Department of Mathematical Sciences

 

 
  1. Published

    Static Hedging

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  2. Published

    Static Hedging and Model Risk for Barrier Options

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, p. 1-42.

    Research output: Working paperResearch

  4. Published

    Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Stationary distributions of systems with discreteness-induced transitions

    Bibbona, E., Kim, J. & Wiuf, Carsten, 2020, In: Journal of the Royal Society Interface. 17, 168, 11 p., 20200243.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Stationary distributions via decomposition of stochastic reaction networks

    Hoessly, Linard David, 2021, In: Journal of Mathematical Biology. 82, 7, 67.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Statistical Analysis of Cointegration Vectors

    Johansen, Søren, 1991, Long-Run Economic Relationships-Readings in Cointegration. Granger, C. & Engle, R. (eds.). Oxford University Press, p. 131-52

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  8. Published

    Statistical Analysis of Cointegration Vectors.

    Johansen, Søren, 1988, In: Journal of Economic Dynamics and Control. 12, p. 231-254 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Statistical Analysis of Teacher Survey 1. Appendix A

    Henningsen, Inge Biehl, 2006, Changing views and practices? A Study of the KappAbel mathematical competition. Trondheim: NTNU, p. 1-10

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  10. Published

    Statistical Analysis of some Non-Stationary Time series

    Johansen, Søren, 1999, Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium. Strøm, S. (ed.). Cambridge University Press, p. 433-457 25 p. (Econometric Society Monographs; No. 31).

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch