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- Carl Lindberg
Carl Lindberg
Universitetslektor, adjungerad
Avdelningen för tillämpad matematik och statistik-
A note on contracts on quadratic
variation
Carl Lindberg
PLoS ONE - 2017 -
Merton’s problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard
market
Jan Lennartsson, Carl Lindberg
SpringerPlus - 2015 -
Game intelligence in team
sports
Jan Lennartsson, Nicklas Lidström, Carl Lindberg
PLoS ONE - 2015 -
Error distributions for random grid approximations of multidimensional stochastic
integrals
Carl Lindberg, Holger Rootzén
The Annals of Applied Probability - 2013 -
Optimal closing of a pair trade with a model containing
jumps
Stig Larsson, Carl Lindberg, Marcus Warfheimer
Applications of Mathematics - 2013 -
Optimal closing of a pair trade with a model containing
jumps
Stig Larsson, Carl Lindberg, Marcus Warfheimer
2010 -
Optimal liquidation of a call
spread
E. Ekstrom, Carl Lindberg, J. Tysk, H. Wanntorp
Journal of Applied Probability - 2010 -
Portfolio optimization when expected stock returns are determined by exposure to
risk
Carl Lindberg
Bernoulli - 2009 -
The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading
intensity
Carl Lindberg
Applied Stochastic Models in Business and Industry - 2008 -
Robust Portfolio
Optimization
Carl Lindberg
2007 -
Robust Portfolio
Optimization
Carl Lindberg
2007 -
News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard
type
Carl Lindberg
Mathematical Finance - 2006 -
Portfolio Optimization and Statistics in Stochastic Volatility
Markets
Carl Lindberg
2005 -
News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and Shephard
type
Carl Lindberg
2004