Karel in ’t Hout

1. Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition
   2012/08/25 by Karel in ’t Hout, Hout, Karel in 't, Kim Volders +1 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical functions and polynomials #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Stochastic processes and financial applications
2. Convergence of the Modified Craig-Sneyd scheme for two-dimensional\n convection-diffusion equations with mixed derivative term
   2014/12/05 by Karel in ’t Hout, Hout, Karel in 't, Maarten Wyns +1 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #Advanced Numerical Methods in Computational Mathematics #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods for differential equations #Stochastic processes and financial applications
3. Numerical valuation of American basket options via partial differential\n complementarity problems
   2021/06/02 by Karel in ’t Hout, Jacob Snoeijer, Hout, Karel in 't +1 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Monetary Policy and Economic Impact #Financial Markets and Investment Strategies
4. Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
   2022/07/20 by Karel in ’t Hout, Pieter Lamotte, Hout, Karel in 't +1 · 1 citation
   Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications