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2013
Mark Simultaneous Calibration and Quadratic Hedging of Options
Lindström, Erik ^LU and Guo, Jingyi (2013) In Quantitative and Qualitative Analysis in Social Sciences 7(1).
- Contribution to journal › Article
Mark Semiparametric lag dependent functions
Lindström, Erik ^LU (2013) In Applied Mathematical Sciences 7(12). p.551-566
- Contribution to journal › Article
Mark Tuned iterated filtering
Lindström, Erik ^LU (2013) In Statistics and Probability Letters 83(9). p.2077-2080
- Contribution to journal › Article
Mark Simultaneous Calibration and Quadratic Hedging of Options
Lindström, Erik ^LU and Jingyi, Guo (2013) 8th BMRC - QASS Conference on Macro and Financial Economics
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2012
Mark Modeling extreme dependence between European electricity markets
Lindström, Erik ^LU and Regland, Fredrik (2012) In Energy Economics 34(4). p.899-904
- Contribution to journal › Article
Mark A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations
Lindström, Erik ^LU (2012) In International Journal of Mathematical Models and Methods in Applied Sciences 6(5). p.643-651
- Contribution to journal › Article
Mark Inference for Non-linear Diffusions and Jump-Diffusions: A Monte Carlo EM approach
Lindström, Erik ^LU (2012) 14th International Conference on Automatic Control, Modelling & Simulation (ACMOS '12) p.110-115
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark Model uncertainty, Model selection and Option Valuation
Lindström, Erik ^LU and Strålfors, Johan (2012) 34. Symposium i Anvendt Statistik p.229-238
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
Mark A regularized bridge sampler for sparsely sampled diffusions
Lindström, Erik ^LU (2012) In Statistics and Computing 22(2). p.615-623
- Contribution to journal › Article
Mark Efficient Iterated Filtering
Lindström, Erik ^LU ; Ionides, Edward ; Frydendall, Jan and Madsen, Henrik (2012) 16th IFAC Symposium on System Identification p.1785-1790
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding

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