| ADI finite difference schemes for option pricing in the Heston model with correlation KJ in ’t Hout, S Foulon International Journal of Numerical Analysis & Modeling 7 (2), 303-320, 2010 | 186 | 2010 |
| Collocation methods for the computation of periodic solutions of delay differential equations K Engelborghs, T Luzyanina, KJ in 't Hout, D Roose SIAM Journal on Scientific Computing 22 (5), 1593-1609, 2001 | 182 | 2001 |
| Alternating direction implicit finite difference schemes for the Heston–Hull–White partial differential equation T Haentjens, KJ in 't Hout Journal of Computational Finance 16, 83-110, 2012 | 146 | 2012 |
| A new interpolation procedure for adapting Runge–Kutta methods to delay differential equations KJ in 't Hout BIT Numerical Mathematics 32 (4), 634-649, 1992 | 88 | 1992 |
| Stability of ADI schemes applied to convection-diffusion equations with mixed derivative terms KJ in 't Hout, BD Welfert Applied Numerical Mathematics 57 (1), 19-35, 2007 | 85 | 2007 |
| ADI schemes for pricing American options under the Heston model T Haentjens, KJ in 't Hout Applied Mathematical Finance 22, 207-237, 2015 | 71 | 2015 |
| Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms KJ in 't Hout, BD Welfert Applied Numerical Mathematics 59 (3), 677-692, 2009 | 70 | 2009 |
| Stability analysis of numerical methods for delay differential equations KJ in 't Hout, MN Spijker Numerische Mathematik 59 (1), 807-814, 1991 | 68 | 1991 |
| Stability analysis of Runge–Kutta methods for systems of delay differential equations KJ in 't Hout IMA Journal of Numerical Analysis 17 (1), 17-27, 1997 | 41 | 1997 |
| Modified Douglas splitting methods for reaction-diffusion equations A Arrarás, KJ in 't Hout, W Hundsdorfer, L Portero BIT 57, 261-285, 2017 | 28 | 2017 |
| Operator splitting schemes for American options under the two-asset Merton jump-diffusion model L Boen, KJ in ’t Hout Applied Numerical Mathematics 153, 114-131, 2020 | 27 | 2020 |
| A contour integral method for the Black–Scholes and Heston equations KJ in 't Hout, JAC Weideman SIAM Journal on Scientific Computing 33 (2), 763-785, 2011 | 25 | 2011 |
| Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms KJ in 't Hout, C Mishra Applied Numerical Mathematics 74, 83–94, 2013 | 24 | 2013 |
| Operator splitting schemes for the two-asset Merton jump-diffusion model L Boen, KJ in 't Hout Journal of Computational and Applied Mathematics 387, 2021 | 23 | 2021 |
| Periodic orbits of delay differential equations under discretization KJ in 't Hout, C Lubich BIT Numerical Mathematics 38 (1), 72-91, 1998 | 21 | 1998 |
| The stability of θ-methods for systems of delay differential equations KJ in 't Hout Annals of Numerical Mathematics 1, 323-334, 1993 | 21 | 1993 |
| ADI schemes for valuing European options under the Bates model KJ in 't Hout, J Toivanen Applied Numerical Mathematics 130, 143-156, 2018 | 19 | 2018 |
| Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term KJ in 't Hout, M Wyns Journal of Computational and Applied Mathematics 296, 170-180, 2016 | 19 | 2016 |
| Stability of the modified Craig–Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term KJ in 't Hout, C Mishra Mathematics and Computers in Simulation 81 (11), 2540-2548, 2011 | 19 | 2011 |
| On the convergence of waveform relaxation methods for stiff nonlinear ordinary differential equations KJ in 't Hout Applied Numerical Mathematics 18 (1-3), 175-190, 1995 | 19 | 1995 |
Bruno WelfertAssociate Professor of MathematicsVerified email at asu.edu
