Erik Lindström

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2007
Mark Estimating parameters in diffusion processes using an approximate maximum likelihood approach
Lindström, Erik ^LU (2007) In Annals of Operations Research 151(1). p.269-288
- Contribution to journal › Article
2006
Mark Are Option Values Stochastic
Lindström, Erik ^LU (2006) 21th Nordic Conference on Mathematical Statistics
- Contribution to conference › Abstract
Mark Calibration of Option Valuation Models using Sequential Monte Carlo Methods
Lindström, Erik ^LU ; Ströjby, Jonas ^LU ; Brodén, Mats ^LU ; Wiktorsson, Magnus ^LU and Holst, Jan ^LU (2006) 13th International Conference on Forecasting Financial Markets
- Contribution to conference › Paper, not in proceeding
Mark Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
Lindström, Erik ^LU ; Ströjby, Jonas ^LU ; Brodén, Mats ^LU ; Wiktorsson, Magnus ^LU and Holst, Jan ^LU (2006) Forth World Congress Bachelier Finance Society
- Contribution to conference › Abstract
2005
Mark Are Option Prices Stochastic?
Holst, Jan ^LU and Lindström, Erik ^LU (2005) 36st Meeting of the EURO Working Group on Financial Modelling
- Contribution to conference › Abstract
2004
Mark Statistical Modeling of Diffusion Processes with Financial Applications
Lindström, Erik ^LU (2004)
- Thesis › Doctoral thesis (compilation)
2003
Mark Estimation and Model Validation of Diffusion Processes
Lindström, Erik ^LU (2003)
- Thesis › Licentiate thesis
Mark Model Validation for Diffusion Processes using Generalized Gaussian Residuals
Lindström, Erik ^LU (2003) p.156-159
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark Model Validation in Non-linear Continuous-discrete Grey-box Models
Holst, Jan ^LU ; Lindström, Erik ^LU ; Madsen, Henrik and Nielsen, Henrik Aa. (2003) 13th IFAC Symposium on System Identification
- Contribution to conference › Paper, not in proceeding
2002
Mark Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach
Lindström, Erik ^LU (2002) 31st Meeting of the EURO Working Group on Financial Modeilng
- Contribution to conference › Abstract

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