Magnus Wiktorsson
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- 2011
-
Mark
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
(
- Contribution to journal › Article
- 2009
-
Mark
Fast simulated annealing in R-d with an application to maximum likelihood estimation in state-space models
(
- Contribution to journal › Article
- 2008
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
-
Mark
Hedging errors induced by discrete trading under an adaptive trading strategy
2008) Fifth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
- 2006
-
Mark
Calibration of Option Valuation Models using Sequential Monte Carlo Methods
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
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
- 2004
-
Mark
Modelling the movement of a soil insect
(
- Contribution to journal › Article
-
Mark
Pricing of some exotic options with NIG-Levy input
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology
(
- Contribution to journal › Article
- 2003
-
Mark
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
(
- Contribution to journal › Article