Department of Mathematical Sciences

 

 
  1. Published

    Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate

    Zhang, Y., 2022, In: Annals of Finance. 18, p. 511–544

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility

    Zhang, Y., 2021, In: Risks. 9, 4, 21 p., 61.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Dynamic optimal mean-variance investment with mispricing in the family of 4/2 stochastic volatility models

    Zhang, Y., 2021, In: Mathematics. 9, 18, 25 p., 2293.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Dynamic multi-stage dispatch of isolated wind–diesel power systems

    Hu, Y., Morales, J. M., Pineda Morente, S., Sánchez, M. J. & Solana, P., Oct 2015, In: Energy Conversion and Management. 103, p. 605-615 11 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Dynamic Term Structure Modeling and the LIBOR Transition

    Skov, J. B., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 134 p.

    Research output: Book/ReportPh.D. thesisResearch

  6. Published

    Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

    Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Dualizable and semi-flat objects in abstract module categories

    Bak, R. H., 2020, In: Mathematische Zeitschrift. 296, 1-2, p. 353-371

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Duality and noncommutative planes

    Jøndrup, Søren, 2015, In: Journal of Pure and Applied Algebra. 219, 3, p. 563-568

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Dual decomposition in stochastic integer programming

    Carøe, C. C. & Schultz, R., 1999, In: Operations Research Letters. 24, p. 37-45

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Drinfeld Centers for Bicategories

    Meir, E. & Szymik, M., 2015, In: Documenta Mathematica. 20, p. 707-735

    Research output: Contribution to journalJournal articleResearchpeer-review