Erik Lindström

Available identifiers

Publication	Date of Publication	Type
Dynamic portfolio optimization across hidden market regimes	2021-09-03	Paper
Multi-period portfolio selection with drawdown control	2020-01-20	Paper
Temporal hierarchies with autocorrelation for load forecasting	2019-10-15	Paper
Dynamic portfolio optimization across hidden market regimes	2018-11-14	Paper
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters	2018-10-12	Paper
Stylised facts of financial time series and hidden Markov models in continuous time	2018-09-19	Paper
Efficient computation of the quasi likelihood function for discretely observed diffusion processes	2018-08-15	Paper
BENCHOP – The BENCHmarking project in option pricing	2016-04-29	Paper
A regularized bridge sampler for sparsely sampled diffusions	2015-10-16	Paper
Runup and boundary layers on sloping beaches	2015-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q5176224	2015-03-03	Paper
Tuned iterated filtering	2014-02-11	Paper
Implications of parameter uncertainty on option prices	2010-09-29	Paper
Sequential calibration of options	2009-06-12	Paper
Estimating parameters in diffusion processes using an approximate maximum likelihood approach	2008-03-31	Paper

This page was built for person: Erik Lindström