Department of Mathematical Sciences

 

 
  1. 1998
  2. Published

    Quadratic algebras of type AIII.I

    Jakobsen, Hans Plesner, Jøndrup, Søren, Jensen, A. & Zhang, H. C., 1998, In: Tsinghua Science & Technology. 3, p. 1199-1202

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Quadratic algebras of type AIII.II

    Jakobsen, Hans Plesner, Jøndrup, Søren & Jensen, A., 1998, In: Tsinghua Science & Technology. 3, p. 1203-1208

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Quadratic algebras of type AIII.III

    Jakobsen, Hans Plesner, Jøndrup, Søren & Jensen, A., 1998, In: Tsinghua Science & Technology. 3, p. 1209-1212

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Workbook on Cointegration

    Johansen, Søren & Hansen, P. R., 1998, Oxford University Press. 176 p.

    Research output: Book/ReportBookResearchpeer-review

  6. Published

    Asymptotically correct bounds of geometric convolutions with subexponential components

    Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paperResearch

  7. Published

    Maass wave forms and Hecke operators

    Kiming, Ian, 1998, Proceedings of the Research Conference on Number Theory and Arithmetical Geometry, San Feliu de Guixols, Spain, 24-29 Oc. Essen, Germany: Inst. f. exp. Math., Univ. Essen, p. 69-71

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

  8. Published

    Minimum norm estimation under parameter constraints with an application to insurance

    Kleffe, J. & Norberg, R., 1998, In: Statistika. 31, p. 215-234

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On Cox processes and credit risky securities

    Lando, D., 1998, In: Review of Derivatives Research. 2, 2/3, p. 99-120

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    On Rating Transition Analysis and Correlation

    Lando, D., 1998, Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation. London: Risk Books, Risk Publications, p. 147-155

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

  11. Published

    State Dependent Realignments in Target Zone Currency Regimes

    Lando, D., Christensen, P. O. & Miltersen, K. R., 1998, In: Review of Derivatives Research. 1, 4, p. 295-323

    Research output: Contribution to journalJournal articleResearchpeer-review