Department of Mathematical Sciences

 

 
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  1. 2020
  2. Published

    String topology of finite groups of Lie type

    Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 p.

    Research output: Working paper › Preprint › Research

  3. 2019
  4. 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 paper › Research

  5. Published

    Ancient Mean Curvature Flows and their Spacetime Tracks

    Chini, F. & Møller, Niels Martin, 2019, p. 1-14, (arXiv.org).

    Research output: Working paper › Preprint › Research

  6. Published

    Cyclic reduction of Elliptic Curves

    Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.

    Research output: Working paper › Research

  7. Published

    Generalized Partial Benders Decomposition of Two Stage Stochastic Programs

    Pantuso, Giovanni, 2019, 28 p.

    Research output: Working paper › Preprint › Research

  8. 2018
  9. Published

    From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

    Savine, A., 31 Oct 2018, SSRN: Social Science Research Network, 6 p.

    Research output: Working paper › Research

  10. 2017
  11. Published

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, A., 10 May 2017, Social Science Research Network (SSRN), 46 p.

    Research output: Working paper › Research

  12. 2016
  13. Published

    Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., Aug 2016, Aarhus University, 21 p. (CSGB Research Reports; No. 11, Vol. 2016).

    Research output: Working paper › Research

  14. 2015
  15. Published

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., Oct 2015, Thiele Research report, No 7, 2015 ed., Aarhus University, 17 p. (Thiele Research Report, Vol. 7).

    Research output: Working paper › Research

  16. 2014
  17. Published

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 22, Vol. 2014).

    Research output: Working paper › Research

  18. Published

    Outlier detection algorithms for least squares time series regression

    Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 23, Vol. 2014).

    Research output: Working paper › Research

  19. Published

    Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., 2014, Aarhus University, (CSGB Research Reports; No. 9, Vol. 2014).

    Research output: Working paper › Research

  20. 2013
  21. Published

    Asymptotic analysis of the Forward Search

    Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).

    Research output: Working paper › Research

  22. Published

    Cost allocation with limited information

    Hougaard, Jens Leth & Tind, J., 2013, Department of Food and Resource Economics, University of Copenhagen, 13 p. (MSAP Working Paper Series; No. 01/2013).

    Research output: Working paper › Research

  23. 2010
  24. Published

    Penalized maximum likelihood estimation for generalized linear point processes

    Hansen, Niels Richard, 3 Mar 2010.

    Research output: Working paper › Research

  25. 2009
  26. Published

    Enumeration of pyramids of one-dimensional pieces of arbitrary fixed integer length

    Durhuus, Bergfinnur & Eilers, Søren, 2009, Museum Tusculanum.

    Research output: Working paper › Research

  27. Published

    Prediction of outstanding payments in a Poisson cluster model

    Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 p.

    Research output: Working paper › Research

  28. Published

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 p.

    Research output: Working paper › Research

  29. 2008
  30. Published

    A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification

    Gustafsson, J. K. A., 2008, 22 p.

    Research output: Working paper › Research

  31. Published

    An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

    Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 p.

    Research output: Working paper › Research

  32. Published

    Cost Allocation and Convex Data Envelopment

    Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 p.

    Research output: Working paper › Research

  33. Published

    Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

    Mikosch, Thomas Valentin, Jacobsen, Martin, Rosinski, J. & Samorodnitsky, G., 2008, 25 p.

    Research output: Working paper › Research

  34. 2007
  35. Published

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paper › Research

  36. Published

    Non-commutative residue of projections in Boutet de Monvel's calculus

    Gaarde, A., 2007.

    Research output: Working paper › Research

  37. Published

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.

    Research output: Working paper › Research

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