Jesper Lund Pedersen
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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A digitalized employee option
Pedersen, Jesper Lund & Jensen, B., 2007, In: Stochastics: An International Journal of Probability and Stochastic Processes . 79, 1-2Research output: Contribution to journal › Journal article › Research › peer-review
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Constrained Dynamic Optimality and Binomial Terminal Wealth
Pedersen, Jesper Lund & Peskir, G., 2018, In: SIAM Journal on Control and Optimization. 56, 2, p. 1342-1357Research output: Contribution to journal › Journal article › Research › peer-review
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Detecting the presence of a random drift in Brownian motion
Johnson, P., Pedersen, Jesper Lund, Peskir, G. & Zucca, C., 2022, In: Stochastic Processes and Their Applications. 150, p. 1068-1090Research output: Contribution to journal › Journal article › Research › peer-review
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Explicit solutions to some optimal variance stopping problems
Pedersen, Jesper Lund, 2011, In: Stochastics: An International Journal of Probability and Stochastic Processes . 83, 4–6, p. 505–518 14 p.Research output: Contribution to journal › Journal article › Research › peer-review
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On nonlinear integral equations arising in problems of optimal stopping
Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Optimal mean-variance portfolio selection
Pedersen, Jesper Lund & Peskir, G., 2017, In: Mathematics and Financial Economics. 11, 2, p. 137–160Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal mean–variance selling strategies
Pedersen, Jesper Lund & Peskir, G., 2016, In: Mathematics and Financial Economics. 10, 2, p. 203-220Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal prediction of the ultimate maximum of Brownian motion
Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Pump, Rest and Repeat: Single Molecule Measurements Reveal Mode-Switching in the Mammalian Brain V-ATPase
Kosmidis, Eleftherios, Preobraschenski, J., Shuttle, C., Veshaguri, S., Johnson, P. J., Pedersen, Jesper Lund, Jahn, R. & Stamou, Dimitrios, 1 Feb 2021, In: Biophysical Journal. 120, 3, p. 74a-75a 2 p., 361-Pos.Research output: Contribution to journal › Conference abstract in journal › Research › peer-review
ID: 3491
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Optimal mean-variance portfolio selection
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Rationality Parameter for Exercising American Put
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