Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2308-5548
1 - 1 out of 1Page size: 10
- 2002
- 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 › Research › peer-review
ID: 3491
Most downloads
-
301
downloads
Optimal mean-variance portfolio selection
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
163
downloads
Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
Published