Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor


  1. 2005
  2. 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

  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 articleResearchpeer-review

ID: 3491