Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor


  1. 2002
  2. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  3. 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 journalJournal articlepeer-review

  4. 2003
  5. 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 journalJournal articlepeer-review

  6. 2005
  7. Published

    Optimal stopping problems for time-homogeneous diffusions: a review

    Pedersen, Jesper Lund, 2005, Recent Advances in Applied Probability. Springer, p. 427-454

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  8. 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 journalJournal articlepeer-review

  9. 2007
  10. 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

  11. 2011
  12. 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

  13. 2015
  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. 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

  16. 2016
  17. 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

  18. 2017
  19. 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

  20. 2018
  21. 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

  22. 2021
  23. 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

  24. 2022
  25. 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

  26. 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

ID: 3491