Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

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

  3. Published

    On the classification of nuclear C*-algebras

    Eilers, Søren & Dadarlat, M., 2002, In: Proceedings of the London Mathematical Society. 85, p. 168-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, In: British Actuarial Journal. 8, p. 787-828

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paperResearch

  6. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

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

  8. Published

    Pick functions related to the Gamma function

    Berg, Christian & Pedersen, H. L., 2002, In: Rocky Mountain Journal of Mathematics. 32, 2, p. 507-525

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Poisson limits for U-statistics

    Dabrowski, A. R., Dehling, H. G., Mikosch, Thomas Valentin & Sharipov, O., 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 137-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Prime pover degree representations of the double covers of the symmetric and alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2002, In: Journal of the London Mathematical Society. 66, 2, p. 313-324

    Research output: Contribution to journalJournal articleResearchpeer-review