Numerical partial differential equations in finance explained : an introduction to computational finance

von Hout, Karel J. in 't
Veröffentlicht 2017

Alternating direction implicit finite difference schaemes for the Heston-Hull-White partial differential equation

von Haentjens, Tinne
Veröffentlicht in The journal of computational finance (2012)

Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model

von Hout, Karel J. in 't
Veröffentlicht in The journal of computational finance (2023)

ADI schemes for pricing American options under the Heston model

von Haentjens, Tinne
Veröffentlicht in Applied mathematical finance (-2015)

Special issue: Second international conference on computional finance

Veröffentlicht 2018