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Julien Hok
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 2
Top Topics
Black Scholes Model
Diffusion Processes
Orthogonal Polynomials
Real Option
Top Venues
CoRR
J. Comput. Appl. Math.
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Publications
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Umut Çetin
,
Julien Hok
Speeding up the Euler scheme for killed diffusions.
CoRR
(2021)
Julien Hok
,
Tat Lung (Ron) Chan
Option pricing with Legendre polynomials.
J. Comput. Appl. Math.
322 (2017)