Parisian Options - The Implied Barrier Concept. - Jasper Anderluh; Hans van der Weide (International Conference on Computational Science, 2004)

Gamma processes and peaks-over-threshold distributions for time-dependent reliability. - Jan M. van Noortwijk; Johannes A. M. van der Weide; Maarten-Jan Kallen; Mahesh D. Pandey (Reliab. Eng. Syst. Saf., 2007)

Applications to continuous-time processes of computational techniques for discrete-time renewal processes. - Jan M. van Noortwijk; Johannes A. M. van der Weide (Reliab. Eng. Syst. Saf., 2008)

Double-sided Parisian option pricing. - Jasper H. M. Anderluh; Johannes A. M. van der Weide (Finance Stochastics, 2009)

Sampling inspection for the evaluation of time-dependent reliability of deteriorating systems under imperfect defect detection. - Sebastian P. Kuniewski; Johannes A. M. van der Weide; Jan M. van Noortwijk (Reliab. Eng. Syst. Saf., 2009)

An approximation approach for model predictive control of stochastic max-plus linear systems. - Samira S. Farahani; Ton J. J. van den Boom; Hans van der Weide; Bart De Schutter (WODES, 2010)

Discounted cost model for condition-based maintenance optimization. - Johannes A. M. van der Weide; Mahesh D. Pandey; Jan M. van Noortwijk (Reliab. Eng. Syst. Saf., 2010)

Stochastic analysis of shock process and modeling of condition-based maintenance. - Johannes A. M. van der Weide; Mahesh D. Pandey (Reliab. Eng. Syst. Saf., 2011)

The probability distribution of maintenance cost of a system affected by the gamma process of degradation: Finite time solution. - Tianjin Cheng; Mahesh D. Pandey; Johannes A. M. van der Weide (Reliab. Eng. Syst. Saf., 2012)

A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method. - Yanbin Shen; Johannes A. M. van der Weide; Jasper H. M. Anderluh (ICCS, 2013)

A stochastic alternating renewal process model for unavailability analysis of standby safety equipment. - Johannes A. M. van der Weide; Mahesh D. Pandey (Reliab. Eng. Syst. Saf., 2015)

An approximation method for computing the expected value of max-affine expressions. - Samira S. Farahani; Ton J. J. van den Boom; Hans van der Weide; Bart De Schutter (Eur. J. Control, 2016)