受强制性开放获取政策约束的文章 - Karel in 't Hout了解详情
无法在其他位置公开访问的文章：1 篇
Numerical solution of a two-asset option valuation PDE by ADI finite difference discretization
K in ’t Hout, R Valkov
AIP Conference Proceedings 1648, 2015
强制性开放获取政策： European Commission
可在其他位置公开访问的文章：13 篇
ADI finite difference schemes for option pricing in the Heston model with correlation
KJ in ’t Hout, S Foulon
International Journal of Numerical Analysis & Modeling 7 (2), 303-320, 2010
强制性开放获取政策： Research Foundation (Flanders)
Alternating direction implicit finite difference schemes for the Heston–Hull–White partial differential equation
T Haentjens, KJ in 't Hout
Journal of Computational Finance 16, 83-110, 2012
强制性开放获取政策： Research Foundation (Flanders)
ADI schemes for pricing American options under the Heston model
T Haentjens, KJ in 't Hout
Applied Mathematical Finance 22, 207-237, 2015
强制性开放获取政策： Research Foundation (Flanders)
Modified Douglas splitting methods for reaction-diffusion equations
A Arrarás, KJ in 't Hout, W Hundsdorfer, L Portero
BIT 57, 261-285, 2017
强制性开放获取政策： Government of Spain
Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
KJ in 't Hout, M Wyns
Journal of Computational and Applied Mathematics 296, 170-180, 2016
强制性开放获取政策： Research Foundation (Flanders)
Stability of the modified Craig–Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
KJ in 't Hout, C Mishra
Mathematics and Computers in Simulation 81 (11), 2540-2548, 2011
强制性开放获取政策： Research Foundation (Flanders)
An adjoint method for the exact calibration of stochastic local volatility models
M Wyns, KJ in 't Hout
Journal of Computational Science 24, 182-194, 2018
强制性开放获取政策： Research Foundation (Flanders)
ADI Finite Difference Discretization of the Heston‐Hull‐White PDE
T Haentjens, K in 't Hout
AIP Conference Proceedings 1281 (1), 1995-1999, 2010
强制性开放获取政策： Research Foundation (Flanders)
ADI schemes with Ikonen–Toivanen splitting for pricing American put options in the Heston model
T Haentjens, KJ in 't Hout, K Volders
AIP Conference Proceedings 1281, 231-234, 2010
强制性开放获取政策： Research Foundation (Flanders)
Stability and convergence analysis of discretizations of the Black–Scholes PDE with the linear boundary condition
KJ in 't Hout, K Volders
IMA Journal of Numerical Analysis 34 (1), 296–325, 2014
强制性开放获取政策： Research Foundation (Flanders)
Stability of central finite difference schemes for the Heston PDE
KJ in 't Hout, K Volders
Numerical Algorithms 60 (1), 115-133, 2012
强制性开放获取政策： Research Foundation (Flanders)
Numerical study of splitting methods for American option valuation
KJ in 't Hout, RL Valkov
Novel Methods in Computational Finance, 373-398, 2017
强制性开放获取政策： European Commission
Analytic models for parameter dependency in option price modelling
A Cuyt, O Salazar Celis, M Lukach, KJ in 't Hout
Numerical Algorithms 73, 15-31, 2016
强制性开放获取政策： Research Foundation (Flanders)
出版信息和资助信息由计算机程序自动确定