Erik Lindström

17 papers Journal 12Unranked 5
YearRankTypeTitle / Venue / Authors
2025 J jnl
Quantile-Parameterized Distributions for Expert Knowledge Elicitation.
Decis. Anal.
Dmytro Perepolkin, Erik Lindström, Ullrika Sahlin
2021 J jnl
Feature selection in jump models.
Expert Syst. Appl.
Peter Nystrup, Petter N. Kolm, Erik Lindström
2020 — conf
Assessing Alignment Between Business and IT Strategy: A Case Study.
PoEM (Forum)
Samuel Andrén, Erik Lindström, Alice Hugosson, Sofia Rönnqvist, Robert Lagerström, Simon Hacks
2020 J jnl
Learning hidden Markov models with persistent states by penalizing jumps.
Expert Syst. Appl.
Peter Nystrup, Erik Lindström, Henrik Madsen
2020 J jnl
Temporal hierarchies with autocorrelation for load forecasting.
Eur. J. Oper. Res.
Peter Nystrup, Erik Lindström, Pierre Pinson, Henrik Madsen
2019 J jnl
Multi-period portfolio selection with drawdown control.
Ann. Oper. Res.
Peter Nystrup, Stephen P. Boyd, Erik Lindström, Henrik Madsen
2019 J jnl
Stochastic Modelling of the Flow-Front Evolution in a Vacuum Assisted Resin Transfer Moulding Process with Missing Data.
CoRR
Michael Nauheimer, Rishi Relan, Uffe Høgsbro Thygesen, Erik Lindström, Henrik Madsen
2016 J jnl
Efficient computation of the quasi likelihood function for discretely observed diffusion processes.
Comput. Stat. Data Anal.
Lars Josef Höök, Erik Lindström
2015 J jnl
BENCHOP - The BENCHmarking project in option pricing.
Int. J. Comput. Math.
Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao
2012 J jnl
A regularized bridge sampler for sparsely sampled diffusions.
Stat. Comput.
Erik Lindström
2010 J jnl
Implications of Parameter Uncertainty on Option Prices.
Adv. Decis. Sci.
Erik Lindström
2008 J jnl
Sequential calibration of options.
Comput. Stat. Data Anal.
Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst
2007 J jnl
Estimating parameters in diffusion processes using an approximate maximum likelihood approach.
Ann. Oper. Res.
Erik Lindström
1998 — conf
NetLink: A Modern Data Distribution Approach Applied to Transparent Access of High Performance Software Libraries.
PARA
Ivar Holmqvist, Erik Lindström
1998 — conf
NetLink: Software Libraries at Your Fingertip.
HPCN Europe
Ivar Holmqvist, Erik Lindström
1998 — conf
WebSolver: User Friendly Metacomputing.
HPCN Europe
Erik Lindström, Urban Widmark
1989 — conf
The CONLAB Environment: Algorithm Design for and Simulation of MIMD Architectures.
PP
Jerry Eriksson, Peter Jacobson, Bo Kågström, Erik Lindström