Karel In't Hout professor

Publications Karel In't Hout

A note on the numerical approximation of Greeks for American-style options

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Mathematics and computers in simulation - ISSN 0378-4754-2024 () p. 1-16
Author(s)

Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model

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The journal of computational finance - ISSN 1460-1559-26:4 (2023) p. 101-137
Author(s)

Efficient numerical approximation of solutions to high-dimensional partial differential equations : with applications in option pricing and scattering problems

Source
Antwerpen, Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde, 2022,xxiv, 204 p.
Author(s)

Numerical valuation of American basket options via partial differential complementarity problems

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Mathematics - ISSN 2227-7390-9:13 (2021) p.
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Numerical valuation of Bermudan basket options via partial differential equations

Source
International journal of computer mathematics - ISSN 0020-7160-98:4 (2021) p. 829-844
Author(s)