Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2308-5548
11 - 15 out of 15Page size: 10
- Published
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 › peer-review
- 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 journal › Journal article › 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 › peer-review
- 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. 978-999Research output: Contribution to journal › Journal article › peer-review
- Published
Variance optimal stopping for geometric Levy processes
Gad, K. S. T. & Pedersen, Jesper Lund, 2015, In: Advances in Applied Probability. 47, 1, p. 128-145Research output: Contribution to journal › Journal article › peer-review
ID: 3491
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Optimal mean-variance portfolio selection
Research output: Contribution to journal › Journal article › peer-review
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163
downloads
Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › peer-review
Published