Department of Mathematical Sciences

 

 
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  1. 1999
  2. Published

    Some estimates of geometric sums

    Kalashnikov, V. & Bon, J., 1999, Paris: Université du Paris-Sud, p. 15.

    Research output: Working paper › Research

  3. 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 proceeding › Book chapter › Research

  4. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

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

  5. Published

    Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

    Huge, B. N. & Lando, D., 1999, In: Review of Finance (Print). 3, p. 239-268

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

  6. Published

    Tails of waiting times and their bounds

    Kalashnikov, V. & Tsitsiashvili, G., 1999, In: Queueing Systems. 32, p. 257-283

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

  7. Published

    Testing exact rational expectations in cointegrated vector autoregressive models

    Johansen, Søren & Swensen, A. R., 1999, In: Journal of Econometrics. 93, 1, p. 73-91 9 p.

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

  8. Published

    The Paley-Wiener space for the multitemporal wave equation

    Helgason, S. & Schlichtkrull, Henrik, 1999, In: Comm. Pure Appl. Math.. 52, p. 49-52

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

  9. Published

    Theile differential equations

    Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  10. Published

    Theory of Volatility

    Savine, A., 1999

    Research output: Other contribution › Net publication - Internet publication › Research

  11. Published

    These are the differentials of order n

    Thorup, Anders & Laksov, D., 1999, In: Transactions of the American Mathematical Society. 351, p. 1293-1353

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

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