Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor


  1. 2022
  2. Published

    Detecting the presence of a random drift in Brownian motion

    Johnson, P., Pedersen, Jesper Lund, Peskir, G. & Zucca, C., 2022, In: Stochastic Processes and Their Applications. 150, p. 1068-1090

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    Regulation of the mammalian-brain V-ATPase through ultraslow mode-switching

    Kosmidis, Eleftherios, Shuttle, C. G., Preobraschenski, J., Ganzella, M., Johnson, P. J., Veshaguri, S., Holmkvist, Jesper, Møller, M. P., Marantos, Orestis, Marcoline, F., Grabe, M., Pedersen, Jesper Lund, Jahn, R. & Stamou, Dimitrios, 2022, In: Nature. 611, 7937, p. 827-834 23 p.

    Research output: Contribution to journalJournal articlepeer-review

  4. 2021
  5. Published

    Pump, Rest and Repeat: Single Molecule Measurements Reveal Mode-Switching in the Mammalian Brain V-ATPase

    Kosmidis, Eleftherios, Preobraschenski, J., Shuttle, C., Veshaguri, S., Johnson, P. J., Pedersen, Jesper Lund, Jahn, R. & Stamou, Dimitrios, 1 Feb 2021, In: Biophysical Journal. 120, 3, p. 74a-75a 2 p., 361-Pos.

    Research output: Contribution to journalConference abstract in journalpeer-review

  6. 2018
  7. Published

    Constrained Dynamic Optimality and Binomial Terminal Wealth

    Pedersen, Jesper Lund & Peskir, G., 2018, In: SIAM Journal on Control and Optimization. 56, 2, p. 1342-1357

    Research output: Contribution to journalJournal articlepeer-review

  8. 2017
  9. Published

    Optimal mean-variance portfolio selection

    Pedersen, Jesper Lund & Peskir, G., 2017, In: Mathematics and Financial Economics. 11, 2, p. 137–160

    Research output: Contribution to journalJournal articlepeer-review

  10. 2016
  11. Published

    Optimal mean–variance selling strategies

    Pedersen, Jesper Lund & Peskir, G., 2016, In: Mathematics and Financial Economics. 10, 2, p. 203-220

    Research output: Contribution to journalJournal articlepeer-review

  12. 2015
  13. Published

    Rationality Parameter for Exercising American Put

    Gad, K. S. T. & Pedersen, Jesper Lund, Jun 2015, In: Risks. 3, 2, p. 103-111

    Research output: Contribution to journalJournal articlepeer-review

  14. Published

    Variance optimal stopping for geometric Levy processes

    Gad, K. S. T. & Pedersen, Jesper Lund, 2015, In: Advances in Applied Probability. 47, 1, p. 128-145

    Research output: Contribution to journalJournal articlepeer-review

  15. 2011
  16. 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 journalJournal articlepeer-review

  17. 2007
  18. Published

    A digitalized employee option

    Pedersen, Jesper Lund & Jensen, B., 2007, In: Stochastics: An International Journal of Probability and Stochastic Processes . 79, 1-2

    Research output: Contribution to journalJournal articlepeer-review

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