Financial Mathematics Group

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2010
Mark Evaluating independent spike models
Lindström, Erik ^LU and Regland, Fredrik (2010) 47th EWGFM meeting p.109-117
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark Predicting Wind Fields using Physical Models
Lindström, Erik ^LU and Ellen, Grumert (2010) 32. Symposium i Anvendt Statistik p.136-145
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark Likelihood Inference in Jump Diffusion driven SDE's
Olof, Hellquist ; Lindström, Erik ^LU and Ströjby, Jonas ^LU (2010) 32. Symposium i Anvendt Statistik p.269-278
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark In-sample Properties of the Berkowitz Density Forecast Test
Lindström, Erik ^LU and Vilhelmsson, Anders ^LU (2010) 32. Symposium i Anvendt Statistik p.293-302
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2009
Mark Fast simulated annealing in R-d with an application to maximum likelihood estimation in state-space models
Rubenthaler, Sylvain ; Rydén, Tobias ^LU and Wiktorsson, Magnus ^LU (2009) In Stochastic Processes and their Applications 119(6). p.1912-1931
- Contribution to journal › Article
Mark Non-Linear Portmanteau Tests
Lindström, Erik ^LU ; Ströjby, Jonas ^LU and Adalbjörnsson, Stefan Ingi ^LU (2009) 15th IFAC Symposium on System Identification
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark Predicting future values of a random function
Peter, Hall and Tajvidi, Nader ^LU (2009) In Preprints in Mathematical Sciences 2009:4.
- Contribution to journal › Article
2008
Mark Estimating objective parameters in jump-diffusions
Ströjby, Jonas ^LU and Lindström, Erik ^LU (2008) Fifth World Congress of the Bachelier Finance Society
- Contribution to conference › Paper, not in proceeding
Mark Sequential Calibration of Options
Lindström, Erik ^LU ; Ströjby, Jonas ^LU ; Brodén, Mats ^LU ; Wiktorsson, Magnus ^LU and Holst, Jan ^LU (2008) In Computational Statistics and Data Analysis 52. p.2877-2891
- Contribution to journal › Article
Mark Hedging errors induced by discrete trading under an adaptive trading strategy
Brodén, Mats ^LU and Wiktorsson, Magnus ^LU (2008) Fifth World Congress Bachelier Finance Society
- Contribution to conference › Abstract

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