Department of Mathematical Sciences

 

 
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  1. 2002
  2. Published

    Maximum Entropy and Applications to some classical Discrete Distributions

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 104-107

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  3. Published

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-75.

    Research output: Working paper › Research

  4. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paper › Research

  5. Published

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

    Research output: Working paper › Research

  6. Published

    Numerical Solution of Boundary Value Problems in Computational Finance

    Hugger, J., 2002, Programming Languages and Systems in Computational Economics. Kluwer Law International, p. 403-409

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  7. Published

    Om kongruenstal

    Kiming, Ian, 2002

    Research output: Book/Report › Report › Communication

  8. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paper › Research

  9. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

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

  10. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  11. Published

    On the classification of nuclear C*-algebras

    Eilers, Søren & Dadarlat, M., 2002, In: Proceedings of the London Mathematical Society. 85, p. 168-210

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

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