Department of Mathematical Sciences

 

 
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  1. 1999
  2. Published

    Tails of waiting times and their bounds

    Kalashnikov, V. & Tsitsiashvili, G., 1999, In: Queueing Systems. 32, p. 257-283

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

  3. Published

    Two-sided bounds of random sums with subexponential summands

    Kalashnikov, V. & Tsitsiashvili, G., 1999, In: Problemy peredachi informacii. 35, p. 96-108

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

  4. Published

    Estimating equations based on eigenfunctions for a discretely observed diffusion process

    Kessler, M. & Sørensen, Michael, 1999, In: Bernoulli. 5, 2, p. 299-314

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

  5. Published

    Fermat's sidste sætning: En oversigt.

    Kiming, Ian, 1999

    Research output: Book/Report › Report › Communication

  6. Published

    A fórmula de Kontsevich para curvas racionais planas

    Kock, Joachim & Vainsencher, I., 1999, Rio de Janeiro: Instituto Nacional de Matematica Pura e Aplicada.

    Research output: Book/Report › Book › Research › peer-review

  7. Published

    A note on limit theorems for multivariate martingales

    Küchler, U. & Sørensen, Michael, 1999, In: Bernoulli. 5, 3, p. 483-493 11 p.

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

  8. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

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

  9. Published

    En hovedsætning i finansieringsteorien - og lidt om realkreditobligationer

    Lando, D., 1999, In: FAMØS. 13, 2, p. 9-19

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

  10. Published

    Introduction

    Lando, D., 1999, Derivative Credit Risk. London: Risk Books, p. XI-XIV

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

  11. Published

    Some Elements of Rating-Based Credit Risk Modeling

    Lando, D., 1999, Advanced Fixed-Income Valuation Tools. IEEE Computer Society Press, p. 193-215

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

  12. Published

    A Matter of Matter or a Matter of Space? Heinrich Hertz's Image of Mass in his Prinzipien der Mechanik

    Lützen, Jesper, 1999, In: Archives Internationales d'Histoire des Sciences. 49, 1, p. 103-121

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

  13. Published

    Geometrizing configurations. Heinrich Hertz and his mathematical precursors

    Lützen, Jesper, 1999, The Symbolic Universe. Geometry and Physics 1890-1930. Oxford: Oxford University Press, p. 25-46

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

  14. Published

    Grundlagen der Analysis

    Lützen, Jesper, 1999, Geschichte der Analysis, Book with several authors.. Heidelberg, Berlin: Spektrum Akademischer Verlag, p. 191-244

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

  15. Published

    On the Analytical Representation of Direction. An attempt Applied Chiefly to Solving Plane and Spherical Polygons. Translated by Flemming Damhus. With Introductory Chapters by Bodil Branner, Nils Voje

    Lützen, Jesper & Branner, B., 1999, Matematisk-fysiske Meddelelser. Copenhagen: Det Kongelige Danske Videnskabers Selskab, p. 1-140

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

  16. Published

    Binomial financial market in context of algebra of stochastic exponents and martingales

    Melnikov, A. V., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paper

  17. Published

    Determistic p-compact groups

    Møller, Jesper Michael, 1999, Stable and Unstable Homotopy. American Mathematical Society, p. 255-278 (Fields Institute Communications, Vol. 19).

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

  18. Published

    Normalizers of maximal tori

    Møller, Jesper Michael, 1999, In: Mathematische Zeitschrift. 231, p. 51-74

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

  19. Published

    On transformations of actuarial valuation principles

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 24.

    Research output: Working paper

  20. Published

    Risk-minimization for unit-linked insurance contracts in two- and multi-period models

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paper

  21. Published

    Topological approach to quantum surfaces

    Natsume, T. & Nest, Ryszard, 1 Jan 1999, In: Communications in Mathematical Physics. 202, 1, p. 65-87 23 p.

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

  22. Published

    Dense and Sparse Matrix Classes Using the C++ Standard Template Library

    Nielsen, S. S., 1999, In: Computational Economics. 14, 1-2, p. 22

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

  23. Published

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.

    Research output: Working paper

  24. Published

    A theory of bonus in life insurance

    Norberg, R., 1999, In: Finance and Stochastics. 3, p. 373-390

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

  25. Published

    On the vandermonde matrix and its role in mathematical finance

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 8.

    Research output: Working paper

  26. Published

    Prediction of autstanding liabilities II: Model variations and extensions

    Norberg, R., 1999, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 29, p. 5-25

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

  27. Published

    Ruin problems with assets and liabilities of diffusion type

    Norberg, R., 1999, In: J. Stoch. Proc. and Appl.. 81, p. 255-269

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

  28. Published

    Theile differential equations

    Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2

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

  29. Published

    Thorvald Nicolai Thiele

    Norberg, R., 1999, Statisticians of the centuries. p. 2

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

  30. Published

    Pullback and Pushout Constructions in C*-Algebra Theory

    Pedersen, G. K., 1999, In: Journal of Functional Analysis. 167, p. 243-344

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

  31. Published

    Cointegration Rank Inference with Stationary Regressors in VAR Models

    Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97

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

  32. Published

    Trend-Stationarity in the I(2) Cointegration Model

    Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289

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

  33. Published

    Weak exogeneity in I(2)VAR systems

    Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

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

  34. Published

    Aeolian Mass Transport near the Saltation Threshold

    Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422

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

  35. Published

    Hausdorff Dimension as a New Dimension in Source Coding and Predicting

    Ryabko, B., Suzuki, J. & Topsøe, Flemming, 1999, Proceedings of the 1999 IEEE Information Theory and Communications Workshop, Kruger National Park, June, 1999. Piscataway, NJ, USA: IEEE Signal Processing Society, p. 66-68

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

  36. Published

    An Introduction to K-theory for C*-algebras

    Rørdam, M., Larsen, F. & Laustsen, N. J., 1999, An Introduction to K-theory for C*-algebras. Cambridge: Cambridge University Press, p. 250 + x

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

  37. Published

    Theory of Volatility

    Savine, A., 1999

    Research output: Other contribution › Net publication - Internet publication › Research

  38. Published

    Fourier inversion on a reductive symmetric space

    Schlichtkrull, Henrik & Ban van den, E., 1999, In: Acta Mathematica. 182, p. 25-85

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

  39. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  40. Published

    Asymptotic optimality for stochastic control problems via diffusion approximation

    Taksar, M. I., Liptser, R. & Runggaldier, W., 1999, In: Theory of Probability and Its Applications. 4, p. 705-737

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

  41. Published

    Controlling risk exposure and dividend pay-out schemes

    Taksar, M. I. & Højgaard, B., 1999, In: Mathematical Finance. 2, p. 153-182

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

  42. Published

    These are the differentials of order n

    Thorup, Anders & Laksov, D., 1999, In: Transactions of the American Mathematical Society. 351, p. 1293-1353

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

  43. Published

    An interior point method in Dantzig-Wolfe decomposition

    Tind, J. & Martinson, R. K., 1999, In: Computers & Operations Research. 26, p. 1195-1216

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

  44. Published

    Augmented Lagrangian and Tchebycheff Approaches in Multiple Objective Programming

    Tind, J. & Wiecek, M. M., 1999, In: Journal of Global Optimization. 14, p. 251-266

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

  45. Published

    Instances of Exact Prediction and a new type of Inequalities obtained by Anchoring

    Topsøe, Flemming, 1999, Proceedings of the 1999 IEEE Information Theory and Communications Workshop, Kruger National Park, June 1999. Piscataway, NJ, USA: IEEE Signal Processing Society, p. 99

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

  46. 1998
  47. Published

    Eight Valuation Methods in Financial Mathematics: The Black-Scholes Formula as an Example

    Andreasen, J., Jensen, B. & Poulsen, Rolf, 1998, In: Mathematical Scientist. 23, 1, p. 18-40

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

  48. Published

    Cohen-Macaulay properties of ring homomorphisms

    Avramov, L. L. & Foxby, H., 1998, In: Advances in Mathematics. 133, p. 54-95

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

  49. Published

    The spectrum of weakly coupled map lattices

    Baladi, V., Degli Esposti, M., Isola, S., Järvenpää, E. & Kupiainen, A., 1998, In: Journal de Mathematiques Pures et Appliquees. 77, p. 539-584

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

  50. Published

    Some stationary processes in discretely and continuous time

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1998, In: Advances in Applied Probability. 30, p. 989-1007

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

  51. Published

    From discrete to absolutely continuous solutions of indeterminate moment problems

    Berg, Christian, 1998, In: Arab J.Math.Sc.. 4, 2, p. 1-18

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

  52. Published

    On some indeterminate moment problems for measures on a geometric progression

    Berg, Christian, 1998, In: J. Comput. Appl. Math.. 99, p. 67-75

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

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