K. J. in ’t Hout
Numerical Analysis · 2013
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Numerical Analysis — 6 citations into it
Whom K. J. in ’t Hout trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from K. J. in ’t Hout's perspective
Ordered by how strongly the researchers K. J. in ’t Hout trusts endorse each paper. Same corpus, a different order for every researcher.
- Finite element methods for incompressible viscous flow
- On multigrid for linear complementarity problems with application to American-style options.
- Solving Ordinary Differential Equations in R
- The Pricing of Options and Corporate Liabilities
- Financial Modelling with Jump Processes
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- Volatility skews and extensions of the Libor market model
- Solving ODEs with MATLAB
- Numerical Solution of Ordinary Differential Equations
- Scatterplot3d - an R package for visualizing multivariate data
Their papers
- ADI Schemes for Pricing American Options under the Heston Model (2013) — 62 citations