Concepedia

Karel in’t Hout

KI

Statistics

Publications

3

Citations

54

H-Index

3

Active since

1998

Affiliations

University of Antwerp(Current)

Karel in’t Hout is an author at University of Antwerp specializing in multivariate stochastic volatility, numerical analysis, and asset pricing.

Top concepts

Publications per year

1998–2018

3

Publications

3

Periodic orbits of delay differential equations under discretization

Karel in’t Hout, Christian Lubich · BIT Numerical Mathematics · 1998 · 25 citations

, , +1

ADI Finite Difference Discretization of the Heston-Hull-White PDE

Tinne Haentjens, Karel in’t Hout, Theodore E. Simos et al. · AIP conference proceedings · 2010 · 18 citations

BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems

Lina von Sydow, Slobodan Milovanović, Elisabeth Larsson et al. · International Journal of Computer Mathematics · 2018 · 11 citations · Full text

, , +18

1–3 of 3