Department of Mathematical Sciences

 

 
  1. E-pub ahead of print

    Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach

    Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Systematic clustering of transcription start site landscapes

    Zhao, X., Valen, E., Parker, B. J. & Sandelin, Albin Gustav, 2011, In: P L o S One. 6, 8, 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    A Fourier analysis of extremal events

    Zhao, Y., 2013, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 135 p.

    Research output: Book/ReportPh.D. thesisResearch

  4. Published

    Trading off costs and service rates in a first-mile ride-sharing service

    Zheng, M. & Pantuso, Giovanni, 2023, In: Transportation Research Part C: Emerging Technologies. 150, 23 p., 104099.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Approximation Behooves Calibration

    da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Essay on Option Pricing, Hedging and Calibration

    da Silva Ribeiro, A. M., 2015, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 152 p.

    Research output: Book/ReportPh.D. thesisResearch

  7. Published

    Monitoring and Forecasting COVID-19: Heuristic Regression, Susceptible-Infected-Removed Model and, Spatial Stochastic

    de Andres, P. L., de Andres-Bragado, L. & Hoessly, Linard David, 21 May 2021, In: Frontiers in Applied Mathematics and Statistics. 7, 650716.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Group actions on deformation, quantizations and an equivariant algebraic index theorem

    de Kleijn, N., 2016, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  9. Published

    Approximation properties for noncommutative Lp-spaces associated with lattices in Lie groups

    de Laat, T., 2013, In: Journal of Functional Analysis. 264, 10, p. 2300-2322

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    On the Grothendieck Theorem for Jointly Completely Bounded Bilinear Forms

    de Laat, T., 2013, Operator Algebra and Dynamics: Nordforsk Network Closing Conference, Faroe Islands, May 2012. Clausen, T. M., Eilers, S., Restorff, G. & Silvestrov, S. (eds.). Springer, p. 211-221 (Springer Proceedings in Mathematics & Statistics , Vol. 58).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review