Department of Mathematical Sciences

 

 
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  1. 2006
  2. Published

    Static Hedging and Model Risk for Barrier Options

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Statistical Analysis of Teacher Survey 1. Appendix A

    Henningsen, Inge Biehl, 2006, Changing views and practices? A Study of the KappAbel mathematical competition. Trondheim: NTNU, p. 1-10

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  5. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2006, In: Journal of Econometrics. 132, p. 81-115

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Surplus-linked Life insurance

    Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Tail Probabilities for Regression Estimators

    Mikosch, Thomas Valentin & Vries, C. G. D., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 32.

    Research output: Working paper

  8. Published

    The Baum-Connes conjecture via localisation of categories

    Nest, Ryszard & Meyer, R., 2006, In: Topology. 45, 2

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    The Chen-Rubin conjecture in a continuous setting

    Berg, Christian & Pedersen, Henrik Laurberg, 2006, In: Methods and Applications of Analysis. 13, 1, p. 63-88 26 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    The Independence on Boundary Conditions for the Thermodynamic Limit of Charged Systems

    Hasler, D. & Solovej, Jan Philip, 2006, In: Communications in Mathematical Physics. 261, p. 549-568

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2006, In: Annals of Applied Probability. 16, 1, p. 15-29

    Research output: Contribution to journal › Journal article › Research › peer-review

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