Karel In't Hout


Publications in the spotlight

An adjoint method for the exact calibration of stochastic local volatility models
Wyns Maarten   in 't Hout Karel  
Journal of Computational Science - ISSN 1877-7503-24 (2018) p. 182-194
ADI schemes for valuing European options under the Bates model
in 't Hout Karel   Toivanan Jari  
Applied numerical mathematics - ISSN 0168-9274-130 (2018) p. 143-156
Numerical partial differential equations in finance explained : an introduction to computational finance
in 't Hout Karel  
Palgrave Macmillan, 2017,128 p.
ADI schemes for pricing American options under the Heston model
Haentjens Tinne   in 't Hout Karel  
Applied mathematical finance - ISSN 1350-486X-22:3 (2015) p. 207-237
Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation
Haentjens Tinne   in 't Hout Karel  
The journal of computational finance - ISSN 1460-1559-16:1 (2012) p. 83-110

Full bibliography of this author