Mathematics – Numerical Analysis
Scientist
Mathematics
Numerical Analysis
Scientist
ADI finite difference schemes for option pricing in the Heston model with correlation
ADI finite difference schemes for the Heston-Hull-White PDE
Appraisal of a contour integral method for the Black-Scholes and Heston equations
Stability of central finite difference schemes for the Heston PDE
Stability of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
No associations
LandOfFree
Karel J. in 't Hout does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Karel J. in 't Hout, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Karel J. in 't Hout will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-199259