Department of Mathematical Sciences

 

 
  1. Published

    JDOI variance reduction method and the pricing of American-style options

    Auster, Johan Christoffer K, Mathys, L. & Maeder, F., 2022, In: Quantitative Finance. 22, 4, p. 639-656

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Automatic differentiation for diffusion operator integral variance reduction

    Auster, Johan Christoffer K, 18 Feb 2022, In: Journal of Computational Finance. 25, 4, p. 27-53 27 p., 2.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Regulators of Elliptic Curves

    Autissier, P., Hindry, M. & Pazuki, Fabien, 2021, In: International Mathematics Research Notices. 2021, 7, p. 4976–4993

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Stable dividends under linear-quadratic optimisation

    Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

    Avanzi, B., Henriksen, L. F. B. & Wong, B., May 2018, In: ASTIN Bulletin: The Journal of the IAA. 48, 2, p. 647-672

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. E-pub ahead of print

    Optimal reinsurance design under solvency constraints

    Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 34 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Visualizing Automorphisms of Graph Algebras

    Avery, James Emil, Johansen, R. & Szymanski, W., 11 Feb 2018, In: Proceedings of the Edinburgh Mathematical Society. 61, 1, p. 215-249 35 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Structure of Local Homomorphisms

    Avramov, L. L., Foxby, H. & Herzog, B., 1994, In: Journal of Algebra. 164, p. 124-145

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Cohen-Macaulay properties of ring homomorphisms

    Avramov, L. L. & Foxby, H., 1998, In: Advances in Mathematics. 133, p. 54-95

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Bass Series of Local Homomorphisms of Finite Flat Dimension

    Avramov, L. L., Foxby, H. & Lescot, J., 1993, In: Transactions of the American Mathematical Society. 355, p. 497-523

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Grothendieck's Localization Problem

    Avramov, L. L. & Foxby, H., 1994, In: Contemporary Mathematics. 159, p. 1-13

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Locally Gorenstein Homomorphisms

    Avramov, L. L. & Foxby, H., 1992, In: American Journal of Mathematics. 114, p. 1007-1047

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Envy-free division using mapping degree

    Avvakumov, S. & Karasev, R., 2021, In: Mathematika. 67, 1, p. 36-53

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    The classification of linked 3–manifolds in 6–space

    Avvakumov, S., 2022, In: Algebraic and Geometric Topology. 22, 6, p. 2587-2630

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Vanishing of All Equivariant Obstructions and the Mapping Degree

    Avvakumov, S. & Kudrya, S., 2021, In: Discrete and Computational Geometry. 66, p. 1202–1216 (

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Equipartition of a Segment

    Avvakumov, S. & Karasev, R., 2023, In: Mathematics of Operations Research. 48, 1, p. 194-202 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Preface

    Bachar, M., Batzel, J. & Ditlevsen, Susanne, 2013, Stochastic Biomathematical Models: with Applications to Neuronal Modeling. Springer Verlag, p. v-viii (Lecture Notes in Mathematics, Vol. 2058).

    Research output: Chapter in Book/Report/Conference proceedingPreface/postscriptResearch

  18. Published

    Stochastic Biomathematical Models: with Applications to Neuronal Modeling

    Bachar, M. (ed.), Batzel, J. (ed.) & Ditlevsen, Susanne (ed.), 2013, Springer. 206 p. (Lecture Notes in Mathematics, Vol. 2058).

    Research output: Book/ReportAnthologyResearchpeer-review

  19. Published

    Gymnasiets drenge - matematikfagets drenge: Rapport fra et FoU-projekt - 126152

    Bacher, C., Iversen, S. M., Laursen, Kjeld Bagger & Ulriksen, Lars, 29 Jun 2011, 40 p.

    Research output: Book/ReportReportResearch

  20. Published

    Dovne drenge eller dødbringende matematik?

    Bacher, C., Laursen, Kjeld Bagger, Iversen, S. M. & Ulriksen, Lars, 10 Mar 2012, In: MONA: Matematik og Naturfagsdidaktik. 2012, 1, p. 23-45 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Rational indices for quantum ground state sectors

    Bachmann, S., Bols, A. F. J., De Roeck, W. & Fraas, M., 2021, In: Journal of Mathematical Physics. 62, 1, 21 p., 011901.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Many-body Fredholm index for ground-state spaces and Abelian anyons

    Bachmann, S., Bols, A., De Roeck, W. & Fraas, M., 2020, In: Physical Review B. 101, 8, 6 p., 085138.

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    TERM RATES, MULTICURVE TERM STRUCTURES AND OVERNIGHT RATE BENCHMARKS: A ROLL–OVER RISK APPROACH

    Backwell, A., Macrina, A., Schlögl, E. & Skovmand, David Glavind, 2023, In: Frontiers of Mathematical Finance. 2, 3, p. 340-384 45 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 Jun 2019, SSRN: Social Science Research Network, 24 p.

    Research output: Working paperResearch

  25. Published

    Limitations on quantum key repeaters

    Baeuml, S., Christandl, Matthias, Horodecki, K. & Winter, A., Apr 2015, In: Nature Communications. 6, 6908.

    Research output: Contribution to journalJournal articleResearchpeer-review

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