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2015
Mark Stylised facts of financial time series and hidden Markov models in continuous time
Peter, Nystrup ; Henrik, Madsen and Lindström, Erik ^LU (2015) In Quantitative Finance 15(9). p.1531-1541
- Contribution to journal › Article
2012
Mark General approximation schemes for option prices in stochastic volatility models
Larsson, Karl ^LU (2012) In Quantitative Finance 12(6). p.873-891
- Contribution to journal › Article
2011
Mark An event study of price movements following realized jumps
Asgharian, Hossein ^LU ; Holmfeldt, Mia ^LU and Larsson, Marcus ^LU (2011) In Quantitative Finance 11(6). p.933-946
- Contribution to journal › Article
2010
Mark Power mapping with dynamical adjustment for improved portfolio optimization
Schaefer, Rudi ; Nilsson, Fredrik ^LU and Guhr, Thomas (2010) In Quantitative Finance 10(1). p.107-119
- Contribution to journal › Article

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