4. Economy
  5. Quantitative Finance
  6. Risk Management

Magnus Wiktorsson

Economy – Quantitative Finance – Risk Management

Scientist

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Scientist

CENTRE for Mathematical Sciences

Convergence of an Adaptive Approximation Scheme for the Wiener Process

Mathematics – Probability
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Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation

Mathematics – Probability
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Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy

Economy – Quantitative Finance – Risk Management
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