Department of Mathematical Sciences

 

 
  1. 2019
  2. Published

    Estimating functions for jump–diffusions

    Jakobsen, N. M. & Sørensen, Michael, 2019, In: Stochastic Processes and Their Applications. 129, p. 3282–3318

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty

    Cohen, S. N. & Tegnér, M., 2019, Frontiers in Stochastic Analysis - BSDEs, SPDEs and their Applications: Selected, Revised and Extended Contributions. Cohen, S. N., Gyöngy, I., dos Reis, G., Siska, D. & Szpruch, L. (eds.). Springer, p. 123-167 45 p. (Springer Proceedings in Mathematics and Statistics, Vol. 289).

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

  4. Published

    Experience rating in the classic Markov chain life insurance setting: An empirical Bayes and multivariate frailty approach

    Furrer, Christian, 2019, In: European Actuarial Journal. 9, p. 31–58

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Explicit Polynomial Sequences with Maximal Spaces of Partial Derivatives and a Question of K. Mulmuley

    Gesmundo, F. & Landsberg, J. M., 2019, In: Theory of Computing. 15, 24 p., 3.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Fixed-points in the cone of traces on a C*-algebra

    Rørdam, Mikael, 2019, In: Transactions of the American Mathematical Society. 371, 12, p. 8879-8906 28 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Flow equivalence and orbit equivalence for shifts of finite type and isomorphism of their groupoids

    Carlsen, T. M., Eilers, Søren, Ortega, E. & Restorff, G., 2019, In: Journal of Mathematical Analysis and Applications. 469, 2, p. 1088-1110

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Football Compared with Usual Care in Men with Prostate Cancer (FC Prostate Community Trial): A Pragmatic Multicentre Randomized Controlled Trial

    Bjerre, E. D., Brasso, K., Jørgensen, A. B., Petersen, T. H., Eriksen, A. R., Tolver, Anders, Christensen, J. F., Poulsen, M. H., Madsen, S. S., Østergren, P. B., Borre, M., Krustrup, P., Johansen, Christoffer, Rørth, M. & Midtgaard, Julie, 2019, In: Sports Medicine. 49, 1, p. 145-158

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Forward transition rates

    Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    General theory for stochastic admixture graphs and F-statistics

    Soraggi, S. & Wiuf, Carsten, 2019, In: Theoretical Population Biology. 125, p. 56-66 11 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Generalized Partial Benders Decomposition of Two Stage Stochastic Programs

    Pantuso, Giovanni, 2019, 28 p.

    Research output: Working paperPreprintResearch