Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2308-5548
1 - 1 out of 1Page size: 100
- 2011
- Published
Explicit solutions to some optimal variance stopping problems
Pedersen, Jesper Lund, 2011, In: Stochastics: An International Journal of Probability and Stochastic Processes . 83, 4–6, p. 505–518 14 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3491
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Optimal mean-variance portfolio selection
Research output: Contribution to journal › Journal article › Research › peer-review
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Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
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