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> Search Results: Hout, Karel in ’t
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The Institute of Theoretical and Applied Mechanics
2
records found
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1.
Original version of the author's contribution as presented on USB, paper 850054_1.pdf.:
PDF
Convergence of the Hundsdorfer–Verwer scheme for two-dimensional convection-diffusion equations with mixed derivative term
Hout, Karel in ’t
;
Wyns, Maarten
ADI splitting schemes, Hundsdorfer–Verwer scheme, Convection-Diffusion equations, Convergence analysis.
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2.
Original version of the author's contribution as presented on USB, paper 020007_1.pdf.:
PDF
Numerical solution of a two-asset option valuation PDE by ADI finite difference discretization
Hout, Karel in ’t
;
Valkov, Radoslav
financial option valuation, convection-diffusion problems, two-asset option, finite difference methods, ADI schemes
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