Institut for Matematiske Fag

 

 
  1. 2023
  2. Udgivet

    Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading

    Zhang, Y., 2023, I: Journal of Industrial and Management Optimization. 19, 6, s. 4022-4063 42 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  3. Udgivet

    Minimal Stinespring Representations of Operator Valued Multilinear Maps

    Christensen, Erik, 2023, I: Journal of Operator Theory. 89, 2, s. 587-601 15 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  4. Udgivet

    Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series

    Embrechts, P., Klüppelberg, C. & Mikosch, Thomas Valentin, 2023, Mathematics Going Forward: Collected Mathematical Brushstrokes. Springer, s. 115-139 25 s. (Lecture Notes in Mathematics, Bind 2313).

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningfagfællebedømt

  5. Udgivet

    Moduli of algebraic hypersurfaces via homotopy principles

    Aumonier, A., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 137 s.

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  6. Udgivet

    Moduli spaces of Riemann surfaces as Hurwitz spaces

    Bianchi, Andrea, 2023, I: Advances in Mathematics. 430, 52 s., 109217.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  7. Udgivet

    Moment Evolution Equations and Moment Matching for Stochastic Image EPDiff

    Christgau, Alexander Mangulad, Arnaudon, A. & Sommer, Stefan Horst, 2023, I: Journal of Mathematical Imaging and Vision. 65, 4, s. 563-576 14 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. Udgivet

    Multi-Population Mortality Models and Scenario-Based Projections

    Jallbjørn, Snorre, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  9. Udgivet

    Multiple Hypothesis Testing and Causal Discovery

    Mogensen, Phillip Bredahl, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  10. Udgivet

    Multivariate Polynomials and Rational Functions of Random Matrices: a Case Study

    Fronk, Jacob, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 105 s.

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  11. Udgivet

    Natural hedging in continuous time life insurance

    Nyegaard, A. K., 2023, I: European Actuarial Journal. 13, 2, s. 497 - 515

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt