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: 50
- 2018
- Published
Constrained Dynamic Optimality and Binomial Terminal Wealth
Pedersen, Jesper Lund & Peskir, G., 2018, In: SIAM Journal on Control and Optimization. 56, 2, p. 1342-1357Research 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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164
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Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
Published