Department of Mathematical Sciences

 

 
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  1. 2022
  2. 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 journal › Journal article › Research › peer-review

  3. Published

    Edge Partitions of Complete Geometric Graphs

    Aichholzer, O., Obenaus, J., Orthaber, J., Paul, R., Schnider, P., Steiner, R., Taubner, T. & Vogtenhuber, B., 2022, 38th International Symposium on Computational Geometry, SoCG 2022. Goaoc, X. & Kerber, M. (eds.). Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, p. 1-16 6. (Leibniz International Proceedings in Informatics, LIPIcs, Vol. 224).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  4. Published

    Effects of a 12-Week Multimodal Exercise Intervention Among Older Patients with Advanced Cancer: Results from a Randomized Controlled Trial

    Mikkelsen, M. K., Lund, Cecilia Margareta, Vinther, A., Tolver, Anders, Johansen, Julia Sidenius, Chen, I., Ragle, A. M., Zerahn, B., Engell-Noerregaard, L., Larsen, F. O., Theile, S., Nielsen, Dorte Lisbet & Jarden, Mary Ellen, 2022, In: Oncologist. 27, 1, p. 67–78

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Effects of strawberry resistance and genotypic diversity on aphids and their natural enemies

    Musaqaf, Nimra, Sigsgaard, L, Markussen, Bo & Stenberg, J. A., 2022, In: Biological Control. 170, 7 p., 104919.

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Efficacy and Acceptability of Intermittent Aerobic Exercise on Polysomnography-Measured Sleep in People With Rheumatoid Arthritis With Self-Reported Sleep Disturbance: A Randomized Controlled Trial

    Loeppenthin, K., Esbensen, Bente Appel, Midtgaard, Julie, Østergaard, Mikkel, Christensen, J. F., Tolver, Anders, Thomsen, T., Bech, J. S. & Jennum, Poul, 2022, In: ACR Open Rheumatology. 4, 5, p. 395-405 11 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets1

    Rømer, Sigurd Emil, 2022, In: Quantitative Finance. 22, 10, p. 1805-1838

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Entanglement in the family of division fields of elliptic curves with complex multiplication

    Campagna, F. & Pengo, R., 2022, In: Pacific Journal of Mathematics. 317, 1, p. 21-66

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Entropy bounds, compactness and finiteness theorems for embedded self-shrinkers with rotational symmetry

    Ma, J. M. S., Muhammad, A. & Møller, Niels Martin, 2022, In: Journal fur die Reine und Angewandte Mathematik. 793, p. 239-259

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Essays on rough and classical stochastic volatility

    Rømer, Sigurd Emil, 2022, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 187 p.

    Research output: Book/Report › Ph.D. thesis › Research

  11. Published

    Estimation of site frequency spectra from low-coverage sequencing data using stochastic EM reduces overfitting, runtime, and memory usage

    Rasmussen, Malthe Sebro, Garcia Erill, Genís, Korneliussen, Thorfinn Sand, Wiuf, Carsten & Albrechtsen, Anders, 2022, In: Genetics. 222, 4, 15 p., iyac148.

    Research output: Contribution to journal › Journal article › Research › peer-review

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