Erik Lindström

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Quantile-parameterized distributions for expert knowledge elicitation Decision Analysis	2026-02-23	Paper
Dynamic portfolio optimization across hidden market regimes Quantitative Finance	2021-09-03	Paper
Multi-period portfolio selection with drawdown control Annals of Operations Research	2020-01-20	Paper
Temporal hierarchies with autocorrelation for load forecasting European Journal of Operational Research	2019-10-15	Paper
Dynamic portfolio optimization across hidden market regimes Quantitative Finance	2018-11-14	Paper
Long memory of financial time series and hidden Markov models with time-varying parameters Journal of Forecasting	2018-10-12	Paper
Stylised facts of financial time series and hidden Markov models in continuous time Quantitative Finance	2018-09-19	Paper
Efficient computation of the quasi likelihood function for discretely observed diffusion processes Computational Statistics and Data Analysis	2018-08-15	Paper
BENCHOP -- the benchmarking project in option pricing International Journal of Computer Mathematics	2016-04-29	Paper
A regularized bridge sampler for sparsely sampled diffusions Statistics and Computing	2015-10-16	Paper
Runup and boundary layers on sloping beaches Physics of Fluids	2015-05-04	Paper
Statistics for finance	2015-03-03	Paper
Tuned iterated filtering Statistics & Probability Letters	2014-02-11	Paper
Implications of parameter uncertainty on option prices Advances in Decision Sciences	2010-09-29	Paper
Implications of parameter uncertainty on option prices Advances in Decision Sciences	2010-09-29	Paper
Sequential calibration of options Computational Statistics and Data Analysis	2009-06-12	Paper
Estimating parameters in diffusion processes using an approximate maximum likelihood approach Annals of Operations Research	2008-03-31	Paper

Research outcomes over time

This page was built for person: Erik Lindström