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1

A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS

HULT, HENRIK, LINDSKOG, FILIP, NYKVIST, JOHAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 720 KB

english, 2013

2

On the synthesis and characterization of new low temperature curing powder coatings cured with radiation

Mats Johansson, Henrik Falkén, Axel Irestedt, Anders Hult

Journal:

Journal of Coatings Technology

Year:

1998

Language:

english

File:

PDF, 1.05 MB

english, 1998

3

Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations

Blanchet, Jose, Hult, Henrik, Leder, Kevin

Journal:

ACM Transactions on Modeling and Computer Simulation

Year:

2013

Language:

english

File:

PDF, 338 KB

english, 2013

4

On importance sampling with mixtures for random walks with heavy tails

Hult, Henrik, Svensson, Jens

Journal:

ACM Transactions on Modeling and Computer Simulation

Year:

2012

Language:

english

File:

PDF, 204 KB

english, 2012

5

Highly branched radial block copolymers via dendritic initiation of aliphatic polyesters

Mikael Trollsås, Craig J. Hawker, Jules F. Remenar, James L. Hedrick, Mats Johansson, Henrik Ihre, Anders Hult

Journal:

Journal of Polymer Science Part A: Polymer Chemistry

Year:

1998

Language:

english

File:

PDF, 177 KB

english, 1998

6

Selective etching of thermotropic liquid crystalline polyesters

Per G. Hedmark, Jan-Fredrik Jansson, Anders Hult, Henrik Lindberg, Ulf W. Gedde

Journal:

Journal of Applied Polymer Science

Year:

1987

Language:

english

File:

PDF, 5.17 MB

english, 1987

7

Preparation of ordered and crosslinked films from liquid crystalline p-vinylphenoxy-based monomers

Henrik Andersson, Mikael Trollsås, Ulf W. Gedde, Anders Hult

Journal:

Macromolecular Chemistry and Physics

Year:

1995

Language:

english

File:

PDF, 542 KB

english, 1995

8

Synthesis, polymerization and structural characterization of a novel liquid crystalline side-chain poly(vinyl ether) containing dicyanovinyl groups and displaying coexisting smectic phases

Mikael Trollsås, Henrik Ihre, Ulf W. Gedde, Anders Hult

Journal:

Macromolecular Chemistry and Physics

Year:

1996

Language:

english

File:

PDF, 619 KB

english, 1996

9

Density functionals and van der Waals interactions at surfaces

Bengt I. Lundqvist, Erika Hult, Henrik Rydberg, Alexander Bogicevic, Johan Strömquist, David C. Langreth

Journal:

Progress in Surface Science

Year:

1998

Language:

english

File:

PDF, 1.84 MB

english, 1998

10

Approximating some Volterra type stochastic integrals with applications to parameter estimation

Journal:

Stochastic Processes and their Applications

Year:

2003

Language:

english

File:

PDF, 317 KB

english, 2003

11

Initiator-free photopolymerization of an aliphatic vinyl ether-maleimide monomer

Henrik Andersson, Anders Hult

Journal:

Journal of Coatings Technology

Year:

1997

Language:

english

File:

PDF, 1.14 MB

english, 1997

12

A note on Wick products and the fractional Black-Scholes model

Tomas Björk, Henrik Hult

Journal:

Finance and Stochastics

Year:

2005

Language:

english

File:

PDF, 168 KB

english, 2005

13

Ruin probabilities under general investments and

Henrik Hult, Filip Lindskog

Journal:

Finance and Stochastics

Year:

2011

Language:

english

File:

PDF, 690 KB

english, 2011

14

Book review

Journal:

Year:

2004

Language:

english

File:

PDF, 172 KB

english, 2004

15

Extremal behavior of regularly varying stochastic processes

Henrik Hult, Filip Lindskog

Journal:

Stochastic Processes and their Applications

Year:

2005

Language:

english

File:

PDF, 385 KB

english, 2005

16

Nonlinear diffusion filtering of images obtained by planar laser-induced fluorescence spectroscopy

Malm, Henrik, Sparr, Gunnar, Hult, Johan, Kaminski, Clemens F.

Journal:

Journal of the Optical Society of America A

Year:

2000

Language:

english

File:

PDF, 693 KB

english, 2000

17

Short-term glucocorticoid treatment increases insulin secretion in islets derived from lean mice through multiple pathways and mechanisms

Malin Hult, Henrik Ortsäter, Gertrud Schuster, Florian Graedler, Johannes Beckers, Jerzy Adamski, Alexander Ploner, Hans Jörnvall, Peter Bergsten, Udo Oppermann

Journal:

Molecular and Cellular Endocrinology

Year:

2009

Language:

english

File:

PDF, 516 KB

english, 2009

18

Double-Stage Convergent Approach for the Synthesis of Functionalized Dendritic Aliphatic Polyesters Based on 2,2-Bis(hydroxymethyl)propionic Acid

Ihre, Henrik, Hult, Anders, Fréchet, Jean M. J., Gitsov, Ivan

Journal:

Year:

1998

Language:

english

File:

PDF, 130 KB

english, 1998

19

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis || Quadratic Hedging Principles

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 441 KB

english, 2012

20

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis || Utility-Based Investment Principles

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 399 KB

english, 2012

21

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis || Convex Optimization

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 111 KB

english, 2012

22

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis || Quadratic Investment Principles

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 1.17 MB

english, 2012

23

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis || Interest Rates and Financial Derivatives

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 362 KB

english, 2012

24

Synthesis of a Poly(ε-caprolactone) Monosubstituted First Generation Dendrimer by Lipase Catalysis

Córdova, Armando, Hult, Anders, Hult, Karl, Ihre, Henrik, Iversen, Tommy, Malmström, Eva

Journal:

Journal of the American Chemical Society

Year:

1998

Language:

english

File:

PDF, 64 KB

english, 1998

25

Synthesis, Characterization, and 1 H NMR Self-Diffusion Studies of Dendritic Aliphatic Polyesters Based on 2,2-Bis(hydroxymethyl)propionic Acid and 1,1,1-Tris(hydroxyphenyl)ethane

Ihre, Henrik, Hult, Anders, Söderlind, Erik

Journal:

Journal of the American Chemical Society

Year:

1996

Language:

english

File:

PDF, 427 KB

english, 1996

26

[Springer Series in Operations Research and Financial Engineering] Risk and Portfolio Analysis ||

Hult, Henrik, Lindskog, Filip, Hammarlid, Ola, Rehn, Carl Johan

Year:

2012

Language:

english

File:

PDF, 5.59 MB

english, 2012

27

On Regular Variation for Infinitely Divisible Random Vectors and Additive Processes

Henrik Hult and Filip Lindskog

Journal:

Advances in Applied Probability

Year:

2006

Language:

english

File:

PDF, 1.37 MB

english, 2006

28

Multivariate Extremes, Aggregation and Dependence in Elliptical Distributions

Henrik Hult and Filip Lindskog

Journal:

Advances in Applied Probability

Year:

2002

Language:

english

File:

PDF, 1.76 MB

english, 2002

29

Tail probabilities for infinite series of regularly varying random vectors

HENRIK HULT and GENNADY SAMORODNITSKY

Journal:

Year:

2008

Language:

english

File:

PDF, 1.50 MB

english, 2008

30

On Kesten's Counterexample to the Cramér: Wold Device for Regular Variation

Henrik Hult and Filip Lindskog

Journal:

Year:

2006

Language:

english

File:

PDF, 609 KB

english, 2006

31

[IEEE 2008 Asia and South Pacific Design Automation Conference (ASPDAC) - Seoul, South Korea (2008.03.21-2008.03.24)] 2008 Asia and South Pacific Design Automation Conference - Within-die process variations: How accurately can they be statistically modeled?

Hargreaves, Brendan, Hult, Henrik, Reda, Sherief

Year:

2008

Language:

english

File:

PDF, 1.54 MB

english, 2008

32

Unified treatment of asymptotic van der Waals forces

Hult, Erika, Rydberg, Henrik, Lundqvist, Bengt I., Langreth, David C.

Journal:

Physical Review B

Year:

1999

Language:

english

File:

PDF, 193 KB

english, 1999

33

[IEEE 2011 Winter Simulation Conference - (WSC 2011) - Phoenix, AZ, USA (2011.12.11-2011.12.14)] Proceedings of the 2011 Winter Simulation Conference (WSC) - Importance sampling for stochastic recurrence equations with heavy tailed increments

Blanchet, Jose, Hult, Henrik, Leder, Kevin

Year:

2011

Language:

english

File:

PDF, 153 KB

english, 2011

34

Functional large deviations for multivariate regularly varying random walks

Hult, Henrik, Lindskog, Filip, Mikosch, Thomas, Samorodnitsky, Gennady

Journal:

The Annals of Applied Probability

Year:

2005

Language:

english

File:

PDF, 298 KB

english, 2005

35

Extremal Behavior of Stochastic Integrals Driven by Regularly Varying Lévy Processes

Henrik Hult and Filip Lindskog

Journal:

The Annals of Probability

Year:

2007

Language:

english

File:

PDF, 1.81 MB

english, 2007

36

LARGE DEVIATIONS FOR POINT PROCESSES BASED ON STATIONARY SEQUENCES WITH HEAVY TAILS

HENRIK HULT and GENNADY SAMORODNITSKY

Journal:

Journal of Applied Probability

Year:

2010

File:

PDF, 2.10 MB

2010

37

LARGE DEVIATIONS FOR POINT PROCESSES BASED ON STATIONARY SEQUENCES WITH HEAVY TAILS

HENRIK HULT and GENNADY SAMORODNITSKY

Journal:

Journal of Applied Probability

Year:

2010

Language:

english

File:

PDF, 2.10 MB

english, 2010

38

Functional Large Deviations for Multivariate Regularly Varying Random Walks

Henrik Hult, Filip Lindskog, Thomas Mikosch and Gennady Samorodnitsky

Journal:

The Annals of Applied Probability

Year:

2005

Language:

english

File:

PDF, 2.18 MB

english, 2005

39

Large deviations for weighted empirical measures arising in importance sampling

Hult, Henrik, Nyquist, Pierre

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 319 KB

english, 2016

40

Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk

Gudmundsson, Thorbjörn, Hult, Henrik

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 226 KB

english, 2014

41

Tail probabilities for infinite series of regularly varying random vectors

Hult, Henrik, Samorodnitsky, Gennady

Journal:

Year:

2008

Language:

english

File:

PDF, 249 KB

english, 2008

42

Multivariate extremes, aggregation and dependence in elliptical distributions

Hult, Henrik, Lindskog, Filip

Journal:

Advances in Applied Probability

Year:

2002

Language:

english

File:

PDF, 225 KB

english, 2002

43

On regular variation for infinitely divisible random vectors and additive processes

Hult, Henrik, Lindskog, Filip

Journal:

Advances in Applied Probability

Year:

2006

Language:

english

File:

PDF, 168 KB

english, 2006

44

Large deviations for point processes based on stationary sequences with heavy tails

Hult, Henrik, Samorodnitsky, Gennady

Journal:

Journal of Applied Probability

Year:

2010

Language:

english

File:

PDF, 333 KB

english, 2010

45

Multivariate extremes, aggregation and dependence in elliptical distributions

Hult, Henrik, Lindskog, Filip

Journal:

Advances in Applied Probability

Year:

2002

Language:

english

File:

PDF, 222 KB

english, 2002

46

Extremal behavior of stochastic integrals driven by regularly varying Lévy processes

Hult, Henrik, Lindskog, Filip

Journal:

The Annals of Probability

Year:

2007

Language:

english

File:

PDF, 313 KB

english, 2007

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