Jiri K. Hoogland

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING International Journal of Theoretical and Applied Finance	2008-09-03	Paper
LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS International Journal of Theoretical and Applied Finance	2008-09-03	Paper
SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK International Journal of Theoretical and Applied Finance	2005-10-19	Paper
Gaussian limits for discrepancies. I: Asymptotic results Computer Physics Communications	2000-03-20	Paper
Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers Computer Physics Communications	1999-10-05	Paper
Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits Computer Physics Communications	1999-08-25	Paper
Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism Computer Physics Communications	1999-08-25	Paper
Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension Computer Physics Communications	1999-08-25	Paper
scientific article; zbMATH DE number 1103074 (Why is no real title available?) (available as arXiv preprint)	1998-04-20	Paper
Generation of pseudo-random variates with fixed sum and product Computer Physics Communications	1998-01-05	Paper

Research outcomes over time

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