Department of Mathematical Sciences

 

 
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  1. 2023
  2. Published

    Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 6, p. 4022-4063 42 p.

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

  3. Published

    Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks

    Zhang, Y., 2023, In: Optimization. 72, 12, p. 2951 - 2988

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

  4. Published

    Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 8, p. 5767-5796 30 p.

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

  5. Published

    Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models

    Zhang, Y., 2023, In: Methodology and Computing in Applied Probability. 25, 1, 32 p., 20.

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

  6. Published

    Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach

    Zhang, Y., 2023, In: Decisions in Economics and Finance. 46, p. 97–128 32 p.

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

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

  8. Published

    Higher-algebraic Picard invariants in modular representation theory

    van der Meer, Jeroen, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 90 p.

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

  9. 2024
  10. Published

    A Wilson line realization of quantum groups

    Aamand, Nanna Havn & Kaufman, Dani Tove, 2024, In: Letters in Mathematical Physics. 114, 1, 19 p., 12.

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

  11. Published

    On the realization space of the cube

    Adiprasito, Karim Alexander, Kalmanovich, D. & Nevo, E., 2024, In: Journal of the European Mathematical Society. 26, 1, p. 261-273 13 p.

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

  12. Published

    Computations on overconvergence rates related to the Eisenstein family

    Advocaat, Bryan William, 2024, In: Journal of Number Theory. 259, p. 112-130

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

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