Jonas Ströjby (Former)
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- 2011
-
Mark
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
(
- Contribution to journal › Article
- 2010
-
Mark
Likelihood Inference in Jump Diffusion driven SDE's
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
On inference in partially observed Markov models using sequential Monte Carlo methods
2010)(
- Thesis › Doctoral thesis (compilation)
- 2009
-
Mark
Non-Linear Portmanteau Tests
2009) 15th IFAC Symposium on System Identification(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2008
-
Mark
Estimating objective parameters in jump-diffusions
2008) Fifth World Congress of the Bachelier Finance Society(
- Contribution to conference › Paper, not in proceeding
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
- 2006
-
Mark
Calibration of Option Valuation Models using Sequential Monte Carlo Methods
2006) 13th International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
-
Mark
Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract