Concepedia
3
Publications
322
Citations
H-Index
1997
Active since
Affiliations
Leiden University(Current)
Karel in ’t Hout is an author at Leiden University specializing in numerical analysis, engineering, and systems engineering.
Top concepts
Numerical AnalysisStabilityEngineeringInverse ProblemsSystems Engineering
Publications per year
1997–2012
ADI finite difference schemes for option pricing in the Heston model\n with correlation
Karel in ’t Hout, S. Foulon · arXiv (Cornell University) · 2008 · 181 citations · Full text
Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation
Tinne Haentjens, Karel in ’t Hout · The Journal of Computational Finance · 2012 · 84 citations
Numerical Analysis, Method Of Fundamental Solution, Semi-implicit Method +4
Stability analysis of Runge-Kutta methods for systems of delay differential equations
Karel in ’t Hout · IMA Journal of Numerical Analysis · 1997 · 57 citations
Numerical Analysis, Time Delay System, Engineering +9
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