Jonas Ströjby

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2011
- Contribution to journal Article
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
Olsson, Jimmy ^LU and Ströjby, Jonas ^LU (2011) In Electronic Journal of Statistics 5. p.1090-1122 Mark
2010
- Thesis Doctoral thesis (compilation)
On inference in partially observed Markov models using sequential Monte Carlo methods
Ströjby, Jonas ^LU (2010) Mark
- Chapter in Book/Report/Conference proceeding Paper in conference proceeding
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 Mark
2009
- Chapter in Book/Report/Conference proceeding Paper in conference proceeding
Non-Linear Portmanteau Tests
Lindström, Erik ^LU ; Ströjby, Jonas ^LU and Adalbjörnsson, Stefan Ingi ^LU (2009) 15th IFAC Symposium on System Identification Mark
2008
- Contribution to journal Article
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 Mark
- Contribution to conference Paper, not in proceeding
Estimating objective parameters in jump-diffusions
Ströjby, Jonas ^LU and Lindström, Erik ^LU (2008) Fifth World Congress of the Bachelier Finance Society Mark
2006
- Contribution to conference Abstract
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 Mark
- Contribution to conference Paper, not in proceeding
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 Mark

Lund University Publications

LUND UNIVERSITY LIBRARIES

Jonas Ströjby

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