Skip to main navigation
Skip to search
Skip to main content
Lund University Home
English
Svenska
Home
Profiles
Research output
Projects
Units
Infrastructure
Activities
Prizes and Distinction
Search by expertise, name or affiliation
Financial Mathematics Group
Centre for Mathematical Sciences
Research groups at the Centre for Mathematical Sciences
Overview
Network
Profiles
(3)
Research output
(92)
Projects
(1)
Activities
(1)
Research output
Research output per year
1996
2010
2012
2014
2015
2016
2018
2019
2024
49
Article
13
Paper in conference proceeding
11
Paper, not in proceeding
8
Abstract
11
More
3
Doctoral Thesis (compilation)
2
Book chapter
2
Published meeting abstract
2
Specialist publication article
1
Book
1
Licentiate Thesis
Research output per year
Research output per year
3 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Doctoral Thesis (compilation)
Search results
2019
Simulation and Estimation of Diffusion Processes: Applications in Finance
Åkerlindh, C.,
2019 Sept 27
, Lund:
Mathematical Statistics, Centre for Mathematical Sciences, Lund University
.
145 p.
Research output
:
Thesis
›
Doctoral Thesis (compilation)
Open Access
File
Scientific Modelling
100%
Information
100%
Financial Market
100%
Finance
100%
Mathematical Finance
100%
288
Downloads (Pure)
2004
Statistical Modeling of Diffusion Processes with Financial Applications
Lindström, E.
,
2004
,
Mathematical Statistics, Centre for Mathematical Sciences, Lund University
.
170 p.
Research output
:
Thesis
›
Doctoral Thesis (compilation)
Diffusion Process
100%
Statistical Modeling
100%
Scientific Modelling
100%
Estimation Theory
100%
Residuals
75%
1996
Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalise d Pareto Distributions
Tajvidi, N.
,
1996
Research output
:
Thesis
›
Doctoral Thesis (compilation)
Univariate
100%
Generalized Pareto Distribution
100%
Bivariate
50%
Quantile
37%
Modeling
25%