Julien Hok

Identifiers

No identifiers captured yet.

Papers (3)

1. Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method q-fin.MF · 2018 · author #1
2. Expansion formulas for European quanto options in a local volatility FX-LIBOR model q-fin.PR · 2018 · author #1
3. Option pricing with Legendre polynomials q-fin.MF · 2016 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Antonis Papapantoleon 1 shared papers
• Philip Ngare 1 shared papers
• Shih-Hau Tan 1 shared papers
• Tat Lung Chan 1 shared papers