L. J. Höök

From MaRDI portal
Person:1659016

Available identifiers

zbMath Open hook.lars-josefMaRDI QIDQ1659016

List of research outcomes





PublicationDate of PublicationType
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing2020-10-01Paper
Efficient computation of the quasi likelihood function for discretely observed diffusion processes2018-08-15Paper
Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion2016-11-11Paper
BENCHOP – The BENCHmarking project in option pricing2016-04-29Paper

Research outcomes over time

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