Lars Josef Höök

According to our database, Lars Josef Höök authored at least 7 papers between 2013 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Forward deterministic pricing of options using Gaussian radial basis functions.

Jamal Amani Rad, Lars Josef Höök, Elisabeth Larsson, Lina von Sydow

J. Comput. Sci., 2018

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing.

Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow

Comput. Math. Appl., 2018

2016

Efficient computation of the quasi likelihood function for discretely observed diffusion processes.

Lars Josef Höök, Erik Lindström

Comput. Stat. Data Anal., 2016

2015

BENCHOP - The BENCHmarking project in option pricing.

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

Int. J. Comput. Math., 2015

On the Bimodality in an Introductory Programming Course: An Analysis of Student Performance Factors.

Lars Josef Höök, Anna Eckerdal

Proceedings of the 2015 International Conference on Learning and Teaching in Computing and Engineering, 2015

2014

Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion.

Lars Josef Höök, T. Johnson

Comput. Phys. Commun., 2014

2013

Numerical solution of quasilinear kinetic diffusion equations in toroidal plasmas.

Lars Josef Höök

PhD thesis, 2013