Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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A digitalized employee option
Pedersen, Jesper Lund & Jensen, B., 2007, In: Stochastics: An International Journal of Probability and Stochastic Processes . 79, 1-2Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal mean–variance selling strategies
Pedersen, Jesper Lund & Peskir, G., 2016, In: Mathematics and Financial Economics. 10, 2, p. 203-220Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal stopping problems for time-homogeneous diffusions: a review
Pedersen, Jesper Lund, 2005, Recent Advances in Applied Probability. Springer, p. 427-454Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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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
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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. 205-219Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal mean-variance portfolio selection
Pedersen, Jesper Lund & Peskir, G., 2017, In: Mathematics and Financial Economics. 11, 2, p. 137–160Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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
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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 journal › Conference abstract in journal › Research › peer-review
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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 journal › Journal article › Research › peer-review
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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. 1068-1090Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Rationality Parameter for Exercising American Put
Gad, K. S. T. & Pedersen, Jesper Lund, Jun 2015, In: Risks. 3, 2, p. 103-111Research output: Contribution to journal › Journal article › Research › peer-review
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Variance optimal stopping for geometric Levy processes
Gad, K. S. T. & Pedersen, Jesper Lund, 2015, In: Advances in Applied Probability. 47, 1, p. 128-145Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 967-980Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal mean-variance portfolio selection
Research output: Contribution to journal › Journal article › Research › peer-review
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164
downloads
Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
Published