John van der Hoek

Available identifiers

zbMath Open van-der-hoek.johnMaRDI QIDQ190758

List of research outcomes

Publication	Date of Publication	Type
Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser	2022-01-10	Paper
Capital Allocation In Insurance	2021-12-22	Paper
Bayesian WIV Estimators for 3-D Bearings-Only TMA With Speed Constraints	2019-10-28	Paper
An explicit numerical algorithm to the solution of Volterra integral equation of the second kind	2019-08-07	Paper
Default Times in a Continuous Time Markov Chain Economy	2018-09-05	Paper
Pricing participating policies under the Meixner process and stochastic volatility	2018-07-17	Paper
Introduction to Hidden Semi-Markov Models	2018-01-02	Paper
Optimal Linear Estimation and Data Fusion	2017-07-27	Paper
A modified hidden Markov model	2015-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q2921297	2014-10-08	Paper
American option prices in a Markov chain market model	2014-05-06	Paper
An approximation of It\^o diffusions based on simple random walks	2014-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4925747	2013-06-12	Paper
Markov Chain Hitting Times	2012-11-09	Paper
Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions	2012-11-09	Paper
Binomial Models for Interest Rates	2011-05-31	Paper
Nonlinear Filter Estimation of Volatility	2010-08-11	Paper
Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions	2009-06-15	Paper
Recombining Binomial Tree Approximations for Diffusions	2009-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q3613982	2009-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q5506184	2009-01-28	Paper
Using distortions of copulas to price synthetic CDOs	2008-06-25	Paper
Mathematical analysis of an extended Mumford-Shah model for image segmentation	2006-11-22	Paper
Binomial models in finance.	2006-03-23	Paper
Pairs trading	2005-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q3160500	2005-02-09	Paper
On Some Inequalities for the Moments of Guessing Mapping	2004-09-07	Paper
A General Fractional White Noise Theory And Applications To Finance	2003-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q2741102	2002-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q2782357	2002-08-05	Paper
Stochastic flows and the forward measure	2002-03-13	Paper
A class of non-expected utility risk measures and implications for asset allocations	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4267623	1999-10-05	Paper
A finite-dimensional filter for hybrid observations	1999-04-07	Paper
An application of hidden Markov models to asset allocation problems	1999-03-09	Paper
Some new analytic inequalities and their applications in guessing theory	1998-11-03	Paper
Explicit finite difference methods for two-dimensional diffusion with non-local boundary condition	1998-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q3350009	1990-01-01	Paper
A Galerkin Procedure for the Diffusion Equation Subject to the Specification of Mass	1987-01-01	Paper
Diffusion subject to the specification of mass	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3689562	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5186992	1984-01-01	Paper
Existence and uniqueness of generalized vortices	1983-01-01	Paper
The Free-boundary Problem for Gravity-driven Unidirectional Viscous Flows	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3671579	1983-01-01	Paper
The classical solution of the one-dimensional two-phase Stefan problem with energy specification	1982-01-01	Paper
On the phase Stefan problem subject to the specification of energy	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3219246	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3935409	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3324326	1981-01-01	Paper

Research outcomes over time

Doctoral students

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