- On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (2011),
Authors: Magnus Wiktorsson, Mats Brodén - Fast simulated annealing in R-d with an application to maximum likelihood estimation in state-space models (2009),
Authors: Sylvain Rubenthaler, Tobias Rydén, Magnus Wiktorsson - Sequential Calibration of Options (2008),
Authors: Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst - Hedging errors induced by discrete trading under an adaptive trading strategy (2008),
Authors: Mats Brodén, Magnus Wiktorsson - 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 - Pricing of some exotic options with NIG-Levy input (2004),
Authors: Sebastian Rasmus, S Asmussen, Magnus Wiktorsson - Modelling the movement of a soil insect (2004),
Authors: Magnus Wiktorsson, Tobias Rydén, Elna Nilsson, Göran Bengtsson - Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology (2004),
Authors: Göran Bengtsson, Elna Nilsson, Tobias Rydén, Magnus Wiktorsson - Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes (2003),
Authors: S Rubenthaler, Magnus Wiktorsson
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