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2010 – 2019
- 2018
[j5]Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow:
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing. Comput. Math. Appl. 76(10): 2330-2344 (2018)- [j4]Jamal Amani Rad
, Lars Josef Höök, Elisabeth Larsson, Lina von Sydow:
Forward deterministic pricing of options using Gaussian radial basis functions. J. Comput. Sci. 24: 209-217 (2018) - 2016
- [j3]Lars Josef Höök, Erik Lindström:
Efficient computation of the quasi likelihood function for discretely observed diffusion processes. Comput. Stat. Data Anal. 103: 426-437 (2016) - 2015
- [j2]Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92(12): 2361-2379 (2015) - [c1]Lars Josef Höök, Anna Eckerdal:
On the Bimodality in an Introductory Programming Course: An Analysis of Student Performance Factors. LaTiCE 2015: 79-86 - 2014
- [j1]Lars Josef Höök, T. Johnson:
Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion. Comput. Phys. Commun. 185(2): 590-594 (2014) - 2013
- [b1]Lars Josef Höök:
Numerical solution of quasilinear kinetic diffusion equations in toroidal plasmas. Royal Institute of Technology, Stockholm, Sweden, 2013
Coauthor Index
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