- Predicting Wind Fields using Physical Models (2010),
Authors: Erik Lindström, Grumert Ellen - In-sample Properties of the Berkowitz Density Forecast Test (2010),
Authors: Erik Lindström, Anders Vilhelmsson - Evaluating independent spike models (2010),
Authors: Erik Lindström, Fredrik Regland - Implications of parameter uncertainty on option prices (2010),
Authors: Erik Lindström - Non-Linear Portmanteau Tests (2009),
Authors: Erik Lindström, Jonas Ströjby, Stefan Ingi Adalbjörnsson - Estimating objective parameters in jump-diffusions (2008),
Authors: Jonas Ströjby, Erik Lindström Fulltext (PDF) - Sequential Calibration of Options (2008),
Authors: Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst - Estimating parameters in diffusion processes using an approximate maximum likelihood approach (2007),
Authors: Erik Lindström - Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation (2006),
Authors: Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst - Calibration of Option Valuation Models using Sequential Monte Carlo Methods (2006),
Authors: Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst
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Last update: 2013-04-11
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