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/ Karel J. in 't Hout
Karel J. in 't Hout
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Karel J. in 't Hout
0.60 · backfill
Papers (1)
ADI finite difference schemes for the Heston-Hull-White PDE
q-fin.CP · 2011 · author #2
Mentions
1111.4087
#2 · arxiv_oai · confidence 0.70
Karel J. in 't Hout
1111.4087
#2 · backfill · confidence 0.70
Karel J. in 't Hout
Frequent Coauthors
Tinne Haentjens
1 shared papers