K.J. in 't Hout

Identifiers

• name variant K.J. in 't Hout 0.60 · backfill

Papers (4)

1. Stability of central finite difference schemes for the Heston PDE q-fin.CP · 2010 · author #1
2. Stability of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term math.NA · 2010 · author #1
3. Appraisal of a contour integral method for the Black-Scholes and Heston equations q-fin.CP · 2009 · author #1
4. ADI finite difference schemes for option pricing in the Heston model with correlation math.NA · 2008 · author #1

Mentions

• 1011.6532 #1 · arxiv_oai · confidence 0.70 K.J. in 't Hout
• 0912.0434 #1 · arxiv_oai · confidence 0.70 K.J. in 't Hout
• 1011.6528 #1 · arxiv_oai · confidence 0.70 K.J. in 't Hout
• 0811.3427 #1 · arxiv_oai · confidence 0.70 K.J. in 't Hout
• 1011.6532 #1 · backfill · confidence 0.70 K.J. in 't Hout
• 1011.6528 #1 · backfill · confidence 0.70 K.J. in 't Hout
• 0912.0434 #1 · backfill · confidence 0.70 K.J. in 't Hout
• 0811.3427 #1 · backfill · confidence 0.70 K.J. in 't Hout

Frequent Coauthors

• C. Mishra 1 shared papers
• J.A.C. Weideman 1 shared papers
• K. Volders 1 shared papers
• S. Foulon 1 shared papers