Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2308-5548
1 - 2 out of 2Page size: 10
- 2015
- Published
Rationality Parameter for Exercising American Put
Gad, K. S. T. & Pedersen, Jesper Lund, Jun 2015, In: Risks. 3, 2, p. 103-111Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Variance optimal stopping for geometric Levy processes
Gad, K. S. T. & Pedersen, Jesper Lund, 2015, In: Advances in Applied Probability. 47, 1, p. 128-145Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3491
Most downloads
-
305
downloads
Optimal mean-variance portfolio selection
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
164
downloads
Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
Published