Department of Mathematical Sciences

 

 
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  1. 2003
  2. Published

    Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

    Rubenthaler, S. & Wiktorsson, M., 2003, Københavns Universitet, p. 1-28.

    Research output: Working paper › Research

  3. Published

    Indifference pricing of insurance contracts in a product space model

    Møller, T., 2003, In: Finance and Stochastics. 7, p. 197-217

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

  4. Published

    Indifference pricing of insurance contracts in a product space model: Applications

    Møller, T., 2003, In: Insurance: Mathematics and Economics. 32, p. 295-315

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

  5. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

    Research output: Working paper › Research

  6. Published

    Introduction to Banach Algebras, Operators, and Harmonic Analysis

    Laursen, Kjeld Bagger, Dales, H. G., Aiena, P., Eschmeier, J. & Willis, G. A., 2003, Introduction to Banach Algebras, Operators, and Harmonic Analysis. Cambridge, p. 199-264 (London Mathematical Society Student Texts, Vol. 57).

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

  7. Published

    Jensen's Operator Inequality

    Hansen, F. & Pedersen, G. K., 2003, In: Bulletin of the London Mathematical Society. 35, p. 553-564

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

  8. Published

    Jensen's trace inequality in several variables

    Hansen, F. & Pedersen, G. K., 2003, In: International Journal of Mathematics. 14, p. 667-681

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

  9. Published

    Kompetencebeskrivelser i Universitetets virkelighed

    Grønbæk, Niels & Winsløv, C., 2003, København, Danmark: Center for naturfagenes didaktik. 8 p.

    Research output: Book/Report › Report › Communication

  10. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper › Research

  11. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

    Research output: Working paper › Research

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