Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor


  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

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