Julien Hok
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Person:2292055
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 |
|---|---|---|
| FX Open Forward Quantitative Finance | 2025-01-06 | Paper |
| Speeding up the Euler scheme for killed diffusions Finance and Stochastics | 2024-07-02 | Paper |
| Speeding up the Euler scheme for killed diffusions | 2021-06-28 | Paper |
| Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods Decisions in Economics and Finance | 2020-01-31 | Paper |
| Expansion formulas for European quanto options in a local volatility FX-LIBOR model International Journal of Theoretical and Applied Finance | 2018-04-11 | Paper |
| Option pricing with Legendre polynomials Journal of Computational and Applied Mathematics | 2017-06-01 | Paper |
| Forward implied volatility expansion in time-dependent local volatility models ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
| Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation International Journal of Theoretical and Applied Finance | 2014-06-19 | Paper |
Research outcomes over time
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