Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, In: British Actuarial Journal. 8, p. 787-828

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paperResearch

  4. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

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

  6. Published

    Pick functions related to the Gamma function

    Berg, Christian & Pedersen, H. L., 2002, In: Rocky Mountain Journal of Mathematics. 32, 2, p. 507-525

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Poisson limits for U-statistics

    Dabrowski, A. R., Dehling, H. G., Mikosch, Thomas Valentin & Sharipov, O., 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 137-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Prime pover degree representations of the double covers of the symmetric and alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2002, In: Journal of the London Mathematical Society. 66, 2, p. 313-324

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Prognostic impact of matched preoperative plasma and serum VEGF in patients with primary colorectal carcinoma

    Werther, K., Christensen, I. J., Nielsen, H. J., Schulze, S., Thorup, J., Wille-Jørgensen, P., Bentzen, E., Christoffersen, I., Møller, P., Banke, L., Froberg, D., Henriksen, F. W., Crone, P., Hesselfeldt, P., Hempel Sparsø, B., Lindorff Larsen, K., Asmussen, T., Heiner, J., Hart Hansen, O., Flyger, H. & 25 others, Jess, P., Iversen, J., La Cour-Andersen, J., Vennits, B., Moesgaard, F., Hammer, J., Fischer, A., Galatius, H., Naver, L., Teilum, D., Holbraad, L., Iversen, O., Nymark, J., Roikjær, Ole, Svendsen, Lars Bo, Vedel, L., Palm, L., Rasmussen, K. C., Friis, J., Lanng, C., Wiboltt, K., Jensen, N. C., Hoffman, N., Larsen, T. & Packler, J., 2002, In: British Journal of Cancer.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Quantized symmetrizations and *-products

    Jakobsen, Hans Plesner, 2002, Quantized symmetrizations and *-products. Singapore: World Scientific, p. 396-403

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

  12. Published

    Rational equivalences between classifying spaces

    Møller, Jesper Michael, 2002, In: Mathematische Zeitschrift. 241, p. 761-799 39 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Regular variation of GARCH processes

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 95-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Regularity of projections revisited

    Eilers, Søren & Akemann, C. A., 2002, In: Journal of Operator Theory. 48, p. 515-534

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Representations of Hecke algebras and dilations of semigroup crossed products

    Larsen, N. S. & Raeburn, I., 2002, In: Journal of the London Mathematical Society. 66, p. 198-212

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Restricted homological dimensions and Cohen-Macaulayness

    Christensen, L. W., Foxby, H. & Frankild, A., 2002, In: Journal of Algebra. 251, p. 479-502

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Riemann-Roch theorems for D-modules via deformation quantization, II

    Nest, Ryszard, Bressler, P. & Tsygan, B., 2002, In: Advances in Mathematics. 17, p. 1-25

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Sandsynlighedsregning på målteoretisk grundlag.

    Hansen, Ernst, 2002, 2. ed. København: Afdeling for Teoretisk Statistik, K.U.,. 501 p.

    Research output: Book/ReportBookEducation

  19. Published

    Small eigenvalues of large Hankel matrices. The indeterminate case

    Berg, Christian, Chen, Y. & Ismail, M. E. H., 2002, In: Mathematica Scandinavica. 91, p. 67-81

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Some Classes of Completely Monotonic Functions

    Berg, Christian & Alzer, H., 2002, In: Annales Academiae Scientiarum Fennicae. Mathematica. 27, p. 445-460

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Stability bounds for ruin probabilities in a Markov modulated risk model with investments

    Rusaityte, D., 2002, Københavns Universitet: <Forlag uden navn>, p. 1-35.

    Research output: Working paperResearch

  22. Published

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

    Johansen, Søren, 2002, Københavns Universitet, p. 1-27.

    Research output: Working paperResearch

  23. Published

    Statistical analysis with missing data

    Nielsen, S. F., 2002, In: Statistics in Medicine. 23, p. 1181-1182

    Research output: Contribution to journalLiterature reviewResearch

  24. Published

    Supplement 2002 Matematik 1GB

    Solovej, Jan Philip, 2002, Supplement 2002 Matematik 1GB. Universitetsbogladen, p. 110

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

  25. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2002, København, p. 1-29.

    Research output: Working paperResearch

  26. Published

    Tail probabilities of subadditive functionals of Lévy processes

    Braverman, M., Mikosch, Thomas Valentin & Samorodnitsky, G., 2002, In: Annals of Applied Probability. 12, 1, p. 69-100

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Testing undeclared central bank intervention in foreign exchange markets

    Cavaliere, G., 2002, København, p. 1-28.

    Research output: Working paperResearch

  28. Published

    The Ground State of the Bose Gas

    Lieb, E. H., Seiringer, R., Solovej, Jan Philip & Yngvason, J., 2002, Current developments in mathematics. International Press, p. 131-178

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

  29. Published

    The Information Topology

    Harremöes, P., 2002, Proceedings International Symposium on Information Theory. Lausanne: IEEE Signal Processing Society, p. 431

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

  30. Published

    The Leaking Pipeline: Øjebliksbilleder af kønnede in- og eksklusionsprocesser i Akademia

    Henningsen, Inge Biehl & Højgaard, Lis, 2002, In: Dansk Sociologi. 13, 2, p. 25-49

    Research output: Contribution to journalJournal articleResearch

  31. Published

    The Limit distribution of Cointegration Rank Tests of "Wald Type"

    Rahbek, Anders, 2002, In: Econometric Theory. 18, p. 1016-1017

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    The Quantum Analog to Intrinsic Information

    Christandl, Matthias, 2002, ETH Zûrich. 65 p.

    Research output: Book/ReportPh.D. thesisResearch

  33. Published

    The fast climate fluctuations during the statial and interstadial climate states

    Ditlevsen, Peter, Ditlevsen, Susanne & Andersen, K. K., 2002, In: Annals of Glaciology. 35, 1, p. 457-462 6 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-11.

    Research output: Working paperResearch

  35. Published

    The minimum maximum of a continuous martingale with given initial and terminal laws

    Hobson, D. G. & Pedersen, Jesper Lund, 2002, In: Annals of Probability. 30, 2, p. 978-999

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    The structure of the Brauer group and crossed products of C0(X)-linear group actions on C0(X,K)

    Nest, Ryszard & Echterhoff, S., 2002, In: Transactions of the American Mathematical Society. 353, p. 3685-3712

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    The two-prime analogue of the Hecke C*-algebra of Bost and Connes

    Larsen, N. S., Putnam, I. F. & Raeburn, I., 2002, In: Indiana University Mathematics Journal. 51, p. 171-186

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Topologies associated with Information Divergence

    Harremöes, P., 2002, Proceedings 24th European Meeting of Statisticians. Prague: Institute of Information Theory and Automation, p. 216

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

  39. Published

    Trace formulas for parameter-dependent pseudodifferential operators

    Grubb, Gerd, 2002, In: Nuclear physics B, Proceedings supplements. 104, p. 71-88

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques

    Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Unified Approach to Optimization Techniques in Shannan Theory

    Harremöes, P. & Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE International Symposium on Information Theory, Lausanne. New York: IEEE Signal Processing Society, p. 238

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

  42. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

    Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, p. 1-21.

    Research output: Working paperResearch

  43. Published

    Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane

    Schmidt, A. L., 2002, Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane. Berlin: De Gruyter, p. 386

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

  44. Published

    Whittle estimation in a heavy-tailed GARCH(1,1) model

    Mikosch, Thomas Valentin & Straumann, D. Y., 2002, In: Stochastic Processes and Their Applications. 100, 1-2, p. 187-222

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Women in Scince - the Danish case

    Henningsen, Inge Biehl, 2002, Proceedings from The Gender and Research Conference. Bruxelles: EU Kommissionen, p. 283-287

    Research output: Chapter in Book/Report/Conference proceedingReport chapterCommunication

  46. Published

    Zeuthen, Hieornymus Georg

    Lützen, Jesper, 2002, Writing the History of Mathematics: Its Historical Development. Basel: Birkhäuser Verlag, p. 574-578

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

  47. Published

    Zipf's Law, Hyperbolic Distributions and Entropy Loss

    Harremöes, P. & Topsøe, Flemming, 2002, Proceedings International Symposium on Information Theory. Lausanne: IEEE Signal Processing Society, p. 207

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

  48. Published

    N-determined p-compact groups

    Møller, Jesper Michael, 1 Jan 2002, In: Fundamenta Mathematicae. 173, 3, p. 201-300

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Riemann-Roch theorems via deformation quantization, I

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 1-25 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Riemann-Roch theorems via deformation quantization, II1

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 26-73 48 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  51. Published

    A stochastic nonlinear autoregressive algorithm reflects nonlinear dynamics of heart-rate fluctuations

    Armoundas, A. A., Ju, K., Iyengar, N., Kanters, Jørgen K., Saul, P. J., Cohen, R. J. & Chon, K. H., 27 Apr 2002, In: Annals of Biomedical Engineering. 30, 2, p. 192-201 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  52. 2003
  53. Published

    'The variance of the estimated roots in a cointegrated vector autoregressive model

    Johansen, Søren, 2003, In: Journal of Time Series Analysis. 24, 6, p. 663-678

    Research output: Contribution to journalJournal articleResearchpeer-review

  54. Published

    (D)ecomposa(B)ility, in Operator Theory and Banach Algebras, Conference Proceedings, Rabat (Morocco) April 1999

    Laursen, Kjeld Bagger, 2003, (D)ecomposa(B)ility, in Operator Theory and Banch Algebras, Conference Proceedings, Rabat (Morocco), April 1999, Bucharest 2003. Theta, Bucharest, p. -

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

  55. Published

    A new coherent states approach to semiclasses which gives Scott's correction

    Solovej, Jan Philip & Spitzer, W. L., 2003, In: Communications in Mathematical Physics. 241, p. 383-420

    Research output: Contribution to journalJournal articleResearchpeer-review

  56. Published

    A properly infinite Banach *algebra with a non-zero, bounded trace

    Dales, H. G., Laustsen, N. J. & Read, C. J., 2003, In: Studia Mathematica. 155, 2, p. 107-129

    Research output: Contribution to journalJournal articleResearchpeer-review

  57. Published

    A remark on real radical extensions

    Jensen, Chr Ulrik, 2003, In: Acta Arithmetica. 107, 4, p. 373-379 7 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  58. Published

    Almost sure rates of mixing for i.i.d. unimodal maps

    Baladi, V., Benedicks, M. & Maume-Deschamps, V., 2003, In: Annales Scientifiques de l'Ecole Normale Superieure. 36, p. 319-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  59. Published

    An Entropy Power Inequality for the Binomial Family

    Harremöes, P. & Vignat, C., 2003, In: Journal of Inequalities in Pure and Applied Mathematics. 4, p. 93

    Research output: Contribution to journalJournal articleResearchpeer-review

  60. Published

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  61. Published

    Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

    Hipp, C. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-15.

    Research output: Working paperResearch

  62. Published

    Best Pinsker Bound equals Taylor Polynomial of Degree 49

    Fedotov, A., Harremöes, P. & Topsøe, Flemming, 2003, In: Vychislitel'nye Tekhnologii. 8, 5, p. 3-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  63. Published

    Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis

    Lützen, Jesper, 2003, Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis. 5:The Modern Phys. and Math. Sciences ed. Cambridge: Cambridge University Press, p. 468-487

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

  64. Published

    Choice of Unconventional;Treatment by Patients with Cancer;

    Kimby, C. K., Launsø, L., Henningsen, Inge Biehl & Langgaard, H., 2003, In: Journal of Alternative & Complementary Medicine. 9, 4, p. 549-561

    Research output: Contribution to journalJournal articleResearchpeer-review

  65. Published

    Compentencies, version ground floor

    Grønbæk, Niels & Winsløw, Carl, 2003, In: CNDs Skriftserie. 7, p. 37-50

    Research output: Contribution to journalJournal articleResearchpeer-review

  66. Published

    Competencies, version ground floor

    Grønbæk, Niels & Winsløw, Carl, 2003, If reform of science education is the answer- what were the questions?. p. 37-50

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

  67. Published

    Convergence to the Poisson Distribution in Information Divergence

    Harremöes, P., 2003, Convergence to the Poission Distribution in Information Divergence. p. 27

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

  68. Published

    Depth and amplitude for unbounded complexes

    Foxby, H. & Iyengar, S., 2003, In: Contemporary Mathematics. 331, p. 119-137

    Research output: Contribution to journalJournal articleResearchpeer-review

  69. Published

    En Introduktion til Sandsynlighedsregning.

    Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.

    Research output: Book/ReportBookEducation

  70. Published

    Entropy of the Law of Small Numbers

    Kontoioannis, Y. & Harremöes, P., 2003, Entropy and the Law of Small Numbers. Yokohama: IEEE Signal Processing Society, p. 26

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

  71. Published

    Finite energy maps from Riemannian polyhedra to metric spaces

    Fuglede, Bent, 2003, In: Annales Academiæ Scientiarum Fennicæ. 28, 2, p. 433-458

    Research output: Contribution to journalJournal articleResearchpeer-review

  72. Published

    Framed discs operads and Batalin-Vilkovisky algebras

    Salvatore, P. & Wahl, Nathalie, 2003, In: Quarterly Journal of Mathematics. 54, p. 213-231

    Research output: Contribution to journalJournal articleResearchpeer-review

  73. Published

    Generalized blocks for symmetric groups

    Külshammer, B., Olsson, Jørn Børling & Robinson, G. R., 2003, In: Inventiones Mathematicae. 151, p. 513-552

    Research output: Contribution to journalJournal articleResearchpeer-review

  74. Published

    Geometric ergodicity of discrete time approximations to multivariate diffusions

    Hansen, Niels Richard, 2003, In: Bernoulli. 9, 4, p. 725-743

    Research output: Contribution to journalJournal articleResearchpeer-review

  75. Published

    Hochschild cohomology of factors with property Gamma

    Christensen, Erik, Sinclair, A. M. & Smith, R. R., 2003, In: Annals of Mathematics. 158, 2, p. 597-621

    Research output: Contribution to journalJournal articleResearchpeer-review

  76. Published

    Hyperbolic Processes in Finance

    Bibby, B. M. & Sørensen, Michael, 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248

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

  77. Published

    Hölder continuity of harmonic maps from Riemannian polyhedra to spaces of upper bounded curvature

    Fuglede, Bent, 2003, In: Calculus of Variations. 16, 4, p. 375-403

    Research output: Contribution to journalJournal articleResearchpeer-review

  78. 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 paperResearch

  79. 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 journalJournal articleResearchpeer-review

  80. 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 journalJournal articleResearchpeer-review

  81. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

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

    Research output: Working paperResearch

  82. 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 proceedingBook chapterResearch

  83. 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 journalJournal articleResearchpeer-review

  84. 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 journalJournal articleResearchpeer-review

  85. Published

    Kompetencebeskrivelser i Universitetets virkelighed

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

    Research output: Book/ReportReportCommunication

  86. 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 paperResearch

  87. 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 paperResearch

  88. Published

    Likelihood analysis of the I(2) model

    Johansen, Søren, 2003, Recent Developments in Time Series, Vol I. Newbold, P. & Leyborne, S. (eds.). Edward Elgar Publishing, p. 243-272

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

  89. Published

    Logarithmic terms in trace expansions of Atiyah-Patodi-Singer problems

    Grubb, Gerd, 2003, In: Annals of Global Analysis and Geometry. 24, p. 1-51

    Research output: Contribution to journalJournal articleResearchpeer-review

  90. Published

    Long range dependence effects and ARCH modeling

    Mikosch, Thomas Valentin & Starica, C., 2003, Theory and Applications of Long-Range Dependence. Boston: Birkhäuser Verlag, p. 439-460

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

  91. Published

    Lower bounds on rate of convergence in information theoretic Central Limit Theorem

    Harremöes, P., 2003, Lower bounds on rate of convergence in information theoretic Central Limit Theorem. Copenhagen, p. 53-54

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

  92. Published

    Markov Controlled Excursions, Local Alignment and Structure. From Markov Additive Processes to Biological Sequence Analysis

    Hansen, Niels Richard, 2003, Københavns Universitet: H.C.Ø.-Tryk. 140 p.

    Research output: Book/ReportPh.D. thesisResearch

  93. Published

    Martingales and the distribution of the time to ruin

    Jacobsen, Martin, 2003, In: Stochastic Processes and Their Applications. 107, 1, p. 29-51

    Research output: Contribution to journalJournal articleResearchpeer-review

  94. Published

    Matematikkens og Rummets Natur

    Lützen, Jesper, 2003, Matematikkens og Rummets Natur. 5 ed. Århus: Aarhus Universitetsforlag, p. 28-31

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

  95. Published

    Matematiske institutioner præsenterer sig: Institut for Matematiske Fag, Københavns Universitet

    Tind, J., 2003, In: mat Matilde. 18, p. 23-24

    Research output: Contribution to journalJournal articleResearchpeer-review

  96. Published

    Metrics on non-commutative spaces

    Antonescu, C., 2003, Metrics on non-commutative algebra. Copenhagen, Denmark: H.C.Ø.-Tryk, p. 1-74

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

  97. Published

    Mod pq Galois representations and Serre's conjecture

    Khare, C. & Kiming, Ian, 2003, In: Journal of Number Theory. 98, p. 329-347

    Research output: Contribution to journalJournal articleResearchpeer-review

  98. Published

    Modelling PCS Options via Individual Indices

    Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-20.

    Research output: Working paperResearch

  99. Published

    Modelling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2003, Extreme Values in Finance, Telecommunications and the Environment. Chapman, p. 185-286

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

  100. Published

    Modselektion eller efterslæb

    Henningsen, Inge Biehl, 2003, Akademisk tilblivelse. Akademisk Forlag, p. 25-60

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

  101. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, p. 1-11.

    Research output: Working paperResearch

  102. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2003, In: Probability Theory and Related Fields. 126, 1, p. 1-28

    Research output: Contribution to journalJournal articleResearchpeer-review

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