Collocation Methods for the Computation of Periodic Solutions of Delay Differential Equations. - Koen Engelborghs; Tatyana Luzyanina; Karel J. in 't Hout; Dirk Roose (SIAM J. Sci. Comput., 2001)

The stability of radau IIA collocation processes for delay differential equations. - K. J. in 't Hout; Barbara Zubik-Kowal (Math. Comput. Model., 2004)

Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. - K. J. in 't Hout; Chittaranjan Mishra (Math. Comput. Simul., 2011)

A Contour Integral Method for the Black-Scholes and Heston Equations. - K. J. in 't Hout; J. A. C. Weideman (SIAM J. Sci. Comput., 2011)

Stability of central finite difference schemes for the Heston PDE. - Karel J. in 't Hout; Kim Volders (Numer. Algorithms, 2012)

Editorial. - Karel J. in 't Hout; Andrey Itkin; Cornelis W. Oosterlee; Jari Toivanen (Int. J. Comput. Math., 2015)

Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. - Karel J. in 't Hout; Maarten Wyns (J. Comput. Appl. Math., 2016)

Analytic models for parameter dependency in option price modelling. - Annie A. M. Cuyt; Oliver Salazar Celis; Maryna Lukach; Karel J. in 't Hout (Numer. Algorithms, 2016)

Special issue - Computational and algorithmic finance. - Karel J. in 't Hout; Andrey Itkin; Lina von Sydow; Jari Toivanen (J. Comput. Sci., 2018)

An adjoint method for the exact calibration of stochastic local volatility models. - Maarten Wyns; Karel J. in 't Hout (J. Comput. Sci., 2018)

On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model. - Willem Hundsdorfer; Karel J. in 't Hout (SIAM J. Sci. Comput., 2018)

Operator splitting schemes for American options under the two-asset Merton jump-diffusion model. - Lynn Boen; Karel J. in 't Hout (CoRR, 2019)

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. - Lina von Sydow; Slobodan Milovanovic; Elisabeth Larsson; Karel J. in 't Hout; Magnus Wiktorsson; Cornelis W. Oosterlee; Victor Shcherbakov; Maarten Wyns; Álvaro Leitao; Shashi Jain; Tinne Haentjens; Johan Waldén (Int. J. Comput. Math., 2019)

Numerical valuation of American basket options via partial differential complementarity problems. - Karel J. in 't Hout; Jacob Snoeijer (CoRR, 2021)

Numerical valuation of Bermudan basket options via partial differential equations. - Karel J. in 't Hout; Jacob Snoeijer (Int. J. Comput. Math., 2021)

Operator splitting schemes for the two-asset Merton jump-diffusion model. - Lynn Boen; Karel J. in 't Hout (J. Comput. Appl. Math., 2021)

Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model. - Karel J. in 't Hout; Pieter Lamotte (CoRR, 2022)

A note on the numerical approximation of Greeks for American-style options. - Karel J. in 't Hout (CoRR, 2024)

An efficient numerical method for American options and their Greeks under the two-asset Kou jump-diffusion model. - Karel J. in 't Hout (CoRR, 2024)