Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor


  1. 2015
  2. 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 articleResearchpeer-review

  3. 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 articleResearchpeer-review

ID: 3491