Department of Mathematical Sciences

 

 
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  1. Published

    JDOI variance reduction method and the pricing of American-style options

    Auster, Johan Christoffer K, Mathys, L. & Maeder, F., 2022, In: Quantitative Finance. 22, 4, p. 639-656

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

  2. Published

    Moduli of algebraic hypersurfaces via homotopy principles

    Aumonier, A., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 137 p.

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

  3. Published

    Testing for a Unit Root against Local Alternatives

    Atsushi, N., 1993, København, p. 38.

    Research output: Working paper

  4. Published

    Quantum and non-signalling graph isomorphisms

    Atserias, A., Mancinska, Laura, Roberson, D. E., Šámal, R., Severini, S. & Varvitsiotis, A., 2019, In: Journal of Combinatorial Theory. Series B. 136, p. 289-328

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

  5. Published

    Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

    Asmussen, S. & Bladt, Mogens, 2022, In: Quantitative Finance. 22, 4, p. 675-689

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

  6. Published

    From PH/MAP to ME/RAP

    Asmussen, S. & Bladt, Mogens, Apr 2022, In: Queueing Systems. 100, 3-4, p. 173-175 3 p.

    Research output: Contribution to journal › Letter › Research › peer-review

  7. Published

    Moments and polynomial expansions in discrete matrix-analytic models

    Asmussen, S. & Bladt, Mogens, 2022, In: Stochastic Processes and Their Applications. 150, p. 1165-1188

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

  8. Published

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., 2017, In: Stochastic Processes and Their Applications. 127, 2, p. 574-589 16 p.

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

  9. Published

    Risk and Insurance: A Graduate Text

    Asmussen, S. & Steffensen, Mogens, 2020, Springer. 505 p. (Probability Theory and Stochastic Modelling).

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

  10. Published

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., Oct 2015, Thiele Research report, No 7, 2015 ed., Aarhus University, 17 p. (Thiele Research Report, Vol. 7).

    Research output: Working paper

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