Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor

ORCID: 0000-0003-2308-5548

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  1. Published

    Representations of first hitting time density of an Ornstein-Uhlenbeck Process

    Alili, L., Patie, P. & Pedersen, Jesper Lund, 2005, In: Stochastic Models. 21, 4, p. 967-980

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

  2. 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. 978-999

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

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

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