Financial Mathematics Group

45 Article
13 Paper in conference proceeding
11 Paper, not in proceeding
8 Abstract
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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)

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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)
1996
Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalise d Pareto Distributions
Tajvidi, N., 1996
Research output: Thesis › Doctoral Thesis (compilation)