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2018
Mark Finite Element Based Monte Carlo Simulation of Options on Lévy Driven Assets
Karlsson, Patrik ^LU (2018) In International Journal of Financial Engineering 05(01).
- Contribution to journal › Article
2017
Mark Calibrating a market model with stochastic volatility to commodity and interest rate risk
Karlsson, Patrik ^LU ; Pilz, Kay and Schlögl, Erik (2017) In Quantitative Finance 17(6). p.907-925
- Contribution to journal › Article
2016
Mark Essays in Quantitative Finance
Karlsson, Patrik ^LU (2016)
- Thesis › Doctoral thesis (compilation)
2006
Mark Derivative Prices for Models using Levy Processes and Markov Switching
Rasmus, Sebastian ^LU (2006)
- Thesis › Doctoral thesis (monograph)

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