BENCHOP – The BENCHmarking project in option pricing International Journal of Computer Mathematics 92 (12), 2015 | 77 | 2015 |
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 | 51 | 2015 |
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 | 29 | 2018 |
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 | 18 | 2011 |
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 | 10 | 2018 |
Efficient computation of the quasi likelihood function for discretely observed diffusion processes LJ Höök, E Lindström Computational statistics & data analysis 103, 426-437, 2016 | 6 | 2016 |
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 | 6 | 2013 |
An electron model with elementary charge B Lehnert, LJ Höök Journal of Plasma Physics 76 (3-4), 419-428, 2010 | 5 | 2010 |
Randomized quasi-Monte Carlo simulation of fast-ion thermalization LJ Höök, T Johnson, T Hellsten Computational Science & Discovery 5 (1), 014010, 2012 | 4 | 2012 |
Unbiased adaptive lasso parameter estimation for diffusion processes E Lindström, J Höök IFAC-PapersOnLine 51 (15), 257-262, 2018 | 2 | 2018 |
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 | 2 | 2014 |
Numerical solution of quasilinear kinetic diffusion equations in toroidal plasmas LJ Höök KTH Royal Institute of Technology, 2013 | 2 | 2013 |
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 | 2 | 2012 |
Kernel density estimation using the RBF-Galerkin method LJ Höök | 2 | 2012 |
An Adaptive Monte Carlo Method LJ Höök, T Hellsten IEEE transactions on plasma science 38 (9), 2190-2197, 2010 | 2 | 2010 |
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 | 1 | 2014 |
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 | 1 | 2009 |
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 |