. de Paiva, V. & Koepke, P. (eds.). Springer Science and Business Media Deutschland GmbH, p. 51-70 20 p. (Lecture Notes in Computer Science; vol. 16136 LNCS).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review
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Inducing contractions of the mother of all continued fractions
Dajani, K., Kraaikamp, C. & Sanderson, S., Jan 2026, In: Journal of Number Theory. 278, p. 816-874 59 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile -
On randomization of affine diffusion processes with application to pricing of options on VIX and S&P 500
Grzelak, L. A., 1 Jan 2026, In: Applied Mathematics and Computation. 508, 21 p., 129598.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile -
Abelian varieties with no power isogenous to a Jacobian
de Gaay Fortman, O. & Schreieder, S., 30 Oct 2025, In: Compositio Mathematica. 161, 6, p. 1404-1457 54 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile
Activities
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T-duality for Transgressive Fibrations
Cavalcanti, G. (Speaker)
3 Jul 2025Activity: Talk or presentation › Invited talk › Academic
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Srni Winter School of Geometry and Physics
Cavalcanti, G. (Speaker)
20 Jan 2025 → 24 Jan 2025Activity: Talk or presentation › Invited talk › Academic
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Almost complex vs generalized complex
Cavalcanti, G. (Speaker)
8 Sept 2025 → 12 Sept 2025Activity: Talk or presentation › Invited talk › Academic
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T-duality for Transgressive Fibrations
Cavalcanti, G. (Speaker)
10 Apr 2025Activity: Talk or presentation › Invited talk › Academic
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T-duality for Transgressive Fibrations
Cavalcanti, G. (Speaker)
16 Apr 2025Activity: Talk or presentation › Invited talk › Academic
Prizes & Grants
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Docent van het jaar prijs van de Universiteit Utrecht
Hogendijk, J. (Recipient), 1997
Prize: Prize (including medals and awards)
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Elected member of the Royal Netherlands Academy of Arts and Sciences (KNAW)
Crainic, M. N. (Recipient), 2016
Prize: Election to learned society