Jiri Hoogland

Identifiers

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Papers (10)

1. Symmetries in jump-diffusion models with applications in option pricing and credit risk cond-mat · 2001 · author #1
2. Asians and cash dividends: Exploiting symmetries in pricing theory cond-mat.stat-mech · 2000 · author #1
3. Scaling invariance in finance II: Path-dependent contingent claims cond-mat · 1999 · author #1
4. Quasi-Monte Carlo, Discrepancies and Error Estimates physics.comp-ph · 1996 · author #2
5. Discrepancy-based error estimates for Quasi-Monte Carlo. III: Error distributions and central limits hep-ph · 1996 · author #1
6. Multidimensional sampling for simulation and integration: measures, discrepancies, and quasi-random numbers hep-ph · 1996 · author #2
7. Discrepancy-based error estimates for Quasi-Monte Carlo. II: Results in one dimension hep-ph · 1996 · author #1
8. Definitions and upper bounds for unstable boson masses hep-ph · 1996 · author #3
9. Discrepancy-based error estimates for Quasi-Monte Carlo. I: General formalism hep-ph · 1996 · author #1
10. Stable Calculations for Unstable Particles: Restoring Gauge Invariance hep-ph · 1995 · author #5

Mentions

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Frequent Coauthors

• Ronald Kleiss 6 shared papers
• Amsterdam) 2 shared papers
• Dimitri Neumann 2 shared papers
• Fred James 2 shared papers
• Wim Beenakker 2 shared papers
• Ansgar Denner 1 shared papers
• Costas G. Papadopoulos 1 shared papers
• Dimitri Neumann (CWI 1 shared papers
• Ernestos N. Argyres 1 shared papers
• Geert Jan van Oldenborgh 1 shared papers
• Geert Jan van Oldenborgh (Univ. Leiden) 1 shared papers
• Giampiero Passarino 1 shared papers
• Michel Vellekoop 1 shared papers
• Ronald Kleiss (NIKHEF 1 shared papers
• Stefan Dittmaier 1 shared papers