Department of Mathematical Sciences

 

 
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  1. Published

    Optimal dividend policies with transaction costs for a class of jump-diffusion processes

    Hunting, M. & Paulsen, Jostein, 2013, In: Finance and Stochastics. 17, 1, p. 73-106

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

  2. Published

    Optimal dividend strategies of two collaborating businesses in the diffusion approximation model

    Gu, J. W., Steffensen, Mogens & Zheng, H., 1 May 2018, In: Mathematics of Operations Research. 43, 2, p. 377-398 22 p.

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

  3. Published

    Optimal estimation under linear constraints

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 p.

    Research output: Working paper › Research

  4. Published

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 22, Vol. 2014).

    Research output: Working paper › Research

  5. Published

    Optimal investment and life insurance strategies under minimum and maximum constraints

    Steffensen, Mogens & Nielsen, P. H., 2008, In: Insurance: Mathematics and Economics. 43, 1, p. 15-28 13 p.

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

  6. Published

    Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 8, p. 5767-5796 30 p.

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

  7. Published

    Optimal lattice configurations for interacting spatially extended particles

    Bétermin, L. & Knüpfer, H., 26 Mar 2018, In: Letters in Mathematical Physics. 108, 10, p. 2213-2228

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

  8. Published

    Optimal learning with Bernstein online aggregation

    Wintenberger, O., 1 Jan 2017, In: Machine Learning. 106, 1, p. 119-141 23 p.

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

  9. Published

    Optimal mean-variance portfolio selection

    Pedersen, Jesper Lund & Peskir, G., 2017, In: Mathematics and Financial Economics. 11, 2, p. 137–160

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

  10. Published

    Optimal mean–variance selling strategies

    Pedersen, Jesper Lund & Peskir, G., 2016, In: Mathematics and Financial Economics. 10, 2, p. 203-220

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

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