Concepedia

Karel J. in ’t Hout

KJ

Statistics

Publications

13

Citations

561

H-Index

12

Active since

1992

Affiliations

University of Antwerp(Current)

Leiden University

Karel J. in ’t Hout is an author at University of Antwerp specializing in natural sciences, numerical stability, and differential equations.

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 · 121 citations

, , +16

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 · 106 citations

, , +11

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

, , +17

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 · 33 citations

, , +16

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

, , +13

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