The following pages link to Jesper Lund Pedersen (Q513741):
Displaying 16 items.
- (Q253103) (redirect page) (← links)
- Optimal mean-variance selling strategies (Q253104) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Computing the expectation of the Azéma-Yor stopping times (Q1386731) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Discounted optimal stopping problems for the maximum process (Q2725294) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- (Q4427401) (← links)
- Optimal prediction of the ultimate maximum of Brownian motion (Q4440446) (← links)
- Solving non–linear optimal stopping problems by the method of time–change (Q4518329) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- (Q4672386) (← links)
- Variance Optimal Stopping for Geometric Lévy Processes (Q5246174) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)
- Best bounds in Doob's maximal inequality for Bessel processes (Q5926421) (← links)
