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BENCHOP - The BENCHmarking project in option pricing
by
von Sydow, Lina
,
Josef Höök, Lars
,
Larsson, Elisabeth
,
Lindström, Erik
,
Milovanović, Slobodan
,
Persson, Jonas
,
Shcherbakov, Victor
,
Shpolyanskiy, Yuri
,
Sirén, Samuel
,
Toivanen, Jari
,
Waldén, Johan
,
Wiktorsson, Magnus
,
Levesley, Jeremy
,
Li, Juxi
,
Oosterlee, Cornelis W.
,
Ruijter, Maria J.
,
Toropov, Alexander
,
Zhao, Yangzhang
Published in
International journal of computer mathematics
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An Adaptive \delta f Monte Carlo Method
by
Höök, Lars Josef
,
Hellsten, Torbjörn
Published in
IEEE transactions on plasma science
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The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing
by
Höök, Lars Josef
,
Ludvigsson, Gustav
,
von Sydow, Lina
Published in
Computers & mathematics with applications (1987)
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Efficient computation of the quasi likelihood function for discretely observed diffusion processes
by
Hooka, Lars Josef
,
Lindstromb, Erik
Published in
Computational statistics & data analysis
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Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion
by
Höök, L.J.
,
Johnson, T.
Published in
Computer physics communications
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An Adaptive δ f Monte Carlo Method: SPECIAL ISSUE ON NUMERICAL SIMULATION OF PLASMAS
by
JOSEF HÖÖK, Lars
,
HELLSTEN, Torbjörn
Published in
IEEE transactions on plasma science
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A model for self-consistent simulation of ICRH suitable for integrating modelling
by
Hellsten, T.
,
Hannan, A.
,
Johnson, T.
,
Eriksson, L.-G.
,
Höök, L.J.
,
Villard, L.
Published in
Nuclear fusion
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A dielectric response model for FEM solutions of ICRF wave fields
by
Hellsten, T
,
Hannan, A
,
Johnson, T
,
Höök, L J
,
Villard, L
Published in
Journal of physics. Conference series
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Randomized quasi-Monte Carlo simulation of fast-ion thermalization
by
Höök, L J
,
Johnson, T
,
Hellsten, T
Published in
Computational science & discovery
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Unbiased Adaptive LASSO Parameter Estimation for Diffusion Processes
by
Lindström, Erik
,
Höök, Josef
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Conference Proceeding
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Efficient Computation of the Quasi Likelihood function for Discretely Observed Diffusion Processes
by
Höök, Lars Josef
,
Lindström, Erik
Published in
arXiv.org
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