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2019
Mark Simulation and Estimation of Diffusion Processes : Applications in Finance
Åkerlindh, Carl ^LU (2019) In Doctoral Theses in Mathematical Sciences 2019(4).
- Thesis › Doctoral thesis (compilation)
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
2004
Mark Statistical Modeling of Diffusion Processes with Financial Applications
Lindström, Erik ^LU (2004)
- Thesis › Doctoral thesis (compilation)