Academic staff at the Department of Mathematical Sciences – University of Copenhagen

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Department of Mathematical Sciences > Staff > Academic staff

Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor

Primary fields of research

Stochastic analysis applied to

  • pricing of financial derivative assets
  • pricing of insurance assets
  • optimal trading strategies

Current research

  • Lagrange optimal stopping problems
  • Probabilistic properties of stopping times

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