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Search: person:"Hout, Karel J. in 't"
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Option pricing theory
4
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EU countries
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Hout, Karel J. in 't
6
Haentjens, Tinne
2
Lamotte, Pieter
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Cendón, Carlos Vázquez
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Coulon, Christoph Reisinger Michael
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Ehrhardt, Matthias
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Grossinho, Maria do Rosário
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Oosterlle, Cornelis
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Touzi, Nizar
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Applied mathematical finance
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The journal of computational finance
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The journal of computational finance : JFC
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ECONIS (ZBW)
6
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Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014342075
Saved in:
2
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014486917
Saved in:
3
Special issue: Second international conference on computional finance
Grossinho, Maria do Rosário
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012129189
Saved in:
4
Numerical partial differential equations in finance explained : an introduction to computational finance
Hout, Karel J. in 't
-
2017
Persistent link: https://www.econbiz.de/10011617050
Saved in:
5
ADI schemes for pricing American options under the Heston model
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 207-237
Persistent link: https://www.econbiz.de/10011436200
Saved in:
6
Alternating direction implicit finite difference schaemes for the Heston-Hull-White partial differential equation
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009631861
Saved in:
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