- Published
Essay on Option Pricing, Hedging and Calibration
da Silva Ribeiro, A. M., 2015, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 152 p.Research output: Book/Report › Ph.D. thesis › Research
- 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
- Published
A Fourier analysis of extremal events
Zhao, Y., 2013, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 135 p.Research output: Book/Report › Ph.D. thesis › Research
- Published
Systematic clustering of transcription start site landscapes
Zhao, X., Valen, E., Parker, B. J. & Sandelin, Albin Gustav, 2011, In: P L o S One. 6, 8, 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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 - 2988Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- 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
- 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
- E-pub ahead of print
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach
Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
Research output: Contribution to journal › Journal article › Research › peer-review
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
Research output: Contribution to journal › Conference article › Research › peer-review
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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