CARL LINDBERG

Showing 14 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
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

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