- 1999
- Published
Stock returns and hyperbolic distributions
Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
- Published
En hovedsætning i finansieringsteorien - og lidt om realkreditobligationer
Lando, D., 1999, In: FAMØS. 13, 2, p. 9-19Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Introduction
Lando, D., 1999, Derivative Credit Risk. London: Risk Books, p. XI-XIVResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Some Elements of Rating-Based Credit Risk Modeling
Lando, D., 1999, Advanced Fixed-Income Valuation Tools. IEEE Computer Society Press, p. 193-215Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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. 103-121Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 25-46Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Grundlagen der Analysis
Lützen, Jesper, 1999, Geschichte der Analysis, Book with several authors.. Heidelberg, Berlin: Spektrum Akademischer Verlag, p. 191-244Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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. 1-140Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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 › Research
- 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
- Published
Normalizers of maximal tori
Møller, Jesper Michael, 1999, In: Mathematische Zeitschrift. 231, p. 51-74Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On transformations of actuarial valuation principles
Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 24.Research output: Working paper › Research
- 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 › Research
- 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
- Published
Dense and Sparse Matrix Classes Using the C++ Standard Template Library
Nielsen, S. S., 1999, In: Computational Economics. 14, 1-2, p. 22Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A markov chain financial market
Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.Research output: Working paper › Research
- Published
A theory of bonus in life insurance
Norberg, R., 1999, In: Finance and Stochastics. 3, p. 373-390Research output: Contribution to journal › Journal article › Research › peer-review
- 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 › Research
- Published
Prediction of autstanding liabilities II: Model variations and extensions
Norberg, R., 1999, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 29, p. 5-25Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Ruin problems with assets and liabilities of diffusion type
Norberg, R., 1999, In: J. Stoch. Proc. and Appl.. 81, p. 255-269Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Theile differential equations
Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- Published
Thorvald Nicolai Thiele
Norberg, R., 1999, Statisticians of the centuries. p. 2Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Pullback and Pushout Constructions in C*-Algebra Theory
Pedersen, G. K., 1999, In: Journal of Functional Analysis. 167, p. 243-344Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration Rank Inference with Stationary Regressors in VAR Models
Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Trend-Stationarity in the I(2) Cointegration Model
Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Weak exogeneity in I(2)VAR systems
Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Aeolian Mass Transport near the Saltation Threshold
Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 66-68Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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 + xResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Theory of Volatility
Savine, A., 1999Research output: Other contribution › Net publication - Internet publication › Research
- Published
Fourier inversion on a reductive symmetric space
Schlichtkrull, Henrik & Ban van den, E., 1999, In: Acta Mathematica. 182, p. 25-85Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On asymptotics of estimating functions
Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 705-737Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Controlling risk exposure and dividend pay-out schemes
Taksar, M. I. & Højgaard, B., 1999, In: Mathematical Finance. 2, p. 153-182Research output: Contribution to journal › Journal article › Research › peer-review
- Published
These are the differentials of order n
Thorup, Anders & Laksov, D., 1999, In: Transactions of the American Mathematical Society. 351, p. 1293-1353Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An interior point method in Dantzig-Wolfe decomposition
Tind, J. & Martinson, R. K., 1999, In: Computers & Operations Research. 26, p. 1195-1216Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Augmented Lagrangian and Tchebycheff Approaches in Multiple Objective Programming
Tind, J. & Wiecek, M. M., 1999, In: Journal of Global Optimization. 14, p. 251-266Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 99Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 1998
- 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. 18-40Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cohen-Macaulay properties of ring homomorphisms
Avramov, L. L. & Foxby, H., 1998, In: Advances in Mathematics. 133, p. 54-95Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 539-584Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 989-1007Research output: Contribution to journal › Journal article › Research › peer-review
- Published
From discrete to absolutely continuous solutions of indeterminate moment problems
Berg, Christian, 1998, In: Arab J.Math.Sc.. 4, 2, p. 1-18Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On some indeterminate moment problems for measures on a geometric progression
Berg, Christian, 1998, In: J. Comput. Appl. Math.. 99, p. 67-75Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Approximation and convex decomposition by extremals in a C*-algebras
Brown, L. & Pedersen, G. K., 1998, In: Mathematicia Scandinavica. 81, p. 69-85Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Die Ausgestaltung von Normen mit mathematischem Hintergrund im neu zu erlassenden Allgemeinen Sozialversicherungsgesetz
Buchta, C., 1998, Wien: Republik Österreich, Bundesministerium für Arbeit, Gesundheit und Soziales. 52 p.Research output: Book/Report › Book › Research › peer-review
- Published
Zur Gram-Charlier-Approximation in der Risikotheorie
Buchta, C. & Reitzner, M., 1998, Wien: Stiftung der Wiener Städtischen Allgemeinen Versicherung zur Förderung der Wissensch und Forschung. 24 p.Research output: Book/Report › Book › Research › peer-review
- Published
L-shaped decomposition of two-stage stochastic programs with integer recourse
Carøe, C. C. & Tind, J., 1998, In: Mathematical Programming. 83, p. 451-464Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On invertibility preserving linear mappings, simultaneous triangularization and Property L.
Christensen, Erik, 1998, In: Linear Algebra and Its Applications. 301, p. 153-170Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Derivations into iterated duals of Banach algebras
Dales, H. G., Ghahramani, F. & Grønbæk, Niels, 1998, In: Studia Mathematica. 128, p. 19-54Research 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
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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Many neighborly spheres
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Maximum likelihood estimation and natural pairwise estimating equations are identical for three sequences and a symmetric 2-state substitution model
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Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows
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