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 |
|---|---|---|
| The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing Computers & Mathematics with Applications | 2020-10-01 | Paper |
| Efficient computation of the quasi likelihood function for discretely observed diffusion processes Computational Statistics and Data Analysis | 2018-08-15 | Paper |
| Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion Computer Physics Communications | 2016-11-11 | Paper |
| BENCHOP -- the benchmarking project in option pricing International Journal of Computer Mathematics | 2016-04-29 | Paper |
Research outcomes over time
This page was built for person: L. J. Höök
