2008 | ||
---|---|---|
2 | EE | Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst: Sequential calibration of options. Computational Statistics & Data Analysis 52(6): 2877-2891 (2008) |
2004 | ||
1 | EE | Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson: Pricing of Some Exotic Options with NIG-Lévy Input. International Conference on Computational Science 2004: 795-802 |
1 | Søren Asmussen | [1] |
2 | Mats Brodén | [2] |
3 | Jan Holst | [2] |
4 | Erik Lindström | [2] |
5 | Sebastian Rasmus | [1] |
6 | Jonas Ströjby | [2] |