Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor

ORCID: 0000-0003-2308-5548

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  1. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. 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

  3. 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 journal › Journal article › Research › peer-review

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