Department of Mathematical Sciences

 

 
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  1. Published

    Dynamic term structure models for SOFR futures

    Skov, J. B. & Skovmand, David Glavind, 2021, In: Journal of Futures Markets. 41, 10, p. 1520-1544 25 p.

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

  2. Published

    Dynamic productivity improvement in a model with multiple processes

    Brock, M. A. & Tind, J., 2001, In: Mathematical Methods of Operations Research. 54, p. 387-393

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

  3. Published

    Dynamic portfolio optimization with stochastic investment opportunities

    Zhang, Y., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 390 p.

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

  4. 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

  5. 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 journal › Journal article › Research › peer-review

  6. 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 journal › Journal article › Research › peer-review

  7. 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 journal › Journal article › Research › peer-review

  8. 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/Report › Ph.D. thesis › Research

  9. 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 journal › Journal article › Research › peer-review

  10. 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 journal › Journal article › Research › peer-review

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