Department of Mathematical Sciences

 

 
  1. 2006
  2. Published

    Stability of Matter

    Solovej, Jan Philip, 2006, Encyclopedia of Mathematical Physics. Francoise, J. P., Naber, G. L. & Tsou, S. T. (eds.). Oxford: Elsevier, Vol. 5. p. 8-14

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  3. Published

    Stable limits of martingale transforms with application to the estimation of GARCH parameters

    Mikosch, Thomas Valentin & Straumann, D. Y., 2006, In: Annals of Statistics. 34, 1, p. 493-522

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 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 journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. 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 proceedingBook chapterResearch

  7. 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 journalJournal articleResearchpeer-review

  8. Published

    Surplus-linked Life insurance

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 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 paperResearch

  10. Published

    The Baum-Connes conjecture via localisation of categories

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 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 journalJournal articleResearchpeer-review