The following pages link to Karel J. in 't Hout (Q243100):
Displaying 36 items.
- (Q200471) (redirect page) (← links)
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- Stability of central finite difference schemes for the Heston PDE (Q415346) (← links)
- Stability analysis of numerical methods for delay differential equations (Q758144) (← links)
- Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022) (← links)
- Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943) (← links)
- Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389) (← links)
- The stability of a class of Runge-Kutta methods for delay differential equations (Q1189150) (← links)
- A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations (Q1195924) (← links)
- Periodic orbits of delay differential equations under discretization (Q1387240) (← links)
- Analysis of error growth via stability regions in numerical initial value problems (Q1415406) (← links)
- On the contractivity of implicit-explicit linear multistep methods (Q1612458) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- On the convergence of waveform relaxation methods for stiff nonlinear ordinary differential equations (Q1902073) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410) (← links)
- Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
- The stability of Radau IIA collocation processes for delay differential equations (Q2486771) (← links)
- Collocation Methods for the Computation of Periodic Solutions of Delay Differential Equations (Q2706454) (← links)
- Stability analysis of Runge-Kutta methods for systems of delay differential equations (Q2785705) (← links)
- A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083) (← links)
- (Q3975512) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
- (Q4839883) (← links)
- A Note on Unconditional Maximum Norm Contractivity of Diagonally Split Runge–Kutta Methods (Q4887037) (← links)
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- Application of Operator Splitting Methods in Finance (Q5350488) (← links)
- Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition (Q5398457) (← links)
- ADI Schemes in the Numerical Solution of the Heston PDE (Q5504295) (← links)
- On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
- ADI finite difference schemes for option pricing in the Heston model with correlation (Q5862255) (← links)
- Convergence of Runge-Kutta methods for delay differential equations (Q5942336) (← links)
- On the stability of adaptations of Runge-Kutta methods to systems of delay differential equations (Q5961744) (← links)
