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2014
Mark A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes
Höök, Josef and Lindström, Erik ^LU (2014) 8th World Congress of the Bachelier Finance Society In [Publication information missing]
- Contribution to journal › Published meeting abstract
Mark Tuned Sequential Calibration of Options
Lindström, Erik ^LU and Åkerlindh, Carl ^LU (2014) Euro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14)
- Contribution to conference › Paper, not in proceeding
Mark Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs
Höök, Josef ; Larsson, Elisabeth ; Lindström, Erik ^LU and von Sydow, Lina (2014) 2014 SIAM Conference on Financial Mathematics and Engineering In [Publication information missing]
- Contribution to journal › Published meeting abstract
Mark Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
Wiktorsson, Magnus ^LU and Lindström, Erik ^LU (2014) 8th World Congress of the Bachelier Finance Society
- Contribution to conference › Abstract
Mark Fast Valuation of Options Under Parameter Uncertainty
Lindström, Erik ^LU and Wu, Hanna (2014) 21st International Forecasting Financial Markets Conference
- Contribution to conference › Paper, not in proceeding
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 Tuned iterated filtering
Lindström, Erik ^LU (2013) In Statistics and Probability Letters 83(9). p.2077-2080
- 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 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 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

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