Erik Lindström
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- 2018
-
Mark
A Diffusion Bridge Sampler for Drift- and Diffusion Dominated Models
2018) 10th Bachelier world congress(
- Contribution to conference › Paper, not in proceeding
-
Mark
Unbiased Adaptive LASSO parameter estimation for diffusion processes
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
A Variance-Reduced Multilevel Monte Carlo Algorithm for Maximum Likelihood Inference in Multivariate Diffusions
2018) 12th International Workshop on Rare-Event Simulation(
- Contribution to conference › Abstract
- 2017
-
Mark
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
(
- Contribution to journal › Article
-
Mark
Spatial Statistical Modeling of Insurance Risk An epidemiologist approach to car insurance
2017) SPAS2017 International Conference on Stochastic Processes and Algebraic Structures – From Theory Towards Applications(
- Contribution to conference › Paper, not in proceeding
-
Mark
Multi-Period Portfolio Selection with Drawdown Control
2017) International Symposium on Forecasting, 2017(
- Contribution to conference › Paper, not in proceeding
-
Mark
Dynamic Allocation or Diversification : A Regime-Based Approach to Multiple Assets
(
- Contribution to journal › Article
- 2016
-
Mark
Efficient computation of the quasi likelihood function for discretely observed diffusion processes
(
- Contribution to journal › Article
-
Mark
Dynamic Portfolio Optimization Across Hidden Market Regimes
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding
-
Mark
Parameter Estimation in Finance Using Radial Basis Function Methods
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding