Concepedia

Karel J. in ’t Hout

KJ

13

Publications

558

Citations

12

H-Index

1992

Active since

Affiliations

University of Antwerp(Current)

Leiden University

Karel J. in ’t Hout is an author at University of Antwerp specializing in numerical analysis, engineering, and stability.

Top concepts

Numerical AnalysisEngineeringStabilityOption PricingNumerical MethodsApproximation TheoryNumerical SimulationComputational Mechanics

Publications per year

1992–2016

13

Publications

13

Collocation Methods for the Computation of Periodic Solutions of Delay Differential Equations

Koen Engelborghs, Tatyana Luzyanina, Karel J. in ’t Hout et al. · SIAM Journal on Scientific Computing · 2001 · 120 citations

Numerical Analysis, Periodic Solutions, Method Of Fundamental Solution +13

Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms

Karel J. in ’t Hout, Bruno D. Welfert · Applied Numerical Mathematics · 2008 · 105 citations

Numerical Analysis, Engineering, Unconditional Stability +7

ADI finite difference schemes for option pricing in the Heston model with correlation

Karel J. in ’t Hout, S. Foulon · arXiv (Cornell University) · 2008 · 98 citations · Full text

Numerical Analysis, Option Pricing, Heston Pde +7

Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms

Karel J. in ’t Hout, Chittaranjan Mishra · Applied Numerical Mathematics · 2013 · 32 citations

Numerical Analysis, Adi Schemes, Semi-implicit Method +6

A Contour Integral Method for the Black–Scholes and Heston Equations

Karel J. in ’t Hout, J. A. C. Weideman · SIAM Journal on Scientific Computing · 2011 · 32 citations

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +11

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