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Lars Josef Höök
Lars Josef Höök
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BENCHOP – The BENCHmarking project in option pricing
International Journal of Computer Mathematics 92 (12), 2015
772015
On the bimodality in an introductory programming course: An analysis of student performance factors
LJ Höök, A Eckerdal
2015 International conference on learning and teaching in computing and …, 2015
512015
Forward deterministic pricing of options using Gaussian radial basis functions
J Amani Rad, J Höök, E Larsson, L von Sydow
Journal of computational science 24, 209-217, 2018
292018
Library for RF interactions in orbit following codes
T Johnson, A Salmi, G Steinbrecher, LG Eriksson, T Hellsten, LJ Höök, ...
AIP Conference Proceedings 1406 (1), 373-376, 2011
182011
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing
LJ Höök, G Ludvigsson, L von Sydow
Computers & Mathematics with Applications 76 (10), 2330-2344, 2018
102018
Efficient computation of the quasi likelihood function for discretely observed diffusion processes
LJ Höök, E Lindström
Computational statistics & data analysis 103, 426-437, 2016
62016
A model for self-consistent simulation of ICRH suitable for integrating modelling
T Hellsten, A Hannan, T Johnson, LG Eriksson, LJ Höök, L Villard
Nuclear Fusion 53 (9), 093004, 2013
62013
An electron model with elementary charge
B Lehnert, LJ Höök
Journal of Plasma Physics 76 (3-4), 419-428, 2010
52010
Randomized quasi-Monte Carlo simulation of fast-ion thermalization
LJ Höök, T Johnson, T Hellsten
Computational Science & Discovery 5 (1), 014010, 2012
42012
Unbiased adaptive lasso parameter estimation for diffusion processes
E Lindström, J Höök
IFAC-PapersOnLine 51 (15), 257-262, 2018
22018
A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes
J Höök, E Lindström
8th World Congress of the Bachelier Finance Society, 2014
22014
Numerical solution of quasilinear kinetic diffusion equations in toroidal plasmas
LJ Höök
KTH Royal Institute of Technology, 2013
22013
A dielectric response model for FEM solutions of ICRF wave fields
T Hellsten, A Hannan, T Johnson, LJ Höök, L Villard
Journal of Physics: Conference Series 401 (1), 012009, 2012
22012
Kernel density estimation using the RBF-Galerkin method
LJ Höök
22012
An Adaptive Monte Carlo Method
LJ Höök, T Hellsten
IEEE transactions on plasma science 38 (9), 2190-2197, 2010
22010
Filtering and parameter estimation of partially observed diffusion processes using Gaussian RBFs
J Höök, E Larsson, E Lindström, L von Sydow
2014 SIAM Conference on Financial Mathematics and Engineering, 2014
12014
Adaptive δf Monte Carlo Method for Simulation of RF‐heating and Transport in Fusion Plasmas
J Höök, T Hellsten
AIP Conference Proceedings 1187 (1), 589-592, 2009
12009
Hedge filtering
O Hammarlid, J Höök
Available at SSRN 3840165, 2021
2021
Parameter Estimation in Finance Using Radial Basis Function Methods
E Larsson, LJ Höök, E Lindström, L von Sydow
2016
Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion
LJ Höök, T Johnson
Computer Physics Communications 185 (2), 590-594, 2014
2014
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