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Karel in 't Hout

Identifiers

  • name variant Karel in 't Hout 0.60 · backfill

Papers (9)

  1. ADI schemes for valuing European options under the Bates model math.NA · 2017 · author #1
  2. On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model math.NA · 2017 · author #2
  3. Numerical study of splitting methods for American option valuation q-fin.CP · 2016 · author #1
  4. An adjoint method for the exact calibration of Stochastic Local Volatility models math.NA · 2016 · author #2
  5. Application of Operator Splitting Methods in Finance q-fin.CP · 2015 · author #1
  6. Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term math.NA · 2014 · author #1
  7. ADI schemes for pricing American options under the Heston model q-fin.CP · 2013 · author #2
  8. Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition math.NA · 2012 · author #1
  9. Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms math.NA · 2012 · author #1

Mentions

  • 1712.06680 #1 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1709.00622 #2 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1609.00232 #2 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1412.1959 #1 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1309.0110 #2 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1208.5168 #1 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1205.1163 #1 · arxiv_oai · confidence 0.70 Karel in 't Hout
  • 1504.01022 #1 · backfill · confidence 0.70 Karel in 't Hout
  • 1412.1959 #1 · backfill · confidence 0.70 Karel in 't Hout
  • 1309.0110 #2 · backfill · confidence 0.70 Karel in 't Hout
  • 1208.5168 #1 · backfill · confidence 0.70 Karel in 't Hout
  • 1205.1163 #1 · backfill · confidence 0.70 Karel in 't Hout

Frequent Coauthors