Carl Lindberg

Adjunct Senior Lecturer at Applied Mathematics and Statistics

Carl has worked with financial mathematics in the financial industry for many years.

Source: chalmers.se

Contact Details

Publications (15)
Projects (0)

Showing 15 publications

2017

A note on contracts on quadratic variation

CARL LINDBERG

PLoS ONE. Vol. 12 (3)

Journal article

2015

Merton’s problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market

Jan Lennartsson, CARL LINDBERG

SpringerPlus. Vol. 4 (1), p. artikel 87-

Journal article

2015

Game intelligence in team sports

Jan Lennartsson, Nicklas Lidström, CARL LINDBERG

PLoS ONE. Vol. 10 (5), p. Art. no. e0125453-

Journal article

2013

Error distributions for random grid approximations of multidimensional stochastic integrals

CARL LINDBERG, Holger Rootzen

Annals of Applied Probability. Vol. 23 (2), p. 834-857

Journal article

2013

Optimal closing of a pair trade with a model containing jumps

Stig Larsson, CARL LINDBERG, Marcus M J Warfheimer

Applications of Mathematics. Vol. 58 (3), p. 249-268

Journal article

2013

Investing equally in risk

CARL LINDBERG

Decisions in Economics and Finance. Vol. 36 (1), p. 39-46

Journal article

2010

Optimal liquidation of a call spread

E. Ekstrom, CARL LINDBERG, J. Tysk et al

Journal of Applied Probability. Vol. 47 (2), p. 586-593

Journal article

2010

Optimal closing of a pair trade with a model containing jumps

Stig Larsson, CARL LINDBERG, Marcus M J Warfheimer

Preprint

2009

Portfolio optimization when expected stock returns are determined by exposure to risk

CARL LINDBERG

Bernoulli. Vol. 15 (2), p. 464-474

Journal article

2008

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. Vol. 24 (4), p. 277-289

Journal article

2007

Robust Portfolio Optimization

CARL LINDBERG

Preprint

2007

Robust Portfolio Optimization

CARL LINDBERG

Preprint

2006

News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type

CARL LINDBERG

Mathematical Finance. Vol. 16 (3), p. 549-568

Journal article

2005

Portfolio Optimization and Statistics in Stochastic Volatility Markets

CARL LINDBERG

Doctoral thesis

2004

News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and Shephard type

CARL LINDBERG

Licentiate thesis

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