Department of Mathematical Sciences

 

 
  1. 2021
  2. Published

    A node formulation for multistage stochastic programs with endogenous uncertainty

    Pantuso, Giovanni, 2021, In: Computational Management Science. 18, 3, p. 325 - 354

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    A note on P- vs. Q-expected loss portfolio constraints

    Gu, J. W., Steffensen, Mogens & Zheng, H., 2021, In: Quantitative Finance. 21, 2, p. 263-270

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    A note on additive twists, reciprocity laws and quantum modular forms

    Nordentoft, A. C., 2021, In: Ramanujan Journal. 56, p. 151–162

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    A unified approach to local quantum uncertainty and interferometric power by metric adjusted skew information

    Gibilisco, P., Girolami, D. & Hansen, Frank, 2021, In: Entropy. 23, 3, p. 1-13 263.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    A vanishing theorem for tautological classes of aspherical manifolds

    Hebestreit, F., Land, M., Lück, W. & Randal-Williams, O., 2021, In: Geometry and Topology. 25, 1, p. 47-110

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    A variational toolbox for quantum multi-parameter estimation

    Meyer, J. J., Borregaard, J. & Eisert, J., 2021, In: npj Quantum Information. 7, 1, 5 p., 89.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    All finite transitive graphs admit a self-adjoint free semigroupoid algebra

    Dor-On, A. & Linden, C., 2021, In: Proceedings of the Royal Society of Edinburgh Section A: Mathematics. 151, 1, p. 391-406

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    An artificial neural network representation of the SABR stochastic volatility model

    McGhee, W. A., 2021, In: Journal of Computational Finance. 25, 2

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    An intrinsic value approach to valuation with forward–backward loops in dividend paying stocks

    Nyegaard, A. K., Ott, J. R. & Steffensen, Mogens, 2021, In: Mathematics. 9, 13, 23 p., 1520.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Anchor regression: Heterogeneous data meet causality

    Rothenhäusler, D., Meinshausen, N., Bühlmann, P. & Peters, J., 2021, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 83, 2, p. 215 - 246

    Research output: Contribution to journalJournal articleResearchpeer-review