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
- 2005
- Published
Optimal stopping problems for time-homogeneous diffusions: a review
Pedersen, Jesper Lund, 2005, Recent Advances in Applied Probability. Springer, p. 427-454Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
ID: 3491
Most downloads
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301
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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