Concepedia

John van der Hoek

JV

18

Publications

1.3K

Citations

16

H-Index

1982

Active since

Affiliations

The University of Adelaide(Current)

University of Calgary

University of South Australia

Washington State University

University of Alberta

John van der Hoek is an author at The University of Adelaide specializing in engineering, business, and asset pricing.

Top concepts

Publications per year

1982–2019

18

Publications

18

A General Fractional White Noise Theory And Applications To Finance

Robert J. Elliott, John van der Hoek · Mathematical Finance · 2003 · 307 citations

, , +16

Pairs trading

Robert J. Elliott, John van der Hoek, W.P. Malcolm · Quantitative Finance · 2005 · 295 citations

A Galerkin Procedure for the Diffusion Equation Subject to the Specification of Mass

John R. Cannon, Salvador Pérez Esteva, John van der Hoek · SIAM Journal on Numerical Analysis · 1987 · 139 citations

, , +16

Diffusion subject to the specification of mass

John R. Cannon, John van der Hoek · Journal of Mathematical Analysis and Applications · 1986 · 116 citations

, , +5

An application of hidden Markov models to asset allocation problems

Robert J. Elliott, John van der Hoek · Finance and Stochastics · 1997 · 94 citations · Full text

, , +11

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