Lindstrm Erik

Erik Lindstrm

Information about the author Erik Lindstrm will soon be added to the site.
Found 2 papers in total
Implications of parameter uncertainty on option prices
2010
Financial markets are complex processes where investors interact to set prices. We...
Estimating parameters in diffusion processes using an approximate maximum likelihood approach
2007
We present an approximate Maximum Likelihood estimator for univariate Itô...
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