Julien Hok

From MaRDI portal
Person:2292055

Available identifiers

zbMath Open hok.julienMaRDI QIDQ2292055

List of research outcomes





PublicationDate of PublicationType
FX Open Forward2025-01-06Paper
Speeding up the Euler scheme for killed diffusions2024-07-02Paper
Speeding up the Euler scheme for killed diffusions2021-06-28Paper
Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods2020-01-31Paper
EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL2018-04-11Paper
Option pricing with Legendre polynomials2017-06-01Paper
Forward implied volatility expansion in time-dependent local volatility models2016-01-29Paper
EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION2014-06-19Paper

Research outcomes over time

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