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2012
Mark Independent Spike Models: Estimation and Validation
Regland, Fredrik and Lindström, Erik ^LU (2012) In Finance a Úver 62(2). p.180-196
- 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 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 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 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
2011
Mark On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
Wiktorsson, Magnus ^LU and Brodén, Mats ^LU (2011) In SIAM Journal on Financial Mathematics 2. p.55-78
- Contribution to journal › Article
Mark Modeling spike and drops dependence in european electricity markets
Lindström, Erik ^LU and Regland, Fredrik (2011) EWEA 2011
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2010
Mark On Prediction of Bivariate Extremes
Pal, Rakonczai and Tajvidi, Nader ^LU (2010) In International Journal of Intelligent Technologies and Statistics 3(2). p.115-139
- Contribution to journal › Article
Mark Implications of parameter uncertainty on option prices
Lindström, Erik ^LU (2010) In Advances in Decision Sciences 2010. p.1-15
- Contribution to journal › Article

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