S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
John van der Hoek · Study
Home
/
Author
John van der Hoek
7 works
· latest 2011
· 2 institutions
cluster: provisional
Follow
Claim this profile
h-index
7
i10
7
Citations
821
Works here
7
97
01
03
05
06
08
11
Most cited in this library
A General Fractional White Noise Theory And Applications To Finance
2003 · 301 citations
Pairs trading
2005 · 295 citations
An application of hidden Markov models to asset allocation problems
1997 · 93 citations
Binomial Models in Finance
2006 · 40 citations
CONDITIONAL EXPECTATION FORMULAE FOR COPULAS
2008 · 36 citations
Works
7 shown
American option prices in a Markov chain market model
Applied Stochastic Models in Business and Industry
·
2011
·
2 authors
24
citations
CONDITIONAL EXPECTATION FORMULAE FOR COPULAS
Australian & New Zealand Journal of Statistics
·
2008
·
2 authors
36
citations
Binomial Models in Finance
Springer eBooks
·
2006
·
2 authors
·
book
40
citations
Pairs trading
Quantitative Finance
·
2005
·
3 authors
295
citations
A General Fractional White Noise Theory And Applications To Finance
Mathematical Finance
·
2003
·
2 authors
301
citations
Stochastic flows and the forward measure
Finance and Stochastics
·
2001
·
2 authors
32
citations
An application of hidden Markov models to asset allocation problems
Finance and Stochastics
·
1997
·
2 authors
·
Open access
93
citations