- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (2011),
Authors: Jimmy Olsson, Jonas Ströjby - On inference in partially observed Markov models using sequential Monte Carlo methods (2010),
Authors: Jonas Ströjby Fulltext (PDF) - Likelihood Inference in Jump Diffusion driven SDE's (2010),
Authors: Hellquist Olof, Erik Lindström, Jonas Ströjby - 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 - 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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