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
- 2002
- Published
On nonlinear integral equations arising in problems of optimal stopping
Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
The minimum maximum of a continuous martingale with given initial and terminal laws
Hobson, D. G. & Pedersen, Jesper Lund, 2002, In: Annals of Probability. 30, 2, p. 978-999Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3491
Most downloads
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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