Lars Josef Höök

Publication Activity (10 Years)

Years Active: 2014-2018
Publications (10 Years): 5

Top Topics

Black Scholes Model

Likelihood Function

Top Venues

Comput. Math. Appl.

J. Comput. Sci.

Comput. Phys. Commun.

Comput. Stat. Data Anal.

Royal Institute of Technology, Stockholm, Sweden (PHD)

Education History

Royal Institute of Technology, Stockholm, Sweden

PHD

Publications

Jamal Amani Rad, Lars Josef Höök, Elisabeth Larsson, Lina von Sydow
Forward deterministic pricing of options using Gaussian radial basis functions. J. Comput. Sci. 24 (2018)
Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing. Comput. Math. Appl. 76 (10) (2018)
Lars Josef Höök, Erik Lindström
Efficient computation of the quasi likelihood function for discretely observed diffusion processes. Comput. Stat. Data Anal. 103 (2016)
Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92 (12) (2015)
Lars Josef Höök, Anna Eckerdal
On the Bimodality in an Introductory Programming Course: An Analysis of Student Performance Factors. LaTiCE (2015)
Lars Josef Höök, T. Johnson
Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion. Comput. Phys. Commun. 185 (2) (2014)