Jonas Ströjby (Former)

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2011
Mark 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
- Contribution to journal › Article
2010
Mark On inference in partially observed Markov models using sequential Monte Carlo methods
Ströjby, Jonas ^LU (2010)
- Thesis › Doctoral thesis (compilation)
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
2009
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
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
2006
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
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